# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-25-001485
**Filing Date:** 2025-10
**Character Count:** 1292426
**Document Hash:** 49af2a679c5fb54d568853f94076c828
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001485.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001485

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 251424549

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Strategic Advisers® U.S. Total Stock Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**August 31, 2025**

STS-NPRT1-1025

1.9911785.101 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.1%  |  |  |  |
| 522 Funding CLO Ltd Series 2024-6A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 5.519% 10/23/2034 (b)(c)(d) |  | 3250000 | 3244108 |
| Agl Clo 5 Ltd / Agl Clo 5 LLC Series 2024-5A Class BRR, CME Term SOFR 3 month Index + 1.65%, 5.9755% 7/20/2034 (b)(c)(d) |  | 3000000 | 3000306 |
| Ammc Cdo Series 2024-24A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.5255% 1/20/2035 (b)(c)(d) |  | 3500000 | 3507063 |
| Anchorage Cr Fdg 2 Ltd / LLC Series 2020-2A Class ARV, 3.928% 4/25/2038 (b) |  | 600000 | 591326 |
| Anchorage Credit Funding 12 Ltd Series 2020-12A Class A1, 3.177% 10/25/2038 (b) |  | 600000 | 580049 |
| Anchorage Credit Funding 13 Ltd Series 2021-13A Class A1, 2.875% 7/27/2039 (b) |  | 300000 | 285416 |
| Anchorage Credit Funding 3 Ltd Series 2021-3A Class A1R, 2.871% 1/28/2039 (b) |  | 500000 | 477884 |
| Anchorage Credit Funding 4 Ltd Series 2021-4A Class AR, 2.723% 4/27/2039 (b) |  | 300000 | 284605 |
| Anchorage Credit Funding 7 Ltd Series 2019-7A Class A, 4.62% 4/25/2037 (b) |  | 241444 | 240707 |
| Apidos Clo Xxx Series 2024-XXXA Class A2R, CME Term SOFR 3 month Index + 1.5%, 5.829% 10/18/2031 (b)(c)(d) |  | 1550000 | 1550575 |
| Ares Xxvii Clo Ltd Series 2024-2A Class AR3, CME Term SOFR 3 month Index + 1.15%, 5.4638% 10/28/2034 (b)(c)(d) |  | 3000000 | 3000018 |
| Ares XXXIV CLO Ltd Series 2024-2A Class AR3, CME Term SOFR 3 month Index + 1.32%, 5.6424% 4/17/2033 (b)(c)(d) |  | 480263 | 480263 |
| Atlantic Ave Ltd / Atlantic Ave LLC Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.26%, 5.5855% 1/20/2035 (b)(c)(d) |  | 2500000 | 2504638 |
| Atlas Senior Loan Fund Xv Ltd Series 2024-15A Class A1R, CME Term SOFR 3 month Index + 1.22%, 5.539% 10/23/2032 (b)(c)(d) |  | 378278 | 378959 |
| Bain Cap Cr CLO Ltd / Bain Cap Cr CLO LLC Series 2024-4A Class A2R, CME Term SOFR 3 month Index + 1.45%, 5.7755% 10/20/2034 (b)(c)(d) |  | 800000 | 798429 |
| Bain Cap Cr CLO Ltd / Bain Cap Cr CLO LLC Series 2024-4A Class BR, CME Term SOFR 3 month Index + 1.65%, 5.9755% 10/20/2034 (b)(c)(d) |  | 800000 | 800114 |
| Bain Capital Credit Clo Ltd Series 2024-2A Class A2R, CME Term SOFR 3 month Index + 1.48%, 5.7978% 7/16/2034 (b)(c)(d) |  | 2000000 | 1996964 |
| Bain Capital Credit Clo Ltd Series 2024-2A Class BR, CME Term SOFR 3 month Index + 1.65%, 5.9678% 7/16/2034 (b)(c)(d) |  | 2000000 | 2000422 |
| Bain Capital Credit CLO Ltd Series 2024-5A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.469% 10/23/2034 (b)(c)(d) |  | 4000000 | 4005160 |
| Bain Capital Credit CLO Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.21%, 5.529% 10/23/2034 (b)(c)(d) |  | 4300000 | 4310320 |
| Bain Capital Credit CLO Series 2024-3A Class BRR, CME Term SOFR 3 month Index + 1.6%, 5.919% 10/23/2034 (b)(c)(d) |  | 2000000 | 2001258 |
| Carlyle Global Market Strategies CLO Ltd Series 2024-3A Class ARRR, CME Term SOFR 3 month Index + 1.09%, 5.4155% 7/20/2034 (b)(c)(d) |  | 4600000 | 4604931 |
| Crown Point Clo 7 Ltd Series 2024-7A Class AR, CME Term SOFR 3 month Index + 1.23%, 5.5555% 10/20/2031 (b)(c)(d) |  | 152127 | 152141 |
| Dryden 55 Clo Ltd Series 2018-55A Class A1, CME Term SOFR 3 month Index + 1.2816%, 5.5992% 4/15/2031 (b)(c)(d) |  | 177048 | 177128 |
| Elevation CLO Ltd Series 2024-3A Class A2R2, CME Term SOFR 3 month Index + 1.6%, 5.9185% 1/25/2035 (b)(c)(d) |  | 2000000 | 2000668 |
| Elevation CLO Ltd Series 2024-3A Class BR2, CME Term SOFR 3 month Index + 1.85%, 6.1685% 1/25/2035 (b)(c)(d) |  | 2000000 | 2000916 |
| Fortress Credit Bsl VII Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.09%, 5.409% 7/23/2032 (b)(c)(d) |  | 1423916 | 1424199 |
| Greywolf Clo III Ltd Series 2024-3RA Class A2R2, CME Term SOFR 3 month Index + 1.85%, 6.182% 4/22/2033 (b)(c)(d) |  | 1200000 | 1201031 |
| ICG US CLO Ltd Series 2024-3A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4755% 10/20/2034 (b)(c)(d) |  | 4800000 | 4803461 |
| Jamestown Clo Xvi Ltd Series 2024-16A Class AR, CME Term SOFR 3 month Index + 1.12%, 5.4385% 7/25/2034 (b)(c)(d) |  | 4800000 | 4804152 |
| Kkr Clo 28 Ltd Series 2024-28A Class AR, CME Term SOFR 3 month Index + 1.44%, 5.7578% 2/9/2035 (b)(c)(d) |  | 2100000 | 2101014 |
| Lcm Loan Income Fund I Ltd Series 2018-1A Class B, CME Term SOFR 3 month Index + 1.7116%, 6.0371% 4/20/2031 (b)(c)(d) |  | 2325000 | 2326495 |
| Mountain View Clo Xiv Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.159%, 6.813% 10/15/2034 (b)(c)(d) |  | 1000000 | 1001200 |
| Octagon Investment Partners Xvii Ltd Series 2018-1A Class A1R2, CME Term SOFR 3 month Index + 1.2616%, 5.5801% 1/25/2031 (b)(c)(d) |  | 2340 | 2340 |
| Ofsi Bsl Xi Ltd Series 2024-10A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5955% 4/20/2034 (b)(c)(d) |  | 1100000 | 1101092 |
| Palmer Square CLO Series 2025-1A Class A2R5, CME Term SOFR 3 month Index + 1.6%, 5.815% 5/21/2034 (b)(c)(d) |  | 4200000 | 4200538 |
| Pikes Peak Clo 4 Series 2024-4A Class ARR, CME Term SOFR 3 month Index + 1.21%, 5.5276% 7/15/2034 (b)(c)(d) |  | 4500000 | 4499780 |
| Romark Credit Funding II Ltd Series 2021-2A Class A, 2.625% 10/25/2039 (b) |  | 400000 | 378190 |
| Sandstone Peak Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.5976% 10/15/2034 (b)(c)(d) |  | 1500000 | 1501479 |
| Sandstone Peak Ltd Series 2024-1A Class B1R, CME Term SOFR 3 month Index + 1.83%, 6.1476% 10/15/2034 (b)(c)(d) |  | 4000000 | 4010000 |
| Sound Point CLO XXVIII Ltd Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.5985% 1/25/2032 (b)(c)(d) |  | 423981 | 424507 |
| Trysail CLO Ltd Series 2022-1A Class A, CME Term SOFR 3 month Index + 1.239%, 5.5645% 10/20/2033 (b)(c)(d) |  | 4000000 | 4006584 |
| Ventr Series 2021-17-29A Class AR, CME Term SOFR 3 month Index + 1.2516%, 5.463% 9/7/2030 (b)(c)(d) |  | 41329 | 41337 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  |  | 82801767 |
| IRELAND - 0.0%  |  |  |  |
| Arbour Clo VII DAC Series 2024-7A Class BR, 3 month EURIBOR + 2.05%, 4.025% 12/15/2038 (b)(c)(d) | EUR | 3200000 | 3747750 |
| Ares European CLO XIV DAC Series 2024-14A Class AR, 3 month EURIBOR + 1.03%, 3.054% 10/21/2034 (b)(c)(d) | EUR | 2911307 | 3407017 |
| Avoca Static CLO I DAC Series 2024-1A Class BR, 3 month EURIBOR + 1.7%, 3.726% 1/15/2035 (b)(c)(d) | EUR | 2700000 | 3142816 |
| BBAM European CLO I DAC Series 2021-1A Class AR, 3 month EURIBOR + 0.87%, 2.865% 7/22/2034 (b)(c)(d) | EUR | 1000000 | 1165618 |
| BBAM European CLO Series 2022-3A Class A, 3 month EURIBOR + 0.92%, 2.946% 1/15/2036 (b)(c)(d) | EUR | 1500000 | 1748596 |
| CVC Cordatus Loan Fund XIV DAC Series 2021-14A Class A1R, 3 month EURIBOR + 0.85%, 2.884% 5/22/2032 (b)(c)(d) | EUR | 3297797 | 3850816 |
| Dryden 7a Euro Clo 2020 Designated Activity CO Series 2025-74A Class B2R, 5% 10/18/2039 (b) | EUR | 1000000 | 1169900 |
| Grosvenor Place Clo Dac Series 2024-2A Class A, 3 month EURIBOR + 1.24%, 3.266% 1/15/2039 (b)(c)(d) | EUR | 2200000 | 2574004 |
| Hayfin Emerald CLO V DAC Series 2024-5A Class AR, 3 month EURIBOR + 1.21%, 3.244% 11/17/2037 (b)(c)(d) | EUR | 1400000 | 1637421 |
| Indigo Credit Management II DAC Series 2024-2A Class B, 3 month EURIBOR + 2.1%, 4.126% 7/15/2038 (b)(c)(d) | EUR | 2500000 | 2929137 |
| Palmer Square European Loan Funding DAC Series 2024-3A Class B, 3 month EURIBOR + 1.85%, 3.886% 5/15/2034 (b)(c)(d) | EUR | 2000000 | 2336627 |
| Palmer Square European Loan Funding DAC Series 2024-3A Class BR, 3 month EURIBOR + 1.65%, 3.686% 5/15/2033 (b)(c)(d) | EUR | 3000000 | 3507749 |
| Tikehau Clo IX DAC Series 2024-9A Class AR, 3 month EURIBOR + 1.22%, 3.244% 1/20/2037 (b)(c)(d) | EUR | 900000 | 1053924 |
| TOTAL IRELAND |  |  | 32271375 |
| UNITED STATES - 0.3%  |  |  |  |
| ABFC Series 2006-HE1 Class A2B, CME Term SOFR 1 month Index + 0.3345%, 4.657% 1/25/2037 (d) |  | 7189424 | 4012196 |
| ABFC Series 2007-WMC1 Class A1A, CME Term SOFR 1 month Index + 1.3645%, 5.687% 6/25/2037 (c)(d) |  | 827943 | 588683 |
| Accredited Mortgage Loan Trust Series 2004-4 Class A2D, CME Term SOFR 1 month Index + 0.7%, 4.6407% 1/25/2035 (c)(d) |  | 738851 | 727303 |
| ACE Securities Corp Series 2005-HE5 Class M4, CME Term SOFR 1 month Index + 1.0145%, 5.337% 8/25/2035 (d) |  | 236383 | 233999 |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (b) |  | 966829 | 967607 |
| Ally Auto Receivables Trust Series 2024-2 Class A3, 4.14% 7/16/2029  |  | 1500000 | 1500460 |
| Ameriquest Mortgage Securities, Inc. Series 2004-R5 Class M2, CME Term SOFR 1 month Index + 1.9895%, 6.312% 7/25/2034 (d) |  | 1488647 | 1471627 |
| Ameriquest Mortgage Securities, Inc. Series 2004-R6 Class M4, CME Term SOFR 1 month Index + 5.3645%, 4.3638% 7/25/2034 (d) |  | 1370857 | 1133571 |
| Argent Securities Inc Series 2004-W10 Class M1, CME Term SOFR 1 month Index + 1.1945%, 3.3564% 1/25/2034 (d) |  | 281279 | 267561 |
| Argent Securities Inc Series 2005-W3 Class M1, CME Term SOFR 1 month Index + 0.7745%, 5.097% 11/25/2035 (d) |  | 2613223 | 2547492 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2007-HE2 Class A4, CME Term SOFR 1 month Index + 0.3445%, 4.667% 5/25/2037 (d) |  | 1271050 | 909558 |
| Bear Stearns Asset Backed Securities I Trust Series 2005-EC1 Class M4, CME Term SOFR 1 month Index + 1.1645%, 4.6102% 11/25/2035 (c)(d) |  | 2478569 | 2376849 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-EC2 Class M4, CME Term SOFR 1 month Index + 0.9845%, 5.0596% 2/25/2036 (d) |  | 6244096 | 5724601 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-HE2 Class M2, CME Term SOFR 1 month Index + 0.615%, 5.052% 2/25/2036 (c)(d) |  | 740681 | 738382 |
| Bear Stearns Asset Backed Securities I Trust Series 2007-HE3 Class 1A4, CME Term SOFR 1 month Index + 0.35%, 5.137% 4/25/2037 (c)(d) |  | 3623076 | 3449417 |
| Bridgecrest Lending Auto Securitization Trust Series 2023-1 Class B, 6.8% 8/15/2029  |  | 4515000 | 4551042 |
| Bridgecrest Lending Auto Securitization Trust Series 2024-4 Class A3, 4.72% 9/15/2028  |  | 3100000 | 3105476 |
| Carrington Mortgage Loan Trust Series 2007-RFC1 Series 2007-RFC1 Class A3, CME Term SOFR 1 month Index + 0.2545%, 4.577% 12/25/2036 (c)(d) |  | 167255 | 163989 |
| Carrington Mtg Ln Tr Ser 2006 Nc2 Series 2006-NC2 Class A4, CME Term SOFR 1 month Index + 0.5945%, 4.917% 6/25/2036 (c)(d) |  | 2222187 | 2128719 |
| Cascade MH Asset Trust Series 2024-MH1 Class A1, 5.695% 11/25/2056 (b) |  | 924167 | 952588 |
| Centex Home Equity Loan Trust Series 2004-D Class MV5, CME Term SOFR 1 month Index + 1.9145%, 6.237% 9/25/2034 (d) |  | 573882 | 528273 |
| Citigroup Mortgage Loan Trust Series 2005-HE1 Class M4, CME Term SOFR 1 month Index + 1.1495%, 5.472% 5/25/2035 (c)(d) |  | 1272144 | 1208642 |
| Cps Auto Receivables Trust Series 2022-A Class D, 2.84% 4/16/2029 (b) |  | 4073500 | 4042418 |
| Equifirst Loan Securitization Trust Series 2007-1 Class A1, CME Term SOFR 1 month Index + 0.2845%, 4.777% 4/25/2037 (b)(d) |  | 971723 | 899060 |
| Exeter Automobile Receivables Trust Series 2024-5A Class A2, 4.79% 4/15/2027  |  | 82387 | 82397 |
| Exeter Automobile Receivables Trust Series 2024-5A Class A3, 4.45% 3/15/2028  |  | 750000 | 750057 |
| Exeter Automobile Receivables Trust Series 2024-5A Class B, 4.48% 4/16/2029  |  | 750000 | 749961 |
| Exeter Automobile Receivables Trust Series 2024-5A Class C, 4.64% 1/15/2030  |  | 750000 | 751380 |
| FHF Issuer Trust Series 2024-1A Class A2, 5.69% 2/15/2030 (b) |  | 1999541 | 2021249 |
| FHF Issuer Trust Series 2024-3A Class A2, 4.94% 11/15/2030 (b) |  | 806071 | 810233 |
| FHF Trust Series 2023-1A Class A2, 6.57% 6/15/2028 (b) |  | 103073 | 103940 |
| Fieldstone Mortgage Investment Trust Series 2004-3 Series 2004-5 Class M4, CME Term SOFR 1 month Index + 2.8145%, 7.137% 2/25/2035 (d) |  | 4000000 | 2509006 |
| Fieldstone Mortgage Investment Trust Series 2006-2 Class 2A3, CME Term SOFR 1 month Index + 0.6545%, 4.977% 7/25/2036 (d) |  | 3397145 | 1806541 |
| First Franklin Mortgage Loan Trust Series 2004-FFH3 Class M3, CME Term SOFR 1 month Index + 1.1645%, 5.487% 10/25/2034 (d) |  | 1162404 | 1053959 |
| Flagship Credit Auto Trust Series 2023-2 Class B, 5.21% 5/15/2028 (b) |  | 2354000 | 2361289 |
| GLS Auto Receivables Issuer Trust Series 2024-3A Class B, 5.08% 1/16/2029 (b) |  | 1500000 | 1510692 |
| GLS Auto Receivables Issuer Trust Series 2024-3A Class C, 5.21% 2/18/2031 (b) |  | 1500000 | 1518756 |
| Gls Auto Select Receivables Trust Series 2024-4A Class A2, 4.43% 12/17/2029 (b) |  | 3165566 | 3167659 |
| Gls Auto Select Receivables Trust Series 2024-4A Class B, 4.5% 11/15/2030 (b) |  | 2000000 | 2009357 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-1 Class A3, 4.66% 2/16/2028  |  | 1345337 | 1348240 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A3, 4.4% 8/16/2029  |  | 3000000 | 3015541 |
| Greensky Home Improvement Trust Series 2024-2 Class A4, 5.15% 10/27/2059 (b) |  | 1172700 | 1187375 |
| GSAMP Trust 2006-HE5 Series 2006-HE5 Class A2D, CME Term SOFR 1 month Index + 0.24%, 4.917% 8/25/2036 (c)(d) |  | 1319205 | 1238203 |
| GSAMP Trust 2007-NC1 Series 2007-NC1 Class A1, CME Term SOFR 1 month Index + 0.3745%, 4.697% 12/25/2046 (d) |  | 1068597 | 562744 |
| GSAMP Trust 2007-NC1 Series 2007-NC1 Class A2A, CME Term SOFR 1 month Index + 0.2145%, 4.537% 12/25/2046 (d) |  | 1496855 | 734439 |
| GSAMP Trust 2007-NC1 Series 2007-NC1 Class A2B, CME Term SOFR 1 month Index + 0.1%, 4.637% 12/25/2046 (c)(d) |  | 431083 | 211508 |
| GSAMP Trust Series 2007-FM1 Class A1, CME Term SOFR 1 month Index + 0.2545%, 4.577% 12/25/2036 (d) |  | 744611 | 393515 |
| Home Equity Asset Trust 2004-1 Series 2006-4 Class 2A4, CME Term SOFR 1 month Index + 0.56%, 4.997% 8/25/2036 (c)(d) |  | 191701 | 189869 |
| Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2001-A Series 2005-C Class M3, CME Term SOFR 1 month Index + 0.8945%, 5.217% 10/25/2035 (d) |  | 2000000 | 1893376 |
| Honda Auto Receivables Owner Trust Series 2024-4 Class A2, 4.56% 3/15/2027  |  | 1286775 | 1287798 |
| HSI Asset Securitization Corp Trust Series 2007-NC1 Class A3, CME Term SOFR 1 month Index + 0.18%, 4.797% 4/25/2037 (c)(d) |  | 237566 | 153987 |
| Lendmark Fdg Trust Series 2024-2A Class A, 4.47% 2/21/2034 (b) |  | 700000 | 700075 |
| Marlette Funding Trust Series 2022-3A Class C, 6.89% 11/15/2032 (b) |  | 500416 | 501928 |
| Marlette Funding Trust Series 2023-3A Class B, 6.71% 9/15/2033 (b) |  | 307359 | 307529 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 Series 2007-3 Class A2C, CME Term SOFR 1 month Index + 0.18%, 4.797% 6/25/2037 (c)(d) |  | 1938318 | 1933941 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC3 Class M3, CME Term SOFR 1 month Index + 2.2145%, 6.537% 1/25/2035 (d) |  | 3314462 | 2995257 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC5 Class M1, CME Term SOFR 1 month Index + 1.0445%, 5.367% 7/25/2035 (d) |  | 5651508 | 5685733 |
| MF1 LLC Series 2025-FL17 Class AS, CME Term SOFR 1 month Index + 1.572%, 5.9319% 2/18/2040 (b)(c)(d) |  | 5000000 | 4987499 |
| Morgan Stanley Abs Cap I Inc Trust Series 2007-HE3 Class A2A, CME Term SOFR 1 month Index + 0.1745%, 4.497% 12/25/2036 (d) |  | 237822 | 117892 |
| Morgan Stanley ABS Capital I Inc Series 2004-HE8 Class A4, CME Term SOFR 1 month Index + 0.8745%, 5.197% 9/25/2034 (c)(d) |  | 715454 | 726802 |
| Morgan Stanley ABS Capital I Inc Series 2004-NC8 Class M1, CME Term SOFR 1 month Index + 1.0295%, 5.352% 9/25/2034 (d) |  | 304270 | 304618 |
| Morgan Stanley ABS Capital I Inc Series 2005-HE1 Class A2MZ, CME Term SOFR 1 month Index + 0.7145%, 5.037% 12/25/2034 (d) |  | 316101 | 299131 |
| Morgan Stanley ABS Capital I Inc Series 2005-WMC6 Class M5, CME Term SOFR 1 month Index + 1.0895%, 5.412% 7/25/2035 (d) |  | 2500000 | 2207151 |
| Morgan Stanley ABS Capital I Inc Trust Series 2007-HE4 Class A2A, CME Term SOFR 1 month Index + 0.11%, 4.547% 2/25/2037 (c)(d) |  | 243092 | 72375 |
| Nationstar Home Equity Loan Trust Series 2007-B Class 2AV4, CME Term SOFR 1 month Index + 0.4345%, 5.077% 4/25/2037 (c)(d) |  | 565421 | 559071 |
| Navient Private Education Loan Trust Series 2017-A Class B, 3.91% 12/16/2058 (b) |  | 1076546 | 1069626 |
| Navient Student Loan Trust Series 2021-DA Class C, 3.48% 4/15/2060 (b) |  | 1945459 | 1824592 |
| New Century Home Equity Loan Trust Series 2005-4 Class M4, CME Term SOFR 1 month Index + 1.0595%, 5.382% 9/25/2035 (c)(d) |  | 1524338 | 1508028 |
| Newcastle Mortgage Securities Trust Series 2007-1 Class 1A1, CME Term SOFR 1 month Index + 0.3045%, 4.627% 4/25/2037 (d) |  | 1806678 | 1754180 |
| Oportun Issuance Trust Series 2024-2 Class C, 6.61% 2/9/2032 (b) |  | 1777000 | 1794741 |
| Option One Mortgage Loan Trust 2007-5 Series 2007-5 Class 2A4, CME Term SOFR 1 month Index + 0.3%, 4.737% 5/25/2037 (c)(d) |  | 2264600 | 1204875 |
| Option One Mortgage Loan Trust Series 2007-4 Class 2A4, CME Term SOFR 1 month Index + 0.4245%, 4.747% 4/25/2037 (d) |  | 6794853 | 3683715 |
| Pagaya Ai Dbt Selection Trust Series 2023-7 Class C, 8.798% 7/15/2031 (b) |  | 7193860 | 7250627 |
| Pagaya Ai Debt Grantor Trust Series 2024-11 Class A, 5.092% 7/15/2032 (b) |  | 1050997 | 1054111 |
| Pagaya Ai Debt Grantor Trust Series 2024-11 Class B, 5.637% 7/15/2032 (b) |  | 811280 | 815505 |
| Pagaya Ai Debt Grantor Trust Series 2024-8 Class A, 5.331% 1/15/2032 (b) |  | 971687 | 975161 |
| Pagaya Ai Debt Selection Trust Series 2024-1 Class B, 7.109% 7/15/2031 (b) |  | 2375614 | 2397799 |
| Pagaya Ai Debt Trust Series 2023-5 Class C, 9.099% 4/15/2031 (b) |  | 2326131 | 2338129 |
| Pagaya Ai Debt Trust Series 2023-6 Class C, 8.491% 6/16/2031 (b) |  | 4150328 | 4164192 |
| Pagaya Ai Debt Trust Series 2023-8 Class C, 9.538% 6/16/2031 (b) |  | 2463533 | 2531238 |
| Pagaya Ai Debt Trust Series 2024-2 Class A, 6.319% 8/15/2031 (b) |  | 1535667 | 1546486 |
| Pagaya Ai Debt Trust Series 2024-3 Class A, 6.258% 10/15/2031 (b) |  | 2184827 | 2198700 |
| Pagaya Ai Debt Trust Series 2024-3 Class C, 7.297% 10/15/2031 (b) |  | 2680083 | 2707902 |
| Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-WHQ1 Class M5, CME Term SOFR 1 month Index + 1.9145%, 6.237% 9/25/2034 (d) |  | 435047 | 420702 |
| PRET LLC Series 2021-RN2 Class A1, 4.7436% 7/25/2051 (b)(e) |  | 697096 | 695511 |
| Pret LLC Series 2024-NPL6 Class A1, 5.9256% 10/25/2054 (b)(c) |  | 2055304 | 2055408 |
| PRET LLC Series 2024-NPL7 Class A1, 5.9251% 10/25/2054 (b)(c) |  | 1013059 | 1013353 |
| PRET LLC Series 2024-NPL9 Class A1, 5.8514% 12/25/2054 (b) |  | 2565915 | 2583175 |
| RASC Series 2005-EMX2 Trust Series 2004-KS5 Class MII2, CME Term SOFR 1 month Index + 1.2145%, 5.4146% 6/25/2034 (d) |  | 2521707 | 2324143 |
| Renaissance Home Equity Loan Trust Series 2005-3 Class AV3, CME Term SOFR 1 month Index + 0.8745%, 5.197% 11/25/2035 (d) |  | 174116 | 159487 |
| Renaissance Home Equity Loan Trust Series 2007-1 Class AF3, 5.612% 4/25/2037 (e) |  | 4153493 | 937309 |
| Research-Driven Pagaya Motor Asset Trust Series 2023-3A Class A, 7.13% 1/26/2032 (b) |  | 528993 | 529816 |
| Rocket Mortgage Trust Series 2025-CES3 Class A1A, 5.553% 3/25/2055 (b) |  | 2820371 | 2834884 |
| Santander Drive Auto Receivables Trust Series 2024-5 Class A3, 4.62% 11/15/2028  |  | 1500000 | 1503595 |
| Saxon Asset Secs Tr 2007-3 Series 2007-3 Class 2M1, CME Term SOFR 1 month Index + 0.9145%, 5.237% 9/25/2047 (c)(d) |  | 1000000 | 767355 |
| Saxon Asset Secs Trust Series 2007-2 Class A2C, CME Term SOFR 1 month Index + 0.3545%, 4.677% 5/25/2047 (d) |  | 472747 | 343955 |
| Saxon Asset Securities Trust Series 2004-2 Class MF2, 3.2582% 8/25/2035 (e) |  | 1978080 | 1777843 |
| Securitized Asset Backed Receivables LLC Trust Series 2006-WM4 Class A2C, CME Term SOFR 1 month Index + 0.16%, 4.757% 11/25/2036 (c)(d) |  | 6468382 | 1769974 |
| SMB Private Education Loan Trust Series 2015-B Class B, 3.5% 12/17/2040 (b) |  | 740766 | 737231 |
| SMB Private Education Loan Trust Series 2015-C Class B, 3.5% 9/15/2043 (b) |  | 1554227 | 1547666 |
| SMB Private Education Loan Trust Series 2016-C Class B, 3.25% 11/15/2040 (b) |  | 489804 | 483561 |
| SMB Private Education Loan Trust Series 2021-D Class A1A, 1.34% 3/17/2053 (b) |  | 661919 | 620506 |
| SMB Private Education Loan Trust Series 2024-C Class A1A, 5.5% 6/17/2052 (b) |  | 2618598 | 2698863 |
| SMB Private Education Loan Trust Series 2024-C Class A1B, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4427% 6/17/2052 (b)(c)(d) |  | 5581382 | 5574708 |
| SMB Private Education Loan Trust Series 2024-E Class A1A, 5.09% 10/16/2056 (b) |  | 4342708 | 4419014 |
| Smb Private Education Loan Trust Series 2024-F Class A1A, 5.06% 3/16/2054 (b) |  | 534466 | 542423 |
| Soundview Home Loan Trust Series 2006-EQ1 Class A4, CME Term SOFR 1 month Index + 0.5%, 4.937% 10/25/2036 (c)(d) |  | 955744 | 915315 |
| Soundview Home Loan Trust Series 2006-OPT2 Class A4, CME Term SOFR 1 month Index + 0.6745%, 4.997% 5/25/2036 (c)(d) |  | 2159238 | 2108523 |
| Specialty Underwriting & Residential Finance Trust Series 2003-BC1 Series 2004-BC1 Class M1, CME Term SOFR 1 month Index + 0.8795%, 5.202% 2/25/2035 (d) |  | 426701 | 442587 |
| Towd Point Mortgage Trust Series 2017-3 Class B2, 3.807% 7/25/2057 (b)(c) |  | 2000000 | 1800607 |
| TOWD Point Mortgage Trust Series 2017-6 Class A2, 3% 10/25/2057 (b) |  | 2300000 | 2194738 |
| Upstart Securitization Trust Series 2023-2 Class B, 7.92% 6/20/2033 (b) |  | 3960930 | 4006478 |
| WaMu Asset-Backed Certificates Series 2007-HE4 Class 1A, CME Term SOFR 1 month Index + 0.2845%, 4.607% 7/25/2047 (d) |  | 3856038 | 2883597 |
| Washington Mut Asset Backed Ctfs Wmabs Trust Series 2006-HE3 Class 2A3, CME Term SOFR 1 month Index + 0.4345%, 4.757% 8/25/2036 (d) |  | 2802045 | 1772621 |
| Westlake Automobile Receivables Trust Series 2023-2A Class D, 7.01% 11/15/2028 (b) |  | 475000 | 485888 |
| Westlake Automobile Receivables Trust Series 2024-3A Class A3, 4.71% 4/17/2028 (b) |  | 3000000 | 3011112 |
| TOTAL UNITED STATES |  |  | 195833141 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $308,097,807) |  |  | <br> **310906283** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| IRELAND - 0.0%  |  |  |  |
| KINBN Series 2024-RPL2A Class A, 1 month EURIBOR + 1.1%, 3.004% 1/24/2063 (b)(d) | EUR | 3353929 | 3919901 |
| SPAIN - 0.0%  |  |  |  |
| Lugo Funding Dac Series 2024-1A Class A, 3 month EURIBOR + 0%, 3.026% 5/26/2066 (b)(c)(d) | EUR | 1233336 | 1442863 |
| UNITED STATES - 0.2%  |  |  |  |
| ACRA Trust Series 2024-NQM1 Class A1, 5.608% 10/25/2064 (b) |  | 439404 | 441317 |
| Alternative Loan Trust Series 2005-56 Class 1A1, CME Term SOFR 1 month Index + 1.46%, 5.897% 11/25/2035 (c)(d) |  | 5353419 | 4992118 |
| Atlx Trust Series 2024-RPL2 Class A1, 3.85% 4/25/2063 (b) |  | 3711656 | 3608393 |
| Bear Stearns Trust Series 2006-1 Class 21A2, 4.5054% 2/25/2036 (c) |  | 3751027 | 2655728 |
| Chase Home Lending Mortgage Trust Series 2024-RPL4 Class A1A, 3.375% 12/25/2064 (b) |  | 2794891 | 2519664 |
| Cim Tr 2023-R3 Series 2023-R3 Class A1A, 4.5% 1/25/2063 (b) |  | 481733 | 458778 |
| Citimortgage Alternative Loan Trust Series 2007-A7 Class 2A1, CME Term SOFR 1 month Index + 0.5145%, 4.837% 7/25/2037 (c)(d) |  | 2579912 | 2050290 |
| CSMC Trust Series 2017-RPL3 Class B1, 4.4219% 8/1/2057 (b)(c) |  | 616364 | 603978 |
| EFMT Series 2025-CES1 Class A1A, 5.726% 1/25/2060 (b) |  | 1853506 | 1881612 |
| EFMT Trust Series 2025-CES2 Class A1A, 5.655% 2/25/2060 (b) |  | 1877440 | 1893354 |
| Fannie Mae Guaranteed REMIC Series 2025-68 Class FA, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 8/25/2055 (c)(d) |  | 4931944 | 4940207 |
| Fannie Mae Guaranteed REMIC Series 2025-70 Class CF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.7474% 9/25/2055 (c)(d) |  | 7200000 | 7228449 |
| Fannie Mae Guaranteed REMIC Series 2025-74 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4864% 9/25/2055 (c)(d) |  | 7900000 | 7916438 |
| Fannie Mae Guaranteed REMIC Series 2025-78 Class KF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.49% 9/25/2055 (c)(d) |  | 7200000 | 7214750 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5473 Class FA, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4484% 11/25/2054 (c)(d) |  | 518702 | 516509 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5480 Class FG, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 12/25/2054 (c)(d) |  | 1560713 | 1562929 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5482 Class FA, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.7984% 12/25/2054 (c)(d) |  | 1012535 | 1017964 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5484 Class FD, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 12/25/2054 (c)(d) |  | 4198019 | 4203568 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5513 Class MF, U.S. 30-Day Avg. SOFR Index + 0.94%, 5.2884% 11/25/2054 (c)(d) |  | 3693018 | 3685674 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5517 Class FH, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 3/25/2055 (c)(d) |  | 2401844 | 2400771 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5521 Class AF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 3/25/2055 (c)(d) |  | 4840684 | 4847504 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5549 Class BF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 2/25/2055 (c)(d) |  | 864283 | 866608 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5557 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4484% 7/25/2055 (c)(d) |  | 491340 | 491656 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5565 Class FC, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 8/25/2055 (c)(d) |  | 4366525 | 4379173 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5580 Class FA, U.S. 30-Day Avg. SOFR Index + 0.95%, 5.2864% 9/25/2055 (c)(d) |  | 6200000 | 6215699 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5580 Class FC, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4116% 9/25/2055 (c)(d) |  | 10700000 | 10708371 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5580 Class FE, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4474% 9/25/2055 (c)(d) |  | 5000000 | 5004022 |
| Ginnie Mae Series 2025-124 Class HF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.495% 7/20/2055 (c)(d) |  | 1568843 | 1574490 |
| GreenPoint Mortgage Funding Trust Series 2005-AR4 Class 3A1, 5.6218% 10/25/2045 (c) |  | 8084192 | 6143836 |
| GreenPoint Mortgage Funding Trust Series 2005-AR4 Class 4A1A, CME Term SOFR 1 month Index + 0.7345%, 5.057% 10/25/2045 (d) |  | 1267258 | 1177878 |
| HarborView Mortgage Loan Trust 2004-5 Series 2005-9 Class 2A1A, CME Term SOFR 1 month Index + 0.7945%, 5.1349% 6/20/2035 (c)(d) |  | 473217 | 432029 |
| HarborView Mortgage Loan Trust 2006-7 Series 2006-7 Class 2A1A, CME Term SOFR 1 month Index + 0.4%, 4.8677% 9/19/2046 (c)(d) |  | 3560443 | 3384765 |
| Indymac Imsc Mtg Ln Trust Series 2007-AR1 Class 2A1, 3.8468% 6/25/2037 (c) |  | 916788 | 560267 |
| JP Morgan Mortgage Trust Series 2024-10 Class A11, 5.5984% 3/25/2055 (b)(c) |  | 2205036 | 2202331 |
| JP Morgan Resecuritization Trust Series 2014-6 Class 1A2, CME Term SOFR 1 month Index + 0.3245%, 3.2393% 7/27/2036 (b)(c)(d) |  | 5088708 | 4528856 |
| JP Morgan Seasoned Mortgage Trust Series 2024-1 Class A4, 4.4081% 1/25/2063 (b)(c) |  | 1821040 | 1789147 |
| Lehman XS Trust Series 2005-6 Series 2005-7N Class 1A1A, CME Term SOFR 1 month Index + 0.6545%, 4.977% 12/25/2035 (d) |  | 2551204 | 2385265 |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2 Class 1A1, 12 month Average U.S. Treasury Maturity + 0.8%, 5.0218% 12/25/2046 (c)(d) |  | 504063 | 375582 |
| Mill City Mortgage Loan Trust Series 2017-1 Class M3, 3.25% 11/25/2058 (b) |  | 4560000 | 4402789 |
| Morgan Stanley Mortgage Loan Trust Series 2005-9AR Class 1A, CME Term SOFR 1 month Index + 0.4045%, 4.727% 12/25/2035 (c)(d) |  | 1174800 | 860115 |
| Morgan Stanley Resecuritization Trust Series 2015-R6 Class 1A2, CME Term SOFR 1 month Index + 0.3745%, 4.0861% 7/26/2045 (b)(d) |  | 2427813 | 2395949 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-NQM3 Class A1, 5.044% 7/25/2069 (b)(c) |  | 2269088 | 2260944 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-RPL1 Class A1, 4% 6/25/2064  |  | 2797951 | 2722958 |
| Nymt Loan Trust Series 2024-INV1 Class A1, 5.379% 6/25/2069 (b) |  | 1829442 | 1832574 |
| PRET LLC Series 2022-RN1 Class A1, 6.721% 7/25/2051 (b)(e) |  | 532116 | 533462 |
| PRET LLC Series 2024-NPL8 Class A1, 5.9632% 11/25/2054 (b) |  | 3960079 | 3961477 |
| Prpm 2025-Rpl2 LLC Series 2025-RPL2 Class A1, 3.75% 4/25/2055 (b) |  | 1925120 | 1858249 |
| PRPM LLC Series 2024-7 Class A1, 5.87% 11/25/2029 (b)(c) |  | 2445570 | 2445672 |
| PRPM LLC Series 2024-8 Class A1, 5.897% 12/25/2029 (b) |  | 3561358 | 3562460 |
| PRPM LLC Series 2024-RPL3 Class A1, 4% 11/25/2054 (b) |  | 2836896 | 2778202 |
| RALI Series 2006-QS14 Trust Series 2006-QS14 Class A1, 6.5% 11/25/2036  |  | 671543 | 567628 |
| RCKT Mortgage Trust Series 2025-CES1 Class A1A, 5.653% 1/25/2045 (b) |  | 4193789 | 4213840 |
| Sequoia Mortgage Trust Series 2024-HYB1 Class A1A, 4.3967% 11/25/2063 (b)(c) |  | 1044238 | 1038741 |
| Structured Asset Mortgage Investments II Trust Series 2006-AR3 Class 12A1, CME Term SOFR 1 month Index + 0.5545%, 4.877% 5/25/2036 (c)(d) |  | 3518658 | 2881737 |
| Towd Point Mortgage Trust Series 2024-5 Class A1A, 4.5501% 10/25/2064 (b)(c) |  | 3157366 | 3208100 |
| Towd Point Mortgage Trust Series 2024-CES6 Class A1, 5.725% 11/25/2064 (b) |  | 3051570 | 3080370 |
| Verus Securitization Trust Series 2024-8 Class A1, 5.364% 10/25/2069 (b)(c) |  | 859285 | 863222 |
| Verus Securitization Trust Series 2024-R1 Class A1, 5.218% 9/25/2069 (b)(c) |  | 1700608 | 1709824 |
| WaMu Mortgage MSC Pass Through Certificates Series 2005-3 Class 1CB1, 5.5% 5/25/2035  |  | 1093557 | 992170 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA1 Trust Series 2007-OA1 Class A1A, 12 month Average U.S. Treasury Maturity + 0.7%, 4.9218% 2/25/2047 (c)(d) |  | 1815101 | 1647987 |
| TOTAL UNITED STATES |  |  | 168678440 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $172,567,736) |  |  | <br> **174041204** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-Q034 Class APT2, 2.8708% 7/25/2054 (c)<br> (Cost $2,844,537) | 2971370 | **2900652** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 81.3%** | &nbsp;&nbsp;**Common Stocks - 81.3%** | &nbsp;&nbsp;**Common Stocks - 81.3%** |
|  | Shares | Value ($)<br>|
| BAILIWICK OF JERSEY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Aptiv PLC  | 51906 | 4128084 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Coinshares International Ltd  | 618970 | 6579152 |
| TOTAL BAILIWICK OF JERSEY |  | 10707236 |
| BELGIUM - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Liberty Global Ltd Class A (f) | 40328 | 473451 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| UCB SA  | 26900 | 6289341 |
| Materials - 0.0% |  |  |
| Construction Materials - 0.0% |  |  |
| Titan America SA (g) | 73903 | 1146236 |
| TOTAL BELGIUM |  | 7909028 |
| BERMUDA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Hamilton Insurance Group Ltd Class B (f) | 170305 | 4060071 |
| RenaissanceRe Holdings Ltd  | 150109 | 36474986 |
| TOTAL BERMUDA |  | 40535057 |
| BRAZIL - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| MercadoLibre Inc (f) | 713 | 1763185 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| NU Holdings Ltd/Cayman Islands Class A (f) | 364302 | 5391670 |
| Capital Markets - 0.0% |  |  |
| XP Inc Class A  | 129811 | 2354771 |
| Financial Services - 0.0% |  |  |
| Pagseguro Digital Ltd Class A  | 165314 | 1481213 |
| StoneCo Ltd Class A (f) | 105930 | 1744668 |
|  |  | 3225881 |
| TOTAL FINANCIALS |  | 10972322 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Wheaton Precious Metals Corp (United States)  | 13063 | 1311786 |
| TOTAL BRAZIL |  | 14047293 |
| CANADA - 0.5%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Restaurant Brands International Inc  | 48900 | 3096685 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Canada Goose Holdings Inc Subordinate Voting Shares (United States) (f)(g) | 938536 | 12182198 |
| TOTAL CONSUMER DISCRETIONARY |  | 15278883 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Alimentation Couche-Tard Inc  | 28500 | 1444559 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Athabasca Oil Corp (f) | 1033200 | 4528972 |
| Cameco Corp (United States)  | 189573 | 14671054 |
| Imperial Oil Ltd (g) | 90000 | 8166746 |
| MEG Energy Corp  | 347000 | 7137838 |
| Meren Energy Inc  | 592700 | 768199 |
| South Bow Corp  | 43000 | 1191670 |
| Whitecap Resources Inc (g) | 602402 | 4535506 |
| Whitecap Resources Inc (OTC) (g) | 1183116 | 8908863 |
|  |  | 49908848 |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Brookfield Asset Management Ltd Class A (United States)  | 70795 | 4259027 |
| Brookfield Corp Class A (United States)  | 984709 | 64715076 |
|  |  | 68974103 |
| Insurance - 0.0% |  |  |
| Brookfield Wealth Solutions Ltd Class A (United States) (g) | 6152 | 404986 |
| Fairfax Financial Holdings Ltd Subordinate Voting Shares  | 3721 | 6405967 |
|  |  | 6810953 |
| TOTAL FINANCIALS |  | 75785056 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Repare Therapeutics Inc (f) | 7699 | 12857 |
| Xenon Pharmaceuticals Inc (f)(g) | 51800 | 2005178 |
|  |  | 2018035 |
| Industrials - 0.0% |  |  |
| Ground Transportation - 0.0% |  |  |
| Canadian National Railway Co (United States) (g) | 198857 | 19245380 |
| Industrial Conglomerates - 0.0% |  |  |
| Brookfield Business Corp Class A (United States)  | 7424 | 244992 |
| TOTAL INDUSTRIALS |  | 19490372 |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Celestica Inc (United States) (f)(g) | 123262 | 24005275 |
| IT Services - 0.0% |  |  |
| Shopify Inc Class A (United States) (f) | 282123 | 39858337 |
| Software - 0.2% |  |  |
| Constellation Software Inc/Canada (OTC)  | 2640 | 8744432 |
| D-Wave Quantum Inc (f)(g) | 30736 | 480096 |
| Descartes Systems Group Inc/The (United States) (f) | 353996 | 35381901 |
|  |  | 44606429 |
| TOTAL INFORMATION TECHNOLOGY |  | 108470041 |
| Materials - 0.1% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd (United States)  | 13383 | 771128 |
| Metals & Mining - 0.1% |  |  |
| Franco-Nevada Corp (United States) (g) | 147434 | 27769194 |
| Ssr Mining Inc (United States) (f) | 328505 | 6343432 |
|  |  | 34112626 |
| Paper & Forest Products - 0.0% |  |  |
| West Fraser Timber Co Ltd (United States) (g) | 201147 | 14665628 |
| TOTAL MATERIALS |  | 49549382 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Real Brokerage Inc/The (f) | 1838559 | 9891447 |
| Real Matters Inc (f) | 8867 | 41386 |
| Real Matters Inc (OTC) (f) | 201619 | 941041 |
|  |  | 10873874 |
| Utilities - 0.0% |  |  |
| Gas Utilities - 0.0% |  |  |
| Brookfield Infrastructure Corp (United States)  | 6080 | 244538 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Brookfield Renewable Corp Class A (United States)  | 725 | 24432 |
| TOTAL UTILITIES |  | 268970 |
| TOTAL CANADA |  | 333088020 |
| CHINA - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Baidu Inc Class A ADR (f) | 14136 | 1347161 |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd ADR  | 6525 | 880874 |
| Prosus NV Class N  | 34900 | 2158897 |
|  |  | 3039771 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Yum China Holdings Inc  | 72505 | 3242424 |
| Household Durables - 0.0% |  |  |
| Midea Group Co Ltd H Shares  | 364537 | 3822834 |
| TOTAL CONSUMER DISCRETIONARY |  | 10105029 |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| BeOne Medicines Ltd ADR (f) | 73000 | 22341650 |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| GDS Holdings Ltd A Shares (f) | 2228278 | 9655098 |
| Vnet Group Inc Class A ADR (f) | 315057 | 2728394 |
|  |  | 12383492 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| indie Semiconductor Inc Class A (f)(g) | 375654 | 1701712 |
| TOTAL INFORMATION TECHNOLOGY |  | 14085204 |
| TOTAL CHINA |  | 47879044 |
| COSTA RICA - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Establishment Labs Holdings Inc (f)(g) | 100134 | 4132530 |
| DENMARK - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Ascendis Pharma A/S ADR (f) | 35374 | 6872107 |
| Pharmaceuticals - 0.0% |  |  |
| Novo Nordisk A/S Class B ADR  | 333962 | 18855495 |
| TOTAL DENMARK |  | 25727602 |
| FINLAND - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Amer Sports Inc (f) | 71517 | 2812048 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Criteo SA ADR (f) | 278879 | 6924566 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| BNP Paribas SA  | 66739 | 5997487 |
| Health Care - 0.0% |  |  |
| Life Sciences Tools & Services - 0.0% |  |  |
| Sartorius Stedim Biotech  | 9600 | 1964309 |
| TOTAL FRANCE |  | 14886362 |
| GERMANY - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Deutsche Telekom AG  | 157500 | 5763715 |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Schaeffler AG Class Registered  | 693832 | 4797230 |
| Specialty Retail - 0.0% |  |  |
| LuxExperience BV ADR (f)(g) | 1138547 | 10565716 |
| TOTAL CONSUMER DISCRETIONARY |  | 15362946 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| BioNTech SE ADR (f) | 18000 | 1800000 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Eckert & Ziegler SE  | 172041 | 3475946 |
| TOTAL HEALTH CARE |  | 5275946 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| SAP SE ADR  | 58986 | 16053631 |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Mercer International Inc  | 55800 | 185814 |
| TOTAL GERMANY |  | 42642052 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Bullish  | 27960 | 1650479 |
| Patria Investments Ltd Class A (g) | 12678 | 171660 |
|  |  | 1822139 |
| Insurance - 0.0% |  |  |
| Accelerant Holdings Class A (f)(g) | 52882 | 1060284 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 2882423 |
| GREECE - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Eurobank Ergasias Services and Holdings SA  | 1300668 | 4780039 |
| Piraeus Financial Holdings SA  | 395510 | 3060858 |
|  |  | 7840897 |
| Industrials - 0.0% |  |  |
| Marine Transportation - 0.0% |  |  |
| Star Bulk Carriers Corp (g) | 467139 | 8712142 |
| TOTAL GREECE |  | 16553039 |
| GUATEMALA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Millicom International Cellular SA  | 3688 | 178167 |
| HONG KONG - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Distributors - 0.0% |  |  |
| GigaCloud Technology Inc Class A (f)(g) | 224159 | 5933489 |
| INDIA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| HDFC Bank Ltd/Gandhinagar ADR  | 33120 | 2356819 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| AIB Group PLC  | 332211 | 2697256 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Accenture PLC Class A  | 262213 | 68167514 |
| TOTAL IRELAND |  | 70864770 |
| ISRAEL - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Taboola.com Ltd (f) | 96667 | 322868 |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Mobileye Global Inc Class A (f) | 600 | 8406 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Etoro Group Ltd Class A  | 39951 | 1773824 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Tower Semiconductor Ltd (United States) (f) | 134839 | 7931230 |
| Software - 0.1% |  |  |
| Cellebrite DI Ltd (f) | 1197939 | 19646200 |
| Nice Ltd ADR (f)(g) | 39120 | 5529612 |
| SimilarWeb Ltd (f) | 837257 | 8699100 |
|  |  | 33874912 |
| TOTAL INFORMATION TECHNOLOGY |  | 41806142 |
| TOTAL ISRAEL |  | 43911240 |
| ITALY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Ermenegildo Zegna Holditalia Spa (g) | 752864 | 6354172 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Leonardo SpA  | 37756 | 2144859 |
| TOTAL ITALY |  | 8499031 |
| JAPAN - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Musashi Seimitsu Industry Co Ltd (g) | 204813 | 4513977 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Chugai Pharmaceutical Co Ltd ADR  | 436825 | 9562099 |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Daikin Industries Ltd ADR  | 313849 | 3916835 |
| TOTAL JAPAN |  | 17992911 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Coupang Inc Class A (f) | 476053 | 13605595 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| SK Hynix Inc  | 55740 | 10635471 |
| TOTAL KOREA (SOUTH) |  | 24241066 |
| MEXICO - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp  | 21212 | 2038261 |
| MONACO - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Scorpio Tankers Inc  | 168203 | 8477431 |
| NETHERLANDS - 0.4%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Argenx SE ADR (f) | 15056 | 10722883 |
| Merus NV (f) | 63747 | 4197102 |
| Newamsterdam Pharma Co NV (f)(g) | 100253 | 2411085 |
|  |  | 17331070 |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| ASML Holding NV depository receipt  | 110282 | 81897619 |
| NXP Semiconductors NV  | 731764 | 171854776 |
|  |  | 253752395 |
| TOTAL NETHERLANDS |  | 271083465 |
| NORWAY - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Opera Ltd ADR  | 640925 | 10415031 |
| PANAMA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| MTL Instruments Ltd Class E  | 6362 | 293479 |
| PORTUGAL - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Galp Energia SGPS SA  | 49900 | 969075 |
| PUERTO RICO - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| First BanCorp/Puerto Rico  | 669980 | 14893656 |
| Popular Inc  | 89045 | 11187614 |
|  |  | 26081270 |
| Financial Services - 0.0% |  |  |
| EVERTEC Inc  | 198324 | 7076200 |
| TOTAL PUERTO RICO |  | 33157470 |
| SINGAPORE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Grindr Inc Class A (f)(g) | 107179 | 1676279 |
| Industrials - 0.0% |  |  |
| Ground Transportation - 0.0% |  |  |
| Grab Holdings Ltd Class A (f) | 537320 | 2681227 |
| TOTAL SINGAPORE |  | 4357506 |
| SPAIN - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Cellnex Telecom SA (b)(h) | 6665 | 236962 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Banco Santander SA  | 535500 | 5114049 |
| TOTAL SPAIN |  | 5351011 |
| SWEDEN - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Autoliv Inc  | 240579 | 29848637 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| SiriusPoint Ltd (f)(g) | 97414 | 1823590 |
| TOTAL SWEDEN |  | 31672227 |
| SWITZERLAND - 0.1%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Garrett Motion Inc  | 815243 | 10590007 |
| Health Care - 0.0% |  |  |
| Life Sciences Tools & Services - 0.0% |  |  |
| Lonza Group AG ADR  | 92157 | 6528402 |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| Aebi Schmidt Holding AG  | 16609 | 204124 |
| Information Technology - 0.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| TE Connectivity PLC  | 218679 | 45157214 |
| TOTAL SWITZERLAND |  | 62479747 |
| TAIWAN - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Chroma ATE Inc  | 96000 | 1818473 |
| Delta Electronics Inc  | 238000 | 5482988 |
|  |  | 7301461 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Jentech Precision Industrial Co Ltd  | 32000 | 2168295 |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 540189 | 124713434 |
|  |  | 126881729 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Asia Vital Components Co Ltd  | 29000 | 946695 |
| TOTAL TAIWAN |  | 135129885 |
| THAILAND - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Fabrinet (f) | 95491 | 31635213 |
| UNITED KINGDOM - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Zegona Communications plc (f) | 72700 | 1149657 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Flutter Entertainment PLC (f) | 31135 | 9563738 |
| Genius Sports Ltd Class A (f) | 1950326 | 24944670 |
| Soho House & Co Inc Class A (f) | 4400 | 38852 |
|  |  | 34547260 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Diageo PLC  | 28300 | 784868 |
| Food Products - 0.1% |  |  |
| Nomad Foods Ltd  | 1038799 | 16142936 |
| Personal Care Products - 0.1% |  |  |
| Unilever PLC ADR  | 349683 | 22099967 |
| Tobacco - 0.0% |  |  |
| British American Tobacco PLC ADR  | 47281 | 2689816 |
| TOTAL CONSUMER STAPLES |  | 41717587 |
| Energy - 0.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| TechnipFMC PLC  | 551015 | 20255311 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| London Stock Exchange Group PLC  | 18203 | 2255954 |
| Marex Group PLC  | 107273 | 3793174 |
|  |  | 6049128 |
| Insurance - 0.0% |  |  |
| Fidelis Insurance Holdings Ltd  | 34409 | 601469 |
| Hiscox Ltd  | 176484 | 3112892 |
|  |  | 3714361 |
| TOTAL FINANCIALS |  | 9763489 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Smith & Nephew PLC ADR (g) | 337782 | 12649936 |
| Pharmaceuticals - 0.0% |  |  |
| Astrazeneca PLC ADR  | 140849 | 11253835 |
| Verona Pharma PLC ADR (f) | 47329 | 5012614 |
|  |  | 16266449 |
| TOTAL HEALTH CARE |  | 28916385 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Rentokil Initial PLC ADR  | 458175 | 11312341 |
| Machinery - 0.0% |  |  |
| Luxfer Holdings PLC  | 6180 | 82935 |
| TOTAL INDUSTRIALS |  | 11395276 |
| TOTAL UNITED KINGDOM |  | 147744965 |
| UNITED STATES - 79.5%  |  |  |
| Communication Services - 7.6% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Anterix Inc (f) | 400 | 9496 |
| AST SpaceMobile Inc Class A (f)(g) | 3479 | 170262 |
| AT&T Inc  | 14568123 | 426700323 |
| Atn International Inc  | 27604 | 469268 |
| Bandwidth Inc Class A (f) | 346201 | 5193015 |
| Frontier Communications Parent Inc (f) | 81063 | 3005816 |
| GCI Liberty Inc/DEL Class A (f)(i) | 105502 | 1 |
| Globalstar Inc (f) | 16100 | 481873 |
| IDT Corp Class B  | 4100 | 262687 |
| Lumen Technologies Inc (f) | 48100 | 239057 |
| Verizon Communications Inc  | 2828424 | 125101194 |
|  |  | 561632992 |
| Entertainment - 1.5% |  |  |
| Cinemark Holdings Inc (g) | 12800 | 330240 |
| CuriosityStream Inc Class A  | 2000 | 9160 |
| Electronic Arts Inc  | 208892 | 35918979 |
| Eventbrite Inc Class A (f) | 284600 | 754190 |
| Liberty Media Corp-Liberty Formula One Class C (f) | 19500 | 1948050 |
| Lionsgate Studios Corp (g) | 48167 | 309714 |
| Live Nation Entertainment Inc (f) | 33300 | 5544117 |
| Madison Square Garden Entertainment Corp Class A (f) | 1600 | 65136 |
| Madison Square Garden Sports Corp Class A (f) | 690 | 136510 |
| Marcus Corp/The  | 61919 | 956029 |
| Netflix Inc (f) | 494683 | 597700736 |
| Playstudios Inc Class A (f) | 13935 | 13470 |
| Playtika Holding Corp  | 69419 | 257544 |
| ROBLOX Corp Class A (f) | 55745 | 6945270 |
| Roku Inc Class A (f) | 69564 | 6717100 |
| Skillz Inc Class A (f) | 2092 | 18451 |
| Spotify Technology SA (f) | 34772 | 23710331 |
| Take-Two Interactive Software Inc (f) | 39162 | 9135320 |
| TKO Group Holdings Inc Class A  | 138033 | 26165535 |
| Walt Disney Co/The  | 3593961 | 425453103 |
| Warner Bros Discovery Inc (f) | 433000 | 5040120 |
| Warner Music Group Corp Class A  | 1619787 | 54019896 |
|  |  | 1201149001 |
| Interactive Media & Services - 4.8% |  |  |
| Alphabet Inc Class A  | 4775477 | 1016746808 |
| Alphabet Inc Class C  | 5393361 | 1151644374 |
| EverQuote Inc Class A (f) | 80640 | 1874880 |
| fuboTV Inc (f)(g) | 700 | 2470 |
| Match Group Inc  | 346461 | 12936854 |
| MediaAlpha Inc Class A (f) | 37439 | 395730 |
| Meta Platforms Inc Class A  | 2318405 | 1712605774 |
| Nextdoor Holdings Inc Class A (f) | 343814 | 704819 |
| QuinStreet Inc (f) | 133301 | 2090160 |
| Reddit Inc Class A (f) | 36288 | 8167703 |
| Shutterstock Inc  | 23977 | 501839 |
| TripAdvisor Inc Class A (g) | 350864 | 6112051 |
| TrueCar Inc (f) | 499 | 1097 |
| Yelp Inc Class A (f)(g) | 279261 | 8830233 |
| ZipRecruiter Inc Class A (f)(g) | 165033 | 825165 |
|  |  | 3923439957 |
| Media - 0.4% |  |  |
| Altice USA Inc Class A (f)(g) | 5790 | 13549 |
| AMC Networks Inc Class A (f) | 12500 | 88250 |
| Cable One Inc (g) | 2500 | 403700 |
| Charter Communications Inc Class A (f) | 274287 | 72845141 |
| Comcast Corp Class A  | 2945791 | 100068520 |
| DoubleVerify Holdings Inc (f) | 76255 | 1240669 |
| EchoStar Corp Class A (f) | 7871 | 486349 |
| EW Scripps Co/The Class A (f) | 60200 | 179998 |
| Fox Corp Class A  | 472100 | 28184370 |
| Fox Corp Class B  | 263798 | 14390181 |
| Gannett Co Inc (f) | 167200 | 687192 |
| iHeartMedia Inc Class A (f) | 12300 | 26199 |
| Integral Ad Science Holding Corp (f) | 15928 | 143193 |
| Interpublic Group of Cos Inc/The  | 60995 | 1637106 |
| Liberty Broadband Corp Class C (f) | 903 | 54957 |
| Magnite Inc (f) | 20292 | 526577 |
| New York Times Co/The Class A  | 612046 | 36624833 |
| News Corp Class A  | 308855 | 9083426 |
| News Corp Class B (g) | 33388 | 1130851 |
| Nexstar Media Group Inc (g) | 105059 | 21487717 |
| NIQ Global Intelligence Plc (g) | 50810 | 865802 |
| Omnicom Group Inc  | 51035 | 3997572 |
| Paramount Skydance Corp Class B  | 179316 | 2635945 |
| PubMatic Inc Class A (f) | 2200 | 19074 |
| Scholastic Corp  | 4488 | 115162 |
| Sinclair Inc Class A (g) | 3187 | 46116 |
| Sirius XM Holdings Inc (g) | 298913 | 7066303 |
| TechTarget Inc  | 4189 | 24715 |
| TEGNA Inc (g) | 651923 | 13820768 |
| Thryv Holdings Inc (f)(g) | 18844 | 242334 |
| Trade Desk Inc (The) Class A (f) | 192100 | 10500186 |
| WideOpenWest Inc (f) | 22400 | 114016 |
|  |  | 328750771 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Array Digital Infrastructure Inc  | 1800 | 96894 |
| Gogo Inc (f)(g) | 791436 | 8689967 |
| T-Mobile US Inc  | 886641 | 223424666 |
| Telephone and Data Systems Inc  | 13600 | 545224 |
|  |  | 232756751 |
| TOTAL COMMUNICATION SERVICES |  | 6247729472 |
| Consumer Discretionary - 8.8% |  |  |
| Automobile Components - 0.2% |  |  |
| Adient PLC (f) | 262546 | 6511141 |
| American Axle & Manufacturing Holdings Inc (f)(g) | 157667 | 917622 |
| BorgWarner Inc  | 1015454 | 43420813 |
| Cooper-Standard Holdings Inc (f) | 22100 | 813722 |
| Dana Inc  | 73842 | 1488655 |
| Fox Factory Holding Corp (f) | 5766 | 166810 |
| Gentex Corp  | 612651 | 17160355 |
| Gentherm Inc (f) | 500 | 18384 |
| Goodyear Tire & Rubber Co/The (f) | 700337 | 5938858 |
| Lear Corp  | 86510 | 9516100 |
| Modine Manufacturing Co (f)(g) | 318049 | 43296010 |
| Motorcar Parts of America Inc (f) | 42109 | 627424 |
| Phinia Inc  | 164874 | 9641832 |
| QuantumScape Corp Class A (f)(g) | 46616 | 369665 |
| Standard Motor Products Inc  | 29833 | 1157819 |
| Stoneridge Inc (f) | 26641 | 221120 |
|  |  | 141266330 |
| Automobiles - 1.1% |  |  |
| Ford Motor Co  | 2804900 | 33013673 |
| General Motors Co  | 1335330 | 78236985 |
| Harley-Davidson Inc (g) | 358600 | 10442432 |
| Tesla Inc (f) | 2315157 | 772961468 |
| Thor Industries Inc  | 1093 | 119792 |
| Winnebago Industries Inc  | 22762 | 818977 |
|  |  | 895593327 |
| Broadline Retail - 3.1% |  |  |
| Amazon.com Inc (f) | 10839740 | 2482300461 |
| Dillard's Inc Class A  | 1145 | 610148 |
| eBay Inc  | 760741 | 68930742 |
| Etsy Inc (f) | 62814 | 3329770 |
| Macy's Inc (g) | 499536 | 6608861 |
|  |  | 2561779982 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co  | 54528 | 7597386 |
| LKQ Corp  | 632983 | 20647905 |
| Pool Corp  | 134515 | 41795156 |
|  |  | 70040447 |
| Diversified Consumer Services - 0.2% |  |  |
| ADT Inc  | 4316928 | 37600444 |
| Bright Horizons Family Solutions Inc (f) | 160753 | 18975284 |
| Coursera Inc (f) | 190511 | 2190877 |
| Duolingo Inc Class A (f) | 14142 | 4212336 |
| Frontdoor Inc (f) | 152771 | 9280838 |
| Grand Canyon Education Inc (f) | 95567 | 19263440 |
| H&R Block Inc  | 45024 | 2266958 |
| Laureate Education Inc (f) | 634676 | 17440896 |
| Lincoln Educational Services Corp (f) | 419088 | 7883045 |
| Service Corp International/US  | 337045 | 26710816 |
| Strategic Education Inc  | 1874 | 152450 |
| Stride Inc (f) | 98929 | 16144224 |
| Universal Technical Institute Inc (f) | 9938 | 264251 |
|  |  | 162385859 |
| Hotels, Restaurants & Leisure - 1.8% |  |  |
| Airbnb Inc Class A (f) | 566431 | 73936238 |
| Aramark  | 2497 | 97658 |
| Bloomin' Brands Inc  | 174200 | 1280370 |
| Booking Holdings Inc  | 28720 | 160804716 |
| Brinker International Inc (f) | 60900 | 9499182 |
| Caesars Entertainment Inc (f) | 123376 | 3302776 |
| Carnival Corp (f) | 230414 | 7347902 |
| Chipotle Mexican Grill Inc (f) | 3489359 | 147041588 |
| Churchill Downs Inc  | 200536 | 20801599 |
| Cracker Barrel Old Country Store Inc (g) | 103682 | 6202257 |
| Darden Restaurants Inc  | 44836 | 9278362 |
| Domino's Pizza Inc  | 40525 | 18572608 |
| DoorDash Inc Class A (f) | 196714 | 48244109 |
| DraftKings Inc Class A (f) | 493073 | 23657643 |
| Dutch Bros Inc Class A (f) | 82528 | 5927986 |
| Expedia Group Inc Class A  | 163956 | 35217749 |
| Hilton Worldwide Holdings Inc (g) | 663365 | 183128542 |
| Hyatt Hotels Corp Class A (g) | 129458 | 18678200 |
| Kura Sushi USA Inc Class A (f)(g) | 109412 | 9278685 |
| Las Vegas Sands Corp  | 540954 | 31175179 |
| Life Time Group Holdings Inc (f) | 168644 | 4708540 |
| Light & Wonder Inc Class A (f) | 667 | 61676 |
| Lindblad Expeditions Holdings Inc (f) | 25268 | 368407 |
| Marriott International Inc/MD Class A1  | 86882 | 23272213 |
| McDonald's Corp  | 783860 | 245771464 |
| MGM Resorts International (f) | 288950 | 11468426 |
| Monarch Casino & Resort Inc  | 32351 | 3375180 |
| Nathan's Famous Inc  | 5437 | 569254 |
| Norwegian Cruise Line Holdings Ltd (f) | 138804 | 3447891 |
| Penn Entertainment Inc (f) | 7378 | 149257 |
| Planet Fitness Inc Class A (f) | 10433 | 1093378 |
| Potbelly Corp (f)(g) | 827328 | 10705624 |
| Pursuit Attractions and Hospitality Inc (f) | 156425 | 5834653 |
| Red Robin Gourmet Burgers Inc (f) | 21895 | 141880 |
| Red Rock Resorts Inc Class A  | 3595 | 222423 |
| Royal Caribbean Cruises Ltd  | 250886 | 91126813 |
| Rush Street Interactive Inc Class A (f) | 258287 | 5759800 |
| Shake Shack Inc Class A (f) | 9907 | 1050142 |
| Sportradar Holding AG Class A (f) | 96195 | 2976273 |
| Starbucks Corp  | 323293 | 28511210 |
| Sweetgreen Inc Class A (f)(g) | 256517 | 2334305 |
| Texas Roadhouse Inc  | 84581 | 14594452 |
| Travel + Leisure Co  | 246300 | 15568623 |
| United Parks & Resorts Inc (f)(g) | 233185 | 12260867 |
| Vail Resorts Inc (g) | 82054 | 13440445 |
| Wingstop Inc (g) | 60832 | 19960196 |
| Wyndham Hotels & Resorts Inc (g) | 23500 | 2035335 |
| Wynn Resorts Ltd  | 40000 | 5070000 |
| Yum! Brands Inc  | 868493 | 127642416 |
|  |  | 1466994492 |
| Household Durables - 0.3% |  |  |
| Cavco Industries Inc (f) | 15614 | 8283071 |
| Century Communities Inc  | 18182 | 1197830 |
| Champion Homes Inc (f) | 184543 | 13925615 |
| Cricut Inc Class A  | 949 | 5409 |
| DR Horton Inc  | 51100 | 8660428 |
| Flexsteel Industries Inc  | 100 | 4637 |
| Garmin Ltd  | 10508 | 2541045 |
| Installed Building Products Inc (g) | 45257 | 11849188 |
| Leggett & Platt Inc (g) | 246835 | 2372084 |
| Lennar Corp Class A  | 8901 | 1185079 |
| LGI Homes Inc (f)(g) | 98360 | 6089468 |
| M/I Homes Inc (f) | 30253 | 4455057 |
| Mohawk Industries Inc (f) | 4900 | 650181 |
| Newell Brands Inc (g) | 971993 | 5754199 |
| NVR Inc (f) | 5270 | 42780016 |
| PulteGroup Inc  | 285900 | 37744518 |
| SharkNinja Inc (f)(g) | 119747 | 14005609 |
| Somnigroup International Inc  | 24900 | 2090355 |
| Sonos Inc (f) | 11160 | 155347 |
| Taylor Morrison Home Corp (f) | 13434 | 905049 |
| Toll Brothers Inc  | 254857 | 35425123 |
| TopBuild Corp (f) | 68927 | 29001725 |
| Tri Pointe Homes Inc (f)(g) | 205427 | 7257736 |
| Universal Electronics Inc (f) | 482 | 2339 |
| Whirlpool Corp (g) | 74800 | 6967620 |
|  |  | 243308728 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE (g) | 145548 | 9255397 |
| Hasbro Inc  | 137465 | 11158034 |
| JAKKS Pacific Inc  | 1027 | 18250 |
| MasterCraft Boat Holdings Inc (f) | 21722 | 476581 |
| Mattel Inc (f) | 567990 | 10394217 |
| Peloton Interactive Inc Class A (f) | 882128 | 6704173 |
|  |  | 38006652 |
| Specialty Retail - 1.8% |  |  |
| Abercrombie & Fitch Co Class A (f) | 4006 | 374681 |
| Academy Sports & Outdoors Inc  | 513429 | 27494123 |
| American Eagle Outfitters Inc  | 468497 | 6062351 |
| Asbury Automotive Group Inc (f)(g) | 35815 | 9008905 |
| AutoNation Inc (f) | 110633 | 24237478 |
| AutoZone Inc (f) | 9950 | 41775374 |
| BARK Inc (f) | 27159 | 24506 |
| Bath & Body Works Inc  | 701548 | 20492217 |
| Best Buy Co Inc  | 232746 | 17139415 |
| Boot Barn Holdings Inc (f) | 13093 | 2327543 |
| Buckle Inc/The  | 63856 | 3613611 |
| Burlington Stores Inc (f) | 576358 | 167535743 |
| Camping World Holdings Inc Class A  | 6916 | 121099 |
| CarMax Inc (f) | 108150 | 6635003 |
| Carparts Com Inc (f) | 50611 | 41516 |
| Carvana Co Class A (f) | 68439 | 25453833 |
| Chewy Inc Class A (f) | 23142 | 947896 |
| Dick's Sporting Goods Inc  | 57200 | 12172160 |
| Duluth Holdings Inc Class B (f) | 257 | 583 |
| Five Below Inc (f) | 17513 | 2541136 |
| Floor & Decor Holdings Inc Class A (f) | 41339 | 3386491 |
| Foot Locker Inc (f)(g) | 15153 | 374279 |
| GameStop Corp Class A (f)(g) | 33354 | 747463 |
| Gap Inc/The  | 531850 | 11706019 |
| Group 1 Automotive Inc  | 22989 | 10684827 |
| Home Depot Inc/The  | 764202 | 310854448 |
| Lithia Motors Inc Class A (g) | 84780 | 28543730 |
| LL Flooring Holdings Inc (f)(i) | 7900 | 0 |
| Lowe's Cos Inc  | 1324562 | 341816470 |
| MarineMax Inc (f) | 211900 | 5583565 |
| Monro Inc (g) | 58860 | 975899 |
| Murphy USA Inc  | 83043 | 31265690 |
| National Vision Holdings Inc (f) | 280029 | 6423865 |
| O'Reilly Automotive Inc (f) | 795889 | 82517772 |
| ODP Corp/The (f) | 5400 | 109404 |
| Penske Automotive Group Inc (g) | 101606 | 18737162 |
| Petco Health & Wellness Co Inc Class A (f) | 127776 | 509826 |
| RealReal Inc/The (f)(g) | 82300 | 627949 |
| Restoration Hardware Inc (f)(g) | 4596 | 1037179 |
| Revolve Group Inc Class A (f) | 668128 | 14946023 |
| Ross Stores Inc  | 306878 | 45160166 |
| Sally Beauty Holdings Inc (f) | 247200 | 3426192 |
| Signet Jewelers Ltd (g) | 78967 | 6953044 |
| Sleep Number Corp (f)(g) | 1799 | 18943 |
| Sportsman's Warehouse Holdings Inc (f) | 459164 | 1230560 |
| Stitch Fix Inc Class A (f)(g) | 99534 | 526535 |
| TJX Cos Inc/The  | 649058 | 88667813 |
| Tractor Supply Co  | 56800 | 3507968 |
| Ulta Beauty Inc (f) | 41727 | 20560145 |
| Upbound Group Inc (g) | 25714 | 653393 |
| Urban Outfitters Inc (f) | 24183 | 1622196 |
| Victoria's Secret & Co (f) | 29555 | 680356 |
| Warby Parker Inc Class A (f) | 384659 | 10078066 |
| Wayfair Inc Class A (f) | 27706 | 2066868 |
| Williams-Sonoma Inc  | 108700 | 20456253 |
| Winmark Corp  | 90 | 41746 |
| Zumiez Inc (f)(g) | 43308 | 744465 |
|  |  | 1445241943 |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Carter's Inc (g) | 9100 | 259896 |
| Crocs Inc (f)(g) | 174542 | 15220062 |
| Deckers Outdoor Corp (f) | 9800 | 1172374 |
| G-III Apparel Group Ltd (f) | 72799 | 1965573 |
| Hanesbrands Inc (f) | 33123 | 209006 |
| Kontoor Brands Inc  | 107644 | 8315499 |
| Levi Strauss & Co Class A  | 5990 | 133996 |
| Lululemon Athletica Inc (f) | 99889 | 20197556 |
| Movado Group Inc  | 3300 | 60291 |
| NIKE Inc Class B  | 338840 | 26216052 |
| PVH Corp  | 119800 | 10101536 |
| Ralph Lauren Corp Class A  | 61804 | 18351462 |
| Rocky Brands Inc  | 81122 | 2468542 |
| Samsonite Group SA (b)(h) | 1890414 | 4117661 |
| Skechers USA Inc Class A (f) | 23752 | 1498276 |
| Tapestry Inc  | 230643 | 23484070 |
| VF Corp  | 133368 | 2017858 |
| Wolverine World Wide Inc  | 441103 | 14088830 |
|  |  | 149878540 |
| TOTAL CONSUMER DISCRETIONARY |  | 7174496300 |
| Consumer Staples - 3.8% |  |  |
| Beverages - 1.1% |  |  |
| Boston Beer Co Inc/The Class A (f) | 7929 | 1753023 |
| Brown-Forman Corp Class A (g) | 28978 | 879482 |
| Brown-Forman Corp Class B (g) | 453053 | 13564407 |
| Celsius Holdings Inc (f) | 191338 | 12031333 |
| Coca-Cola Co/The  | 4246972 | 292998599 |
| Coca-Cola Consolidated Inc  | 172973 | 20279355 |
| Constellation Brands Inc Class A  | 10547 | 1707981 |
| Keurig Dr Pepper Inc  | 4622971 | 134482226 |
| Molson Coors Beverage Co Class B (g) | 534843 | 27004223 |
| Monster Beverage Corp (f) | 987115 | 61605847 |
| National Beverage Corp (f) | 67641 | 2844304 |
| PepsiCo Inc  | 1816432 | 270012617 |
| Primo Brands Corp Class A  | 674233 | 16929991 |
| Vita Coco Co Inc/The (f) | 113264 | 4048055 |
| Zevia PBC Class A (f) | 1900 | 5320 |
|  |  | 860146763 |
| Consumer Staples Distribution & Retail - 1.2% |  |  |
| Albertsons Cos Inc Class A  | 1353017 | 26329711 |
| Andersons Inc/The  | 8600 | 351740 |
| BJ's Wholesale Club Holdings Inc (f)(g) | 441889 | 43163718 |
| Casey's General Stores Inc  | 6387 | 3158499 |
| Costco Wholesale Corp  | 328536 | 309914580 |
| Dollar General Corp  | 22288 | 2424043 |
| Dollar Tree Inc (f) | 278235 | 30374915 |
| Ingles Markets Inc Class A (g) | 110888 | 7506009 |
| Kroger Co/The  | 1085255 | 73623699 |
| Maplebear Inc (f) | 227913 | 9884587 |
| Performance Food Group Co (f) | 288347 | 29238386 |
| PriceSmart Inc  | 116817 | 12529791 |
| Sprouts Farmers Market Inc (f) | 63312 | 8897868 |
| Sysco Corp  | 310000 | 24945700 |
| Target Corp  | 168600 | 16182228 |
| United Natural Foods Inc (f)(g) | 202615 | 5729952 |
| US Foods Holding Corp (f) | 320301 | 24855358 |
| Walmart Inc  | 3228384 | 313088680 |
| Weis Markets Inc (g) | 31671 | 2269227 |
|  |  | 944468691 |
| Food Products - 0.3% |  |  |
| BRC Inc Class A (f)(g) | 50600 | 78430 |
| Bunge Global SA  | 106100 | 8935742 |
| Cal-Maine Foods Inc  | 21142 | 2444861 |
| Calavo Growers Inc  | 35115 | 960395 |
| Conagra Brands Inc  | 308000 | 5892040 |
| Darling Ingredients Inc (f) | 20598 | 699508 |
| Dole PLC (g) | 348558 | 5130774 |
| Flowers Foods Inc (g) | 335754 | 5049740 |
| Fresh Del Monte Produce Inc (g) | 8655 | 314003 |
| Freshpet Inc (f) | 229063 | 12786297 |
| General Mills Inc  | 175100 | 8637683 |
| Hain Celestial Group Inc (f) | 54776 | 98597 |
| Hormel Foods Corp  | 61100 | 1554384 |
| Ingredion Inc  | 183781 | 23806991 |
| JM Smucker Co  | 98700 | 10907337 |
| Kellanova  | 5400 | 429300 |
| Kraft Heinz Co/The  | 929330 | 25993360 |
| Lamb Weston Holdings Inc  | 46489 | 2674512 |
| Lifeway Foods Inc (f) | 1400 | 42658 |
| Limoneira Co  | 1089 | 17162 |
| Mama's Creations Inc (f)(g) | 1166412 | 9307968 |
| Marzetti Company/The  | 97895 | 17875627 |
| Mondelez International Inc  | 1805845 | 110951117 |
| Pilgrim's Pride Corp (g) | 71300 | 3169285 |
| Seaboard Corp  | 5 | 19846 |
| Simply Good Foods Co/The (f) | 311773 | 8926061 |
| The Campbell's Company (g) | 234800 | 7497164 |
| Tootsie Roll Industries Inc Class A  | 34788 | 1398825 |
| Tyson Foods Inc Class A (g) | 373493 | 21206933 |
| WK Kellogg Co (g) | 118800 | 2722896 |
|  |  | 299529496 |
| Household Products - 0.6% |  |  |
| Central Garden & Pet Co Class A (f) | 28707 | 948192 |
| Church & Dwight Co Inc  | 15198 | 1415846 |
| Clorox Co/The  | 107964 | 12761345 |
| Colgate-Palmolive Co  | 681131 | 57262683 |
| Energizer Holdings Inc (g) | 319500 | 8805420 |
| Kimberly-Clark Corp  | 611437 | 78960974 |
| Procter & Gamble Co/The  | 1817791 | 285465899 |
| WD-40 Co  | 70054 | 15134466 |
|  |  | 460754825 |
| Personal Care Products - 0.1% |  |  |
| BellRing Brands Inc (f) | 476691 | 19568166 |
| Coty Inc Class A (f)(g) | 26300 | 112563 |
| elf Beauty Inc (f) | 380465 | 47558125 |
| Estee Lauder Cos Inc/The Class A  | 151800 | 13924614 |
| Herbalife Ltd (f) | 195157 | 1908635 |
| Honest Co Inc/The (f) | 4114444 | 16293198 |
| Kenvue Inc  | 2556862 | 52952612 |
| Medifast Inc (f)(g) | 19294 | 270695 |
| Nu Skin Enterprises Inc Class A (g) | 399069 | 4856670 |
| Olaplex Holdings Inc (f) | 1867103 | 2669957 |
| Upexi Inc (f)(g) | 301677 | 2181125 |
| USANA Health Sciences Inc (f) | 22179 | 707732 |
|  |  | 163004092 |
| Tobacco - 0.5% |  |  |
| Altria Group Inc  | 1998766 | 134337063 |
| Philip Morris International Inc  | 1462386 | 244408572 |
| Turning Point Brands Inc (g) | 56136 | 5585532 |
|  |  | 384331167 |
| TOTAL CONSUMER STAPLES |  | 3112235034 |
| Energy - 2.6% |  |  |
| Energy Equipment & Services - 0.3% |  |  |
| Archrock Inc  | 21100 | 522436 |
| Aris Water Solutions Inc Class A  | 14071 | 341503 |
| Baker Hughes Co Class A  | 3002502 | 136313592 |
| Cactus Inc Class A  | 123362 | 5175036 |
| Halliburton Co  | 1034000 | 23502820 |
| Liberty Energy Inc Class A  | 28193 | 317171 |
| Oceaneering International Inc (f)(g) | 34381 | 838896 |
| Oil States International Inc (f) | 92200 | 516320 |
| Schlumberger NV  | 1030746 | 37972683 |
| Solaris Energy Infrastructure Inc Class A (g) | 349073 | 11027216 |
| TETRA Technologies Inc (f) | 14179 | 66641 |
| Tidewater Inc (f) | 300 | 18060 |
| Transocean Ltd (f)(g) | 609233 | 1845976 |
| Weatherford International PLC  | 89806 | 5721091 |
|  |  | 224179441 |
| Oil, Gas & Consumable Fuels - 2.3% |  |  |
| Antero Midstream Corp  | 356300 | 6338577 |
| Antero Resources Corp (f) | 615601 | 19649984 |
| APA Corp  | 205910 | 4781230 |
| Berry Corp  | 62900 | 210086 |
| California Resources Corp  | 106553 | 5293553 |
| Cheniere Energy Inc  | 113137 | 27358789 |
| Chevron Corp  | 1019180 | 163680308 |
| Chord Energy Corp  | 37244 | 4092743 |
| Civitas Resources Inc  | 46493 | 1710013 |
| Clean Energy Fuels Corp (f) | 261709 | 688295 |
| CNX Resources Corp (f)(g) | 205500 | 6000600 |
| Comstock Resources Inc (f)(g) | 10800 | 174204 |
| ConocoPhillips  | 1233307 | 122060394 |
| Delek US Holdings Inc  | 304443 | 8436116 |
| Devon Energy Corp  | 51400 | 1855540 |
| Diamondback Energy Inc  | 176964 | 26325165 |
| Dorian LPG Ltd (g) | 72487 | 2318134 |
| DT Midstream Inc  | 128425 | 13379317 |
| Energy Fuels Inc/Canada (United States) (f)(g) | 27213 | 314582 |
| EOG Resources Inc  | 1811285 | 226084594 |
| EQT Corp  | 452643 | 23465013 |
| Expand Energy Corp  | 172638 | 16707906 |
| Exxon Mobil Corp  | 6157479 | 703738275 |
| FutureFuel Corp  | 25292 | 98132 |
| Green Plains Inc (f) | 14700 | 163316 |
| Gulfport Energy Corp (f) | 3632 | 632077 |
| HF Sinclair Corp  | 603253 | 30693513 |
| Kinder Morgan Inc  | 1529549 | 41267232 |
| Magnolia Oil & Gas Corp Class A (g) | 355027 | 8833072 |
| Marathon Petroleum Corp  | 209814 | 37705674 |
| Matador Resources Co  | 675346 | 34010425 |
| Murphy Oil Corp (g) | 484100 | 12034726 |
| Northern Oil & Gas Inc (g) | 244237 | 6389240 |
| Ovintiv Inc  | 381186 | 16055554 |
| Par Pacific Holdings Inc (f) | 19601 | 678979 |
| PBF Energy Inc Class A  | 20285 | 554186 |
| Permian Resources Corp Class A  | 789029 | 11275224 |
| Phillips 66  | 228691 | 30548544 |
| Range Resources Corp  | 400100 | 13711427 |
| REX American Resources Corp (f) | 28537 | 1785560 |
| Shell PLC ADR  | 429206 | 31709739 |
| SM Energy Co  | 367900 | 10503545 |
| Targa Resources Corp  | 251115 | 42127052 |
| Uranium Energy Corp (f)(g) | 49985 | 534340 |
| Valero Energy Corp  | 638446 | 97050176 |
| Williams Cos Inc/The  | 1158220 | 67037774 |
|  |  | 1880062925 |
| TOTAL ENERGY |  | 2104242366 |
| Financials - 12.8% |  |  |
| Banks - 3.8% |  |  |
| 1st Source Corp  | 20910 | 1347022 |
| Amalgamated Financial Corp  | 6124 | 176922 |
| Ameris Bancorp  | 11757 | 861553 |
| Associated Banc-Corp  | 255305 | 6885576 |
| Axos Financial Inc (f) | 118692 | 10825897 |
| Bancorp Inc/The (f) | 116889 | 8911617 |
| Bank of America Corp  | 11453654 | 581158404 |
| Bank OZK (g) | 140291 | 7361069 |
| Bank7 Corp  | 3615 | 179340 |
| BankUnited Inc (g) | 975 | 38210 |
| Banner Corp  | 206844 | 13864753 |
| BOK Financial Corp  | 80 | 8913 |
| Brookline Bancorp Inc  | 971 | 10632 |
| Cadence Bank  | 249936 | 9407591 |
| Camden National Corp  | 6790 | 277643 |
| Capitol Federal Financial Inc  | 34315 | 222361 |
| Citigroup Inc  | 3140052 | 303234822 |
| Citizens Financial Group Inc  | 996601 | 52102300 |
| Columbia Banking System Inc (g) | 275800 | 7383166 |
| Comerica Inc  | 190138 | 13419940 |
| Commerce Bancshares Inc/MO  | 82249 | 5094503 |
| Community Trust Bancorp Inc  | 12295 | 718274 |
| Community West Bancshares  | 12881 | 274623 |
| Connectone Bancorp Inc  | 41315 | 1057664 |
| Cullen/Frost Bankers Inc  | 42424 | 5473969 |
| Customers Bancorp Inc (f) | 16610 | 1190771 |
| Dime Community Bancshares Inc  | 4690 | 144264 |
| East West Bancorp Inc  | 144801 | 15224377 |
| Eastern Bankshares Inc  | 8246 | 141089 |
| Enterprise Financial Services Corp  | 12896 | 789751 |
| Esquire Financial Holdings Inc (g) | 13630 | 1337103 |
| Fifth Third Bancorp  | 3975749 | 181970032 |
| First Busey Corp  | 6895 | 170307 |
| First Business Financial Services Inc  | 5976 | 312664 |
| First Citizens BancShares Inc/NC Class A  | 10205 | 20245802 |
| First Financial Bankshares Inc  | 80911 | 3007462 |
| First Foundation Inc (f) | 1462 | 8698 |
| First Hawaiian Inc  | 413644 | 10734062 |
| First Horizon Corp  | 1375856 | 31094346 |
| First Interstate Bank of Calif  | 11602 | 291384 |
| Flagstar Financial Inc (g) | 437553 | 5609429 |
| Flushing Financial Corp  | 41290 | 568150 |
| FNB Corp/PA  | 273828 | 4570189 |
| Hancock Whitney Corp  | 19714 | 1240405 |
| Harborone Northeast Bancorp Inc  | 69433 | 892908 |
| Heritage Commerce Corp  | 25350 | 261866 |
| HomeStreet Inc (f) | 2203 | 30556 |
| HomeTrust Bancshares Inc  | 5547 | 229424 |
| Horizon Bancorp Inc/IN  | 55556 | 936674 |
| Huntington Bancshares Inc/OH  | 1827171 | 32541916 |
| Independent Bank Corp (g) | 123614 | 8839637 |
| Independent Bank Corp/MI  | 29571 | 972590 |
| JPMorgan Chase & Co  | 2382401 | 718103309 |
| Kearny Financial Corp/MD  | 164960 | 1113480 |
| KeyCorp  | 1721007 | 33318696 |
| Live Oak Bancshares Inc  | 7500 | 290175 |
| M&T Bank Corp  | 58843 | 11866279 |
| Meridian Corp  | 6612 | 104073 |
| Metropolitan Bank Holding Corp  | 15056 | 1195296 |
| Midland States Bancorp Inc  | 9557 | 176040 |
| MVB Financial Corp  | 3997 | 97527 |
| NB Bancorp Inc (g) | 57846 | 1092711 |
| Nicolet Bankshares Inc  | 9046 | 1250971 |
| Northfield Bancorp Inc  | 205859 | 2439429 |
| Northwest Bancshares Inc  | 1610 | 20367 |
| OceanFirst Financial Corp  | 160353 | 2948892 |
| Old National Bancorp/IN  | 650430 | 14888343 |
| Park National Corp  | 8490 | 1458327 |
| Pathward Financial Inc  | 78678 | 6252541 |
| Peoples Bancorp Inc/OH  | 4251 | 131526 |
| Pinnacle Financial Partners Inc  | 200265 | 19469763 |
| PNC Financial Services Group Inc/The  | 204346 | 42389534 |
| Preferred Bank/Los Angeles CA  | 25170 | 2376048 |
| Prosperity Bancshares Inc  | 105115 | 7266600 |
| Provident Financial Services Inc  | 22864 | 453622 |
| Regions Financial Corp (g) | 1567304 | 42928457 |
| Seacoast Banking Corp of Florida  | 291792 | 9077649 |
| ServisFirst Bancshares Inc  | 9074 | 799873 |
| Southern First Bancshares Inc (f) | 9330 | 420783 |
| SouthState Corp  | 4828 | 492746 |
| Synovus Financial Corp  | 148966 | 7688135 |
| Texas Capital Bancshares Inc (f) | 82865 | 7173623 |
| Third Coast Bancshares Inc (f) | 4801 | 191224 |
| Tompkins Financial Corp  | 854 | 59900 |
| Truist Financial Corp  | 1033647 | 48395353 |
| UMB Financial Corp  | 112470 | 13710093 |
| United Bankshares Inc/WV  | 29240 | 1121062 |
| United Community Banks Inc/GA  | 21663 | 723544 |
| Unity Bancorp Inc  | 4511 | 236151 |
| US Bancorp  | 2193107 | 107089415 |
| Veritex Holdings Inc  | 400 | 13740 |
| Washington Trust Bancorp Inc  | 20812 | 631228 |
| Webster Financial Corp  | 183224 | 11400197 |
| Wells Fargo & Co  | 6621036 | 544116738 |
| WesBanco Inc  | 23571 | 773129 |
| Westamerica BanCorp  | 54016 | 2701340 |
| Western Alliance Bancorp (g) | 296155 | 26520680 |
| Wintrust Financial Corp  | 68271 | 9372926 |
| Zions Bancorp NA  | 369232 | 21419148 |
|  |  | 3079413303 |
| Capital Markets - 2.8% |  |  |
| Acadian Asset Management Inc  | 26213 | 1336077 |
| Affiliated Managers Group Inc  | 51000 | 11465820 |
| Ameriprise Financial Inc  | 227922 | 117336525 |
| Ares Management Corp Class A (g) | 167732 | 30057574 |
| Artisan Partners Asset Management Inc Class A (g) | 146298 | 6845283 |
| Bank of New York Mellon Corp/The  | 1046750 | 110536800 |
| BGC Group Inc Class A  | 7667 | 75213 |
| Blackrock Inc  | 63999 | 72135833 |
| Blackstone Inc  | 153800 | 26361320 |
| Carlyle Group Inc/The  | 380107 | 24539708 |
| Cboe Global Markets Inc  | 117649 | 27759282 |
| Charles Schwab Corp/The  | 3840120 | 368037102 |
| CME Group Inc Class A  | 235736 | 62826001 |
| Cohen & Steers Inc (g) | 56375 | 4163858 |
| Coinbase Global Inc Class A (f) | 17030 | 5186316 |
| Diamond Hill Investment Group Inc  | 5802 | 845700 |
| DigitalBridge Group Inc Class A  | 1973681 | 22519700 |
| Evercore Inc Class A  | 137308 | 44151387 |
| FactSet Research Systems Inc (g) | 30247 | 11291810 |
| Federated Hermes Inc Class B  | 434428 | 23068127 |
| Franklin Resources Inc  | 165388 | 4243856 |
| GCM Grosvenor Inc Class A  | 23 | 298 |
| Goldman Sachs Group Inc/The  | 316916 | 236181649 |
| Hamilton Lane Inc Class A  | 91320 | 14094329 |
| Houlihan Lokey Inc Class A  | 153068 | 30498799 |
| Interactive Brokers Group Inc Class A  | 60135 | 3742802 |
| Intercontinental Exchange Inc  | 418872 | 73972795 |
| Invesco Ltd  | 894975 | 19591003 |
| Janus Henderson Group PLC  | 36080 | 1599066 |
| Jefferies Financial Group Inc  | 687511 | 44585088 |
| KKR & Co Inc Class A  | 890741 | 124249462 |
| Lazard Inc  | 236162 | 13499020 |
| MarketAxess Holdings Inc  | 154857 | 28468911 |
| Miami International Holdings Inc  | 10235 | 384631 |
| Moelis & Co Class A  | 148542 | 10711364 |
| Moody's Corp  | 115584 | 58920100 |
| Morgan Stanley  | 1045680 | 157353926 |
| Morningstar Inc  | 79844 | 20952662 |
| MSCI Inc  | 150789 | 85605931 |
| Nasdaq Inc  | 222652 | 21094050 |
| Northern Trust Corp  | 120100 | 15766728 |
| Open Lending Corp (f) | 1517410 | 3201735 |
| P10 Inc Class A (g) | 511638 | 6313613 |
| Perella Weinberg Partners Class A (g) | 228780 | 5062901 |
| PJT Partners Inc Class A (g) | 67490 | 12080710 |
| Raymond James Financial Inc  | 66000 | 11183040 |
| Robinhood Markets Inc Class A (f) | 93852 | 9763424 |
| S&P Global Inc  | 153946 | 84430144 |
| SEI Investments Co  | 461959 | 40781741 |
| State Street Corp  | 719203 | 82686769 |
| Stifel Financial Corp  | 111402 | 12843537 |
| T Rowe Price Group Inc  | 60100 | 6467962 |
| TPG Inc Class A  | 347092 | 20947002 |
| Tradeweb Markets Inc Class A  | 151433 | 18680775 |
| Victory Capital Holdings Inc Class A (g) | 93094 | 6635740 |
| Virtu Financial Inc Class A  | 543634 | 22789137 |
| WisdomTree Inc  | 356777 | 4855735 |
|  |  | 2284779871 |
| Consumer Finance - 0.5% |  |  |
| Ally Financial Inc  | 177834 | 7300086 |
| American Express Co  | 528749 | 175163969 |
| Atlanticus Holdings Corp (f) | 685 | 45689 |
| Capital One Financial Corp  | 656602 | 149193106 |
| Encore Capital Group Inc (f) | 43179 | 1806609 |
| Enova International Inc (f) | 73931 | 8967830 |
| EZCORP Inc Class A (f)(g) | 89764 | 1496366 |
| FirstCash Holdings Inc  | 2684 | 395273 |
| Green Dot Corp Class A (f) | 855389 | 11907015 |
| Lendingtree Inc (f) | 7438 | 505412 |
| Navient Corp (g) | 433600 | 5944656 |
| Nelnet Inc Class A (g) | 1497 | 192529 |
| OneMain Holdings Inc  | 127154 | 7865746 |
| Oportun Financial Corp (f) | 181236 | 1197970 |
| PRA Group Inc (f) | 99117 | 1693910 |
| PROG Holdings Inc  | 214778 | 7568777 |
| SLM Corp  | 469618 | 14689651 |
| SoFi Technologies Inc Class A (f) | 693288 | 17706576 |
| Synchrony Financial  | 402004 | 30688985 |
| Upstart Holdings Inc (f)(g) | 18402 | 1348499 |
| World Acceptance Corp (f) | 300 | 51429 |
|  |  | 445730083 |
| Financial Services - 3.6% |  |  |
| Affirm Holdings Inc Class A (f) | 108905 | 9633736 |
| Apollo Global Management Inc  | 1043527 | 142159683 |
| Berkshire Hathaway Inc Class A (f) | 7 | 5286960 |
| Berkshire Hathaway Inc Class B (f) | 1249928 | 628688785 |
| Block Inc Class A (f) | 926439 | 73781602 |
| Cannae Holdings Inc (g) | 447347 | 8365389 |
| Cantaloupe Inc (f)(g) | 131133 | 1425416 |
| Chime Financial Inc (f) | 50556 | 1335184 |
| Corebridge Financial Inc  | 1445779 | 50269736 |
| Corpay Inc (f) | 447616 | 145775103 |
| Enact Holdings Inc  | 18993 | 715086 |
| Equitable Holdings Inc  | 1291621 | 68791734 |
| Essent Group Ltd  | 46927 | 2944200 |
| Federal Agricultural Mortgage Corp Class C  | 4300 | 901151 |
| Fidelity National Information Services Inc  | 1837044 | 128244042 |
| Fiserv Inc (f) | 282498 | 39035574 |
| Flywire Corp (f) | 30300 | 398445 |
| Global Payments Inc  | 86088 | 7646336 |
| HA Sustainable Infrastructure Capital Inc (g) | 327232 | 9241032 |
| International Money Express Inc (f) | 59778 | 866781 |
| Jack Henry & Associates Inc  | 426 | 69549 |
| Jackson Financial Inc  | 474 | 46831 |
| Mastercard Inc Class A  | 1383733 | 823722419 |
| MGIC Investment Corp  | 643800 | 17916954 |
| Mr Cooper Group Inc (f) | 4434 | 835942 |
| NCR Atleos Corp (f) | 470594 | 18644934 |
| NMI Holdings Inc (f) | 131212 | 5163192 |
| Onity Group Inc (f) | 5428 | 224556 |
| Payoneer Global Inc (f) | 34200 | 237690 |
| PayPal Holdings Inc (f) | 960056 | 67386331 |
| Radian Group Inc  | 431631 | 15055289 |
| Remitly Global Inc (f) | 225136 | 4171770 |
| Repay Holdings Corp Class A (f) | 427311 | 2529681 |
| Sezzle Inc (f)(g) | 28976 | 2741130 |
| Shift4 Payments Inc Class A (f)(g) | 153905 | 13917629 |
| Sycamore Partners LLC rights (f)(i) | 304719 | 161501 |
| Toast Inc Class A (f) | 136199 | 6142575 |
| UWM Holdings Corp Class A  | 435996 | 2485177 |
| Velocity Financial Inc (f) | 39750 | 758430 |
| Visa Inc Class A  | 1648598 | 579943804 |
| Voya Financial Inc  | 542899 | 40766286 |
| Walker & Dunlop Inc  | 93927 | 7988491 |
| Waterstone Financial Inc  | 20699 | 310278 |
| Western Union Co/The (g) | 526900 | 4568223 |
| WEX Inc (f)(g) | 102737 | 17603985 |
|  |  | 2958898622 |
| Insurance - 2.1% |  |  |
| AFLAC Inc  | 198800 | 21243768 |
| Allstate Corp/The (g) | 434212 | 88340431 |
| Ambac Financial Group Inc (f) | 68667 | 620063 |
| American Financial Group Inc/OH  | 315804 | 42905131 |
| American International Group Inc  | 931318 | 75734780 |
| Amerisafe Inc  | 86363 | 3988243 |
| Aon PLC  | 300106 | 110138902 |
| Arch Capital Group Ltd  | 101200 | 9262836 |
| Arthur J Gallagher & Co  | 503454 | 152420699 |
| Assurant Inc  | 20445 | 4408146 |
| Assured Guaranty Ltd (g) | 180364 | 14825921 |
| Axis Capital Holdings Ltd  | 472748 | 46603498 |
| Baldwin Insurance Group Inc/The Class A (f)(g) | 343473 | 10877790 |
| Brighthouse Financial Inc (f) | 32243 | 1523804 |
| Brown & Brown Inc  | 13900 | 1347605 |
| Chubb Ltd  | 784279 | 215731626 |
| Cincinnati Financial Corp  | 110145 | 16918272 |
| CNA Financial Corp (g) | 147983 | 7332558 |
| CNO Financial Group Inc  | 100 | 3947 |
| Donegal Group Inc Class A  | 16805 | 300641 |
| eHealth Inc (f) | 13900 | 53793 |
| Employers Holdings Inc  | 700 | 30282 |
| Erie Indemnity Co Class A (g) | 52588 | 18636135 |
| Everest Group Ltd  | 114509 | 39148337 |
| Fidelity National Financial Inc/US  | 88257 | 5283947 |
| First American Financial Corp  | 27811 | 1835526 |
| Genworth Financial Inc Class A (f) | 1832486 | 15704405 |
| Globe Life Inc  | 203468 | 28475347 |
| Goosehead Insurance Inc Class A (g) | 51933 | 4399244 |
| Hanover Insurance Group Inc/The  | 99320 | 17230034 |
| Hartford Insurance Group Inc/The  | 707374 | 93592654 |
| HCI Group Inc  | 15504 | 2584672 |
| Kemper Corp  | 11700 | 627705 |
| Kinsale Capital Group Inc (g) | 69891 | 31971638 |
| Lincoln National Corp  | 293100 | 12582783 |
| Loews Corp  | 68600 | 6640480 |
| Markel Group Inc (f) | 2900 | 5681274 |
| Marsh & McLennan Cos Inc  | 516586 | 106318565 |
| Mercury General Corp  | 5534 | 427944 |
| MetLife Inc  | 926062 | 75344404 |
| Old Republic International Corp  | 278600 | 11135642 |
| Oscar Health Inc Class A (f)(g) | 67799 | 1129531 |
| Palomar Hldgs Inc (f) | 5575 | 685837 |
| Primerica Inc  | 89836 | 24196428 |
| Principal Financial Group Inc  | 128485 | 10344327 |
| Progressive Corp/The  | 646619 | 159753690 |
| Prudential Financial Inc  | 102090 | 11195189 |
| Reinsurance Group of America Inc  | 69344 | 13507518 |
| RLI Corp (g) | 273806 | 18544880 |
| Safety Insurance Group Inc  | 1200 | 88812 |
| Selective Insurance Group Inc  | 2702 | 211377 |
| Slide Insurance Holdings Inc  | 58799 | 786731 |
| Stewart Information Services Corp  | 65720 | 4787045 |
| Tiptree Inc Class A  | 1700 | 39865 |
| Travelers Companies Inc/The  | 200600 | 54464906 |
| United Fire Group Inc  | 3927 | 120716 |
| Universal Insurance Holdings Inc  | 30612 | 746627 |
| Unum Group  | 419000 | 29271340 |
| W R Berkley Corp  | 256936 | 18419742 |
| White Mountains Insurance Group Ltd  | 12063 | 22077461 |
| Willis Towers Watson PLC  | 43646 | 14263076 |
|  |  | 1686868570 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| AGNC Investment Corp (g) | 19000 | 185440 |
| Annaly Capital Management Inc  | 542000 | 11484980 |
| Apollo Commercial Real Estate Finance Inc  | 362 | 3834 |
| Chimera Investment Corp  | 660 | 9352 |
| Claros Mortgage Trust Inc (g) | 1400 | 5180 |
| Granite Point Mortgage Trust Inc  | 4659 | 13465 |
| Kkr Real Estate Finance Trust Inc (g) | 9500 | 91485 |
| Ladder Capital Corp Class A  | 18188 | 211345 |
| Nexpoint Real Estate Finance Inc  | 199 | 2985 |
| Rithm Property Trust Inc  | 5900 | 15163 |
| Starwood Property Trust Inc (g) | 27400 | 555398 |
| TPG RE Finance Trust Inc  | 159 | 1486 |
|  |  | 12580113 |
| TOTAL FINANCIALS |  | 10468270562 |
| Health Care - 8.0% |  |  |
| Biotechnology - 2.0% |  |  |
| AbbVie Inc  | 2680712 | 564021805 |
| ACADIA Pharmaceuticals Inc (f) | 126847 | 3296754 |
| Agios Pharmaceuticals Inc (f) | 238262 | 8984860 |
| Akero Therapeutics Inc (f) | 13079 | 611182 |
| Alkermes PLC (f) | 76015 | 2202155 |
| Alnylam Pharmaceuticals Inc (f) | 25682 | 11467270 |
| Amgen Inc  | 312275 | 89844640 |
| Amicus Therapeutics Inc (f) | 405100 | 3074709 |
| AnaptysBio Inc (f)(g) | 6800 | 138244 |
| Anika Therapeutics Inc (f) | 1902 | 17840 |
| Apellis Pharmaceuticals Inc (f) | 59469 | 1639560 |
| Arcturus Therapeutics Holdings Inc (f)(g) | 42984 | 731158 |
| Arcus Biosciences Inc (f) | 12437 | 131708 |
| Arcutis Biotherapeutics Inc (f) | 27800 | 431456 |
| Ardelyx Inc (f) | 305072 | 1940258 |
| Arrowhead Pharmaceuticals Inc (f) | 7725 | 170182 |
| Astria Therapeutics Inc (f) | 5131 | 31709 |
| Avidity Biosciences Inc (f)(g) | 37259 | 1735524 |
| BioCryst Pharmaceuticals Inc (f) | 339341 | 2819924 |
| Biogen Inc (f) | 35968 | 4755689 |
| BioMarin Pharmaceutical Inc (f) | 4532 | 264080 |
| Blueprint Medicines Corp rights (f)(i) | 24629 | 0 |
| Bridgebio Pharma Inc (f) | 209826 | 10860594 |
| Candel Therapeutics Inc (f)(g) | 878665 | 5087470 |
| CareDx Inc (f) | 836318 | 11424104 |
| Caris Life Sciences Inc (f) | 7454 | 286159 |
| Catalyst Pharmaceuticals Inc (f) | 84050 | 1730590 |
| Celldex Therapeutics Inc (f)(g) | 26737 | 590353 |
| Cogent Biosciences Inc (f) | 123600 | 1493088 |
| Cytokinetics Inc (f)(g) | 378775 | 13382121 |
| Day One Biopharmaceuticals Inc (f) | 145582 | 1093321 |
| Denali Therapeutics Inc (f)(g) | 48712 | 743832 |
| Design Therapeutics Inc (f)(g) | 1987 | 10987 |
| Disc Medicine Inc (f) | 27000 | 1610415 |
| Dynavax Technologies Corp (f)(g) | 38100 | 385572 |
| Emergent BioSolutions Inc (f)(g) | 36100 | 299630 |
| Enanta Pharmaceuticals Inc (f) | 10692 | 89813 |
| Exact Sciences Corp (f) | 300444 | 14247054 |
| Exelixis Inc (f) | 1201394 | 44956163 |
| Gilead Sciences Inc  | 1920262 | 216931998 |
| Gossamer Bio Inc (f) | 15400 | 38038 |
| Halozyme Therapeutics Inc (f) | 267698 | 19582109 |
| Heron Therapeutics Inc (f)(g) | 42450 | 57308 |
| Ideaya Biosciences Inc (f) | 69597 | 1708606 |
| Immunovant Inc (f)(g) | 15058 | 221202 |
| Incyte Corp (f) | 277834 | 23507535 |
| Inhibrx Biosciences Inc (f) | 6003 | 169285 |
| Insmed Inc (f) | 171338 | 23319102 |
| Ionis Pharmaceuticals Inc (f) | 320400 | 13660254 |
| Iovance Biotherapeutics Inc (f)(g) | 59139 | 131880 |
| Ironwood Pharmaceuticals Inc Class A (f) | 28455 | 37561 |
| Janux Therapeutics Inc (f) | 40000 | 908800 |
| Kiniksa Pharmaceuticals International Plc Class A (f) | 6892 | 230813 |
| Kodiak Sciences Inc (f) | 200 | 1807 |
| Kura Oncology Inc (f) | 18329 | 144799 |
| Kymera Therapeutics Inc (f) | 15299 | 630319 |
| Legend Biotech Corp ADR (f) | 156000 | 5417880 |
| MacroGenics Inc (f) | 14300 | 25310 |
| Madrigal Pharmaceuticals Inc (f)(g) | 3559 | 1558308 |
| MannKind Corp (f) | 350266 | 1607721 |
| Metsera Inc (f)(g) | 59864 | 2112601 |
| MiMedx Group Inc (f) | 225241 | 1599211 |
| Mirum Pharmaceuticals Inc (f) | 44156 | 3261804 |
| Moderna Inc (f) | 565653 | 13626581 |
| MoonLake Immunotherapeutics Class A (f) | 20000 | 1115000 |
| Myriad Genetics Inc (f) | 149361 | 951430 |
| Natera Inc (f) | 74903 | 12602430 |
| Neurocrine Biosciences Inc (f) | 109764 | 15323054 |
| Nurix Therapeutics Inc (f) | 100000 | 934000 |
| Nuvalent Inc Class A (f) | 12800 | 980224 |
| PMV Pharmaceuticals Inc (f) | 1200 | 1679 |
| Praxis Precision Medicines Inc (f) | 9341 | 425389 |
| PTC Therapeutics Inc (f) | 142879 | 7048221 |
| Puma Biotechnology Inc (f) | 56100 | 282744 |
| PureTech Health PLC (f)(g) | 3866370 | 6459071 |
| PureTech Health PLC ADR (f) | 1279 | 21756 |
| Regeneron Pharmaceuticals Inc  | 230274 | 133720112 |
| REGENXBIO Inc (f)(g) | 151412 | 1352109 |
| Revolution Medicines Inc (f) | 59664 | 2265442 |
| Rigel Pharmaceuticals Inc (f) | 12420 | 482517 |
| Roivant Sciences Ltd (f) | 241800 | 2884674 |
| Sarepta Therapeutics Inc (f)(g) | 138113 | 2513657 |
| Scholar Rock Holding Corp (f)(g) | 22977 | 750199 |
| Soleno Therapeutics Inc (f) | 51856 | 3509096 |
| Syndax Pharmaceuticals Inc (f) | 103245 | 1685991 |
| TG Therapeutics Inc (f)(g) | 85944 | 2520738 |
| Travere Therapeutics Inc (f) | 77250 | 1351875 |
| Twist Bioscience Corp (f) | 56350 | 1519760 |
| Ultragenyx Pharmaceutical Inc (f) | 462629 | 13860365 |
| United Therapeutics Corp (f) | 177120 | 53979091 |
| Vanda Pharmaceuticals Inc (f) | 201227 | 951804 |
| Vaxcyte Inc (f)(g) | 50000 | 1539500 |
| Veracyte Inc (f)(g) | 366870 | 11130836 |
| Vericel Corp (f)(g) | 233841 | 8502459 |
| Vertex Pharmaceuticals Inc (f) | 432460 | 169100509 |
| Viking Therapeutics Inc (f)(g) | 71619 | 1937294 |
| Vir Biotechnology Inc (f) | 21613 | 106768 |
| Voyager Therapeutics Inc (f) | 12873 | 43253 |
|  |  | 1598945852 |
| Health Care Equipment & Supplies - 1.7% |  |  |
| Abbott Laboratories  | 1592287 | 211232793 |
| ABIOMED Inc (f)(i) | 14700 | 32634 |
| Align Technology Inc (f) | 64219 | 9116529 |
| AngioDynamics Inc (f) | 35214 | 361296 |
| Avanos Medical Inc (f) | 39200 | 468048 |
| Baxter International Inc  | 222000 | 5481180 |
| Becton Dickinson & Co  | 112718 | 21752320 |
| Boston Scientific Corp (f) | 1839571 | 194074741 |
| Cerus Corp (f) | 14500 | 18995 |
| Cooper Cos Inc/The (f) | 350588 | 23627878 |
| DENTSPLY SIRONA Inc  | 151288 | 2163418 |
| Dexcom Inc (f) | 55087 | 4150255 |
| Edwards Lifesciences Corp (f) | 1217919 | 99065531 |
| Embecta Corp  | 847501 | 12271814 |
| Enovis Corp (f) | 124774 | 3855517 |
| Envista Holdings Corp (f) | 532353 | 11275237 |
| GE HealthCare Technologies Inc  | 82900 | 6112217 |
| Globus Medical Inc Class A (f) | 381884 | 23398033 |
| Haemonetics Corp (f) | 167233 | 9120888 |
| Hologic Inc (f) | 1524 | 102291 |
| ICU Medical Inc (f) | 72460 | 9250244 |
| IDEXX Laboratories Inc (f) | 26972 | 17453311 |
| Inmode Ltd (f)(g) | 42822 | 639761 |
| Inspire Medical Systems Inc (f) | 16171 | 1515061 |
| Insulet Corp (f) | 23500 | 7987180 |
| Integer Holdings Corp (f) | 154400 | 16655128 |
| Intuitive Surgical Inc (f) | 329102 | 155762331 |
| iRadimed Corp  | 17250 | 1249590 |
| iRhythm Technologies Inc (f) | 12612 | 2143788 |
| Kestra Medical Technologies Ltd (g) | 67000 | 1081380 |
| Lantheus Holdings Inc (f)(g) | 215616 | 11837318 |
| LivaNova PLC (f) | 44168 | 2489750 |
| Masimo Corp (f)(g) | 67000 | 9360570 |
| Medtronic PLC  | 1935521 | 179635704 |
| Merit Medical Systems Inc (f) | 105352 | 9538570 |
| NeuroPace Inc (f)(g) | 30449 | 278608 |
| Novocure Ltd (f) | 193328 | 2383734 |
| Omnicell Inc (f) | 67653 | 2204811 |
| OraSure Technologies Inc (f) | 12000 | 39720 |
| Penumbra Inc (f) | 42302 | 11533217 |
| Pulmonx Corp (f) | 25100 | 42921 |
| QuidelOrtho Corp (f) | 1500 | 43035 |
| ResMed Inc (g) | 84477 | 23189781 |
| RxSight Inc (f)(g) | 40600 | 367024 |
| Solventum Corp (f) | 18793 | 1373580 |
| STERIS PLC  | 17744 | 4348345 |
| Stryker Corp  | 614338 | 240458038 |
| Surmodics Inc (f) | 1500 | 51060 |
| Tactile Systems Technology Inc (f) | 262 | 3487 |
| Tandem Diabetes Care Inc (f) | 128308 | 1605133 |
| Teleflex Inc  | 151835 | 19193462 |
| TransMedics Group Inc (f)(g) | 27965 | 3214856 |
| Utah Medical Products Inc (g) | 6504 | 404614 |
| Varex Imaging Corp (f) | 9500 | 109725 |
| Zimmer Biomet Holdings Inc  | 313568 | 33269565 |
| Zimvie Inc (f) | 2600 | 49088 |
|  |  | 1408445105 |
| Health Care Providers & Services - 1.6% |  |  |
| Acadia Healthcare Co Inc (f) | 270981 | 6221724 |
| Addus HomeCare Corp (f) | 7817 | 900284 |
| agilon health Inc (f) | 970631 | 1242408 |
| Alignment Healthcare Inc (f) | 141455 | 2314204 |
| AMN Healthcare Services Inc (f) | 16938 | 351972 |
| BrightSpring Health Services Inc (f) | 174673 | 4138003 |
| Cardinal Health Inc  | 371758 | 55310155 |
| Castle Biosciences Inc (f)(g) | 755328 | 18135425 |
| Cencora Inc  | 231085 | 67386697 |
| Centene Corp (f) | 742369 | 21558396 |
| Chemed Corp  | 75023 | 34356783 |
| Cigna Group/The  | 253770 | 76351780 |
| Clover Health Investments Corp Class A (f)(g) | 49256 | 129051 |
| CorVel Corp (f) | 61322 | 5460724 |
| Cross Country Healthcare Inc (f) | 5788 | 77443 |
| CVS Health Corp  | 1744793 | 127631608 |
| DaVita Inc (f) | 143873 | 19819944 |
| Elevance Health Inc  | 86761 | 27646393 |
| Encompass Health Corp  | 204912 | 24950085 |
| Ensign Group Inc/The  | 12953 | 2225066 |
| GeneDx Holdings Corp Class A (f)(g) | 115791 | 14993777 |
| Guardant Health Inc (f) | 47962 | 3233598 |
| HCA Healthcare Inc  | 323652 | 130742462 |
| HealthEquity Inc (f) | 111227 | 9935908 |
| Henry Schein Inc (f) | 46600 | 3242428 |
| Hims & Hers Health Inc Class A (f)(g) | 35972 | 1523414 |
| Humana Inc  | 75540 | 22938476 |
| Labcorp Holdings Inc  | 51319 | 14266169 |
| LifeStance Health Group Inc (f) | 292604 | 1603470 |
| McKesson Corp  | 149672 | 102770782 |
| Molina Healthcare Inc (f) | 26817 | 4849318 |
| National Research Corp Class A  | 37005 | 543603 |
| NeoGenomics Inc (f) | 14200 | 124676 |
| Owens & Minor Inc (f) | 62500 | 306250 |
| Privia Health Group Inc (f) | 198763 | 4579500 |
| Progyny Inc (f) | 222109 | 5257320 |
| Quest Diagnostics Inc  | 117900 | 21415356 |
| RadNet Inc (f) | 207832 | 14914024 |
| Select Medical Holdings Corp  | 524700 | 6826347 |
| Surgery Partners Inc (f)(g) | 85000 | 1928650 |
| Tenet Healthcare Corp (f) | 489631 | 90253682 |
| UnitedHealth Group Inc  | 1034805 | 320655026 |
| Universal Health Services Inc Class B  | 242980 | 44120308 |
| Viemed Healthcare Inc (f) | 19686 | 145086 |
|  |  | 1317377775 |
| Health Care Technology - 0.0% |  |  |
| Definitive Healthcare Corp Class A (f) | 8281 | 33372 |
| Doximity Inc Class A (f) | 573651 | 38973850 |
| Evolent Health Inc Class A (f)(g) | 89400 | 862710 |
| GoodRx Holdings Inc Class A (f) | 2400 | 10440 |
| Health Catalyst Inc (f) | 1076675 | 3649928 |
| HealthStream Inc (g) | 48731 | 1368366 |
| HeartFlow Inc  | 19800 | 623700 |
| LifeMD Inc (f) | 3400 | 21046 |
| Phreesia Inc (f) | 108353 | 3430456 |
| Schrodinger Inc/United States (f)(g) | 78399 | 1529564 |
| Veeva Systems Inc Class A (f) | 51428 | 13844418 |
| Waystar Holding Corp (f) | 322829 | 12228763 |
|  |  | 76576613 |
| Life Sciences Tools & Services - 0.8% |  |  |
| 10X Genomics Inc Class A (f) | 146784 | 2056444 |
| Agilent Technologies Inc  | 48428 | 6085462 |
| Avantor Inc (f) | 29697 | 400018 |
| Azenta Inc (f) | 277319 | 8469322 |
| Bio-Rad Laboratories Inc Class A (f)(g) | 70684 | 21055350 |
| Bio-Techne Corp  | 35352 | 1931280 |
| Bruker Corp  | 21000 | 713580 |
| Charles River Laboratories International Inc (f) | 14525 | 2372078 |
| Danaher Corp  | 1384692 | 284997307 |
| Fortrea Holdings Inc (f) | 13606 | 134018 |
| ICON PLC (f) | 126043 | 22428091 |
| Illumina Inc (f) | 85296 | 8526188 |
| IQVIA Holdings Inc (f) | 70488 | 13449815 |
| Medpace Holdings Inc (f) | 80923 | 38479696 |
| Mettler-Toledo International Inc (f) | 18063 | 23500686 |
| Niagen Bioscience Inc (f) | 93800 | 928620 |
| QIAGEN NV (g) | 15723 | 731120 |
| Quanterix Corp (f)(g) | 2054021 | 9345796 |
| Repligen Corp (f) | 20512 | 2509028 |
| Tempus AI Inc Class A (f)(g) | 20788 | 1576978 |
| Thermo Fisher Scientific Inc  | 362140 | 178433621 |
| Waters Corp (f) | 30776 | 9288197 |
|  |  | 637412695 |
| Pharmaceuticals - 1.9% |  |  |
| Amneal Intermediate Inc Class A (f) | 81106 | 775373 |
| Amphastar Pharmaceuticals Inc (f) | 2100 | 64302 |
| ANI Pharmaceuticals Inc (f) | 19093 | 1785196 |
| Atea Pharmaceuticals Inc (f) | 110737 | 372076 |
| Axsome Therapeutics Inc (f) | 5014 | 608098 |
| Bristol-Myers Squibb Co  | 3227501 | 152273497 |
| Collegium Pharmaceutical Inc (f) | 7587 | 294376 |
| Corcept Therapeutics Inc (f) | 43109 | 3005559 |
| Crinetics Pharmaceuticals Inc (f) | 347562 | 10770946 |
| Edgewise Therapeutics Inc (f) | 7082 | 101627 |
| Eli Lilly & Co  | 746662 | 546989649 |
| Evolus Inc (f)(g) | 23400 | 178542 |
| Fulcrum Therapeutics Inc (f) | 53652 | 347665 |
| GSK PLC ADR  | 145787 | 5783370 |
| Haleon PLC ADR (g) | 1183547 | 11598761 |
| Harmony Biosciences Holdings Inc (f)(g) | 22809 | 841424 |
| Innoviva Inc (f) | 700 | 14301 |
| Jazz Pharmaceuticals PLC (f) | 170154 | 21737174 |
| Johnson & Johnson  | 2412053 | 427343431 |
| Merck & Co Inc  | 2011036 | 169168348 |
| Novartis AG ADR  | 114809 | 14529079 |
| Nuvation Bio Inc Class A (f)(g) | 42169 | 125242 |
| Organon & Co  | 176000 | 1657920 |
| Pacira BioSciences Inc (f) | 34634 | 923689 |
| Paratek Pharmaceuticals Inc rights (f)(i) | 2400 | 0 |
| Perrigo Co PLC  | 10626 | 252261 |
| Pfizer Inc  | 2569612 | 63623593 |
| Phathom Pharmaceuticals Inc (f)(g) | 904062 | 11011475 |
| Phibro Animal Health Corp Class A  | 4917 | 182273 |
| Prestige Consumer Healthcare Inc (f)(g) | 117210 | 7974968 |
| Roche Holding AG ADR (g) | 261160 | 10647493 |
| Royalty Pharma PLC Class A  | 93146 | 3351393 |
| SIGA Technologies Inc  | 18596 | 156020 |
| Structure Therapeutics Inc ADR (f)(g) | 60209 | 1162034 |
| Supernus Pharmaceuticals Inc (f) | 32216 | 1453586 |
| Supernus Pharmaceuticals Inc rights (f)(i) | 66500 | 11970 |
| Tarsus Pharmaceuticals Inc (f) | 14835 | 869034 |
| Theravance Biopharma Inc (f) | 8124 | 112761 |
| Third Harmonic Bio Inc (f)(g)(i) | 7000 | 0 |
| Trevi Therapeutics Inc (f) | 155199 | 1125969 |
| Viatris Inc  | 3613620 | 38123691 |
| WaVe Life Sciences Ltd (f) | 50000 | 480000 |
| Zevra Therapeutics Inc (f) | 20620 | 187023 |
| Zoetis Inc Class A  | 242935 | 37995034 |
|  |  | 1550010223 |
| TOTAL HEALTH CARE |  | 6588768263 |
| Industrials - 8.0% |  |  |
| Aerospace & Defense - 1.9% |  |  |
| AeroVironment Inc (f) | 80727 | 19483461 |
| AerSale Corp (f) | 9450 | 81553 |
| Archer Aviation Inc Class A (f)(g) | 112967 | 1011055 |
| Astronics Corp (f) | 7348 | 267247 |
| ATI Inc (f) | 124302 | 9638377 |
| Axon Enterprise Inc (f) | 5955 | 4450112 |
| Boeing Co (f) | 892647 | 209486398 |
| BWX Technologies Inc  | 90920 | 14732677 |
| Curtiss-Wright Corp  | 77528 | 37070013 |
| Ducommun Inc (f) | 32091 | 2927341 |
| Firefly Aerospace Inc (f) | 16605 | 753369 |
| GE Aerospace  | 865453 | 238172666 |
| General Dynamics Corp  | 135222 | 43889005 |
| HEICO Corp  | 342 | 106711 |
| HEICO Corp Class A  | 94205 | 23081167 |
| Hexcel Corp (g) | 143091 | 9036197 |
| Howmet Aerospace Inc  | 876846 | 152658889 |
| Huntington Ingalls Industries Inc  | 144724 | 39189812 |
| Kratos Defense & Security Solutions Inc (f) | 337218 | 22202433 |
| L3Harris Technologies Inc  | 200029 | 55532051 |
| Leonardo DRS Inc  | 17280 | 719885 |
| Lockheed Martin Corp  | 122080 | 55623310 |
| Mercury Systems Inc (f)(g) | 219116 | 14801286 |
| Moog Inc Class A  | 31107 | 6092306 |
| Northrop Grumman Corp  | 192678 | 113687727 |
| Park Aerospace Corp  | 83454 | 1563928 |
| Rocket Lab Corp (g) | 28883 | 1403714 |
| RTX Corp  | 1281803 | 203293956 |
| StandardAero Inc (g) | 316102 | 8373542 |
| Textron Inc  | 373000 | 29899680 |
| TransDigm Group Inc  | 125458 | 175500687 |
| V2X Inc (f) | 36457 | 2096278 |
| Voyager Technologies Inc Class A  | 2080 | 63834 |
| Woodward Inc (g) | 113409 | 27991609 |
|  |  | 1524882276 |
| Air Freight & Logistics - 0.2% |  |  |
| CH Robinson Worldwide Inc  | 232099 | 29871141 |
| Expeditors International of Washington Inc  | 170321 | 20530493 |
| FedEx Corp  | 126651 | 29265247 |
| GXO Logistics Inc (f)(g) | 601874 | 31688666 |
| Hub Group Inc Class A  | 216834 | 8113928 |
| United Parcel Service Inc Class B  | 239097 | 20906642 |
|  |  | 140376117 |
| Building Products - 0.6% |  |  |
| A O Smith Corp  | 289183 | 20615856 |
| AAON Inc (g) | 93316 | 7740562 |
| Advanced Drainage Systems Inc (g) | 29304 | 4218897 |
| Allegion plc  | 211573 | 35925095 |
| Apogee Enterprises Inc  | 1200 | 52770 |
| Armstrong World Industries Inc  | 130204 | 25490037 |
| Carrier Global Corp  | 437635 | 28533802 |
| Gibraltar Industries Inc (f) | 68027 | 4257810 |
| Griffon Corp  | 9946 | 757487 |
| Janus International Group Inc (f)(g) | 469496 | 4859284 |
| JELD-WEN Holding Inc (f) | 12300 | 78597 |
| Johnson Controls International plc  | 487038 | 52059492 |
| Lennox International Inc  | 1578 | 880303 |
| Masco Corp  | 111500 | 8182985 |
| Owens Corning  | 229526 | 34467919 |
| Quanex Building Products Corp  | 9055 | 192600 |
| Resideo Technologies Inc (f) | 111801 | 3806824 |
| Tecnoglass Inc (g) | 125109 | 9080411 |
| Tecogen Inc (f) | 361533 | 2762112 |
| Trane Technologies PLC  | 510767 | 212274766 |
| Trex Co Inc (f) | 154146 | 9500018 |
| UFP Industries Inc  | 63852 | 6447136 |
| Zurn Elkay Water Solutions Corp  | 89882 | 4077048 |
|  |  | 476261811 |
| Commercial Services & Supplies - 0.4% |  |  |
| ACV Auctions Inc Class A (f) | 720681 | 8403140 |
| Brady Corp Class A  | 3900 | 304512 |
| Brink's Co/The  | 136270 | 15267691 |
| Casella Waste Systems Inc Class A (f)(g) | 88292 | 8702060 |
| Cintas Corp  | 252357 | 53002541 |
| Clean Harbors Inc (f) | 83148 | 20139277 |
| Copart Inc (f) | 433244 | 21146640 |
| CoreCivic Inc (f)(g) | 1012792 | 20539422 |
| Deluxe Corp  | 215300 | 4232798 |
| Ennis Inc  | 54865 | 1002384 |
| Enviri Corp (f)(g) | 22620 | 255605 |
| GEO Group Inc/The (f) | 39098 | 810893 |
| Healthcare Services Group Inc (f) | 28912 | 451316 |
| Interface Inc (g) | 610837 | 16321565 |
| MillerKnoll Inc (g) | 429311 | 9062755 |
| MSA Safety Inc (g) | 74138 | 12647943 |
| OPENLANE Inc (f) | 223668 | 6468479 |
| Pitney Bowes Inc (g) | 4152 | 50321 |
| Republic Services Inc  | 22300 | 5217531 |
| Rollins Inc  | 597767 | 33797746 |
| UniFirst Corp/MA  | 90877 | 16159748 |
| Veralto Corp  | 59353 | 6302695 |
| Vestis Corp  | 28142 | 131704 |
| Waste Connections Inc (United States)  | 123655 | 22852681 |
| Waste Management Inc  | 93482 | 21163390 |
|  |  | 304434837 |
| Construction & Engineering - 0.4% |  |  |
| Ameresco Inc Class A (f)(g) | 13300 | 338219 |
| API Group Corp (f) | 1007011 | 35930152 |
| Comfort Systems USA Inc  | 127945 | 89993955 |
| Construction Partners Inc Class A (f) | 4349 | 521445 |
| Dycom Industries Inc (f) | 51482 | 12997661 |
| EMCOR Group Inc  | 95285 | 59076700 |
| Everus Construction Group Inc (g) | 144164 | 11308224 |
| Fluor Corp (f) | 595768 | 24438403 |
| Granite Construction Inc (g) | 6800 | 732700 |
| IES Holdings Inc (f)(g) | 16630 | 5809025 |
| Limbach Holdings Inc (f) | 19070 | 2184659 |
| MasTec Inc (f) | 80692 | 14660929 |
| Primoris Services Corp  | 139412 | 16527293 |
| Quanta Services Inc  | 18200 | 6878872 |
| Sterling Infrastructure Inc (f) | 76956 | 21434555 |
| Tutor Perini Corp (f) | 27806 | 1638886 |
| WillScot Holdings Corp  | 907309 | 21993170 |
|  |  | 326464848 |
| Electrical Equipment - 0.7% |  |  |
| Acuity Inc  | 72266 | 23592681 |
| Allient Inc  | 81774 | 3710904 |
| American Superconductor Corp (f) | 17200 | 858280 |
| AMETEK Inc  | 187336 | 34619693 |
| Atkore Inc  | 58852 | 3424598 |
| Bloom Energy Corp Class A (f)(g) | 142905 | 7565391 |
| Eaton Corp PLC  | 342581 | 119608730 |
| Emerson Electric Co (g) | 825219 | 108928908 |
| EnerSys  | 2629 | 269867 |
| Fluence Energy Inc Class A (f)(g) | 7100 | 52540 |
| GE Vernova Inc  | 178502 | 109416371 |
| Generac Holdings Inc (f) | 23559 | 4364305 |
| Hubbell Inc (g) | 88227 | 38024955 |
| Hyliion Holdings Corp Class A (f)(g) | 800 | 1343 |
| NEXTracker Inc Class A (f) | 53280 | 3583613 |
| NuScale Power Corp Class A (f)(g) | 62194 | 2155022 |
| nVent Electric PLC  | 141374 | 12778796 |
| Powell Industries Inc (g) | 87664 | 23332650 |
| Power Solutions International Inc (f) | 38325 | 3176759 |
| Regal Rexnord Corp  | 128116 | 19131562 |
| Rockwell Automation Inc  | 103211 | 35445754 |
| Sensata Technologies Holding PLC  | 20451 | 665476 |
| Shoals Technologies Group Inc (f) | 38000 | 247380 |
| Sunrun Inc (f) | 44247 | 706625 |
| Vertiv Holdings Co Class A  | 292377 | 37292686 |
| Vicor Corp (f) | 30172 | 1542091 |
|  |  | 594496980 |
| Ground Transportation - 0.6% |  |  |
| ArcBest Corp  | 121093 | 8931820 |
| Covenant Logistics Group Inc Class A  | 7308 | 176342 |
| CSX Corp  | 2657444 | 86393504 |
| Knight-Swift Transportation Holdings Inc  | 309334 | 13579763 |
| Landstar System Inc  | 69917 | 9252117 |
| Lyft Inc Class A (f) | 249917 | 4053654 |
| Marten Transport Ltd  | 4900 | 58016 |
| Norfolk Southern Corp  | 75204 | 21055616 |
| Old Dominion Freight Line Inc  | 320239 | 48346482 |
| RXO Inc (f) | 44996 | 734785 |
| Saia Inc (f)(g) | 68716 | 20371545 |
| U-Haul Holding Co (f)(g) | 4900 | 281995 |
| U-Haul Holding Co Class N (g) | 70927 | 3705226 |
| Uber Technologies Inc (f) | 546511 | 51235406 |
| Union Pacific Corp  | 1030533 | 230396263 |
| XPO Inc (f) | 10393 | 1347972 |
|  |  | 499920506 |
| Industrial Conglomerates - 0.6% |  |  |
| 3M Co  | 1951552 | 303524883 |
| Honeywell International Inc  | 747633 | 164105443 |
|  |  | 467630326 |
| Machinery - 1.6% |  |  |
| 3D Systems Corp (f)(g) | 39400 | 90620 |
| AGCO Corp  | 222000 | 24018180 |
| Allison Transmission Holdings Inc  | 353457 | 30860331 |
| Atmus Filtration Technologies Inc (g) | 284060 | 12646351 |
| Blue Bird Corp (f)(g) | 21200 | 1237868 |
| Caterpillar Inc  | 523397 | 219324279 |
| Chart Industries Inc (f) | 3209 | 639746 |
| CNH Industrial NV Class A  | 2588084 | 29633562 |
| Columbus McKinnon Corp/NY  | 289 | 4329 |
| Commercial Vehicle Group Inc (f) | 501 | 881 |
| Crane Co  | 4954 | 917976 |
| Cummins Inc  | 208795 | 83192280 |
| Deere & Co  | 154891 | 74137028 |
| Donaldson Co Inc  | 296078 | 23588534 |
| Dover Corp  | 227154 | 40628764 |
| Energy Recovery Inc (f) | 19223 | 273159 |
| Enerpac Tool Group Corp Class A  | 5057 | 214113 |
| Esab Corp (g) | 196296 | 22646670 |
| ESCO Technologies Inc  | 5271 | 1058997 |
| Federal Signal Corp  | 124763 | 15344601 |
| Flowserve Corp  | 383185 | 20561707 |
| Fortive Corp  | 336364 | 16098381 |
| Franklin Electric Co Inc  | 9871 | 965976 |
| FreightCar America Inc (f) | 400 | 3415 |
| Gates Industrial Corp PLC (f) | 203065 | 5190341 |
| Graco Inc (g) | 353817 | 30212434 |
| Greenbrier Cos Inc/The (g) | 49627 | 2314107 |
| Hillenbrand Inc  | 1664 | 42249 |
| Hyster-Yale Inc Class A  | 6900 | 258750 |
| IDEX Corp  | 105022 | 17276119 |
| Illinois Tool Works Inc  | 163380 | 43238517 |
| Ingersoll Rand Inc  | 1493162 | 118601858 |
| ITT Inc  | 150270 | 25583468 |
| JBT Marel Corp (g) | 159402 | 22840713 |
| Kennametal Inc  | 17735 | 380061 |
| Lincoln Electric Holdings Inc  | 116181 | 28188996 |
| Manitowoc Co Inc/The (f)(g) | 43905 | 434660 |
| Middleby Corp/The (f) | 178584 | 24439220 |
| Miller Industries Inc/TN  | 100 | 4209 |
| Mueller Industries Inc  | 285708 | 27410826 |
| Mueller Water Products Inc Class A1  | 329950 | 8697482 |
| Nordson Corp  | 46800 | 10534212 |
| Oshkosh Corp  | 224963 | 31353093 |
| Otis Worldwide Corp  | 237420 | 20508340 |
| PACCAR Inc  | 582665 | 58254847 |
| Parker-Hannifin Corp  | 139999 | 106308241 |
| Pentair PLC  | 267433 | 28757070 |
| RBC Bearings Inc (f) | 45039 | 17563408 |
| REV Group Inc  | 114684 | 6102336 |
| Snap-on Inc  | 99389 | 32325278 |
| SPX Technologies Inc (f) | 15636 | 2925652 |
| Stanley Black & Decker Inc  | 158837 | 11800001 |
| Tennant CO  | 198 | 16244 |
| Toro Co/The  | 12804 | 1037892 |
| Trinity Industries Inc  | 21800 | 619556 |
| Velo3D Inc Class A (f)(g) | 503310 | 2169266 |
| Wabash National Corp  | 145300 | 1611377 |
| Watts Water Technologies Inc Class A (g) | 57669 | 15968546 |
| Westinghouse Air Brake Technologies Corp  | 23900 | 4624650 |
| Worthington Enterprises Inc (g) | 54997 | 3618803 |
| Xylem Inc/NY  | 145287 | 20566828 |
|  |  | 1349867398 |
| Marine Transportation - 0.0% |  |  |
| Kirby Corp (f) | 92500 | 8991000 |
| Matson Inc (g) | 6674 | 694430 |
|  |  | 9685430 |
| Passenger Airlines - 0.1% |  |  |
| Alaska Air Group Inc (f) | 42775 | 2685415 |
| Delta Air Lines Inc  | 547046 | 33796502 |
| Joby Aviation Inc Class A (f)(g) | 63149 | 893558 |
| SkyWest Inc (f) | 37871 | 4597539 |
| Southwest Airlines Co (g) | 210778 | 6934596 |
| United Airlines Holdings Inc (f) | 554245 | 58195725 |
|  |  | 107103335 |
| Professional Services - 0.6% |  |  |
| Alight Inc Class A  | 1217878 | 4725367 |
| Automatic Data Processing Inc  | 107797 | 32775678 |
| BlackSky Technology Inc Class A (f)(g) | 137862 | 2420857 |
| Booz Allen Hamilton Holding Corp Class A  | 75876 | 8249239 |
| Broadridge Financial Solutions Inc  | 18301 | 4678102 |
| CACI International Inc (f) | 133756 | 64165428 |
| Cbiz Inc (f)(g) | 117736 | 7598681 |
| CSG Systems International Inc  | 145100 | 9309616 |
| Dayforce Inc (f) | 202291 | 14113843 |
| Equifax Inc  | 76101 | 18743676 |
| ExlService Holdings Inc (f) | 363213 | 15901465 |
| Exponent Inc  | 105994 | 7565852 |
| First Advantage Corp (f)(g) | 471486 | 7713511 |
| Forrester Research Inc (f) | 254820 | 2481947 |
| Franklin Covey Co (f)(g) | 23515 | 459953 |
| Genpact Ltd  | 608071 | 27569939 |
| IBEX Holdings Ltd (f) | 11697 | 345412 |
| ICF International Inc  | 28704 | 2819307 |
| Insperity Inc (g) | 154606 | 8537343 |
| Jacobs Solutions Inc  | 3469 | 507272 |
| KBR Inc  | 403934 | 20382510 |
| Kelly Services Inc Class A  | 4500 | 64035 |
| Kforce Inc (g) | 35398 | 1153975 |
| Korn Ferry  | 38174 | 2830220 |
| Legalzoom.com Inc (f) | 113344 | 1255852 |
| Leidos Holdings Inc  | 49300 | 8919356 |
| ManpowerGroup Inc  | 208478 | 8839467 |
| Maximus Inc  | 9361 | 823019 |
| Parsons Corp (f) | 102780 | 8232678 |
| Paycom Software Inc  | 106828 | 24265980 |
| Paylocity Holding Corp (f) | 160879 | 28834343 |
| Planet Labs PBC Class A (f) | 371408 | 2633283 |
| Robert Half Inc  | 223196 | 8329675 |
| Science Applications International Corp  | 133008 | 15655042 |
| Skillsoft Corp Class A (f) | 800 | 12295 |
| SS&C Technologies Holdings Inc  | 160719 | 14249347 |
| TransUnion  | 192923 | 17054393 |
| TriNet Group Inc  | 27724 | 2007772 |
| TrueBlue Inc (f) | 12000 | 71640 |
| UL Solutions Inc Class A (g) | 247699 | 15647146 |
| Upwork Inc (f) | 942998 | 14512739 |
| Verisk Analytics Inc  | 93771 | 25141881 |
| Verra Mobility Corp Class A (f) | 409528 | 10176771 |
| Willdan Group Inc (f) | 11842 | 1300962 |
|  |  | 473076869 |
| Trading Companies & Distributors - 0.3% |  |  |
| Air Lease Corp Class A  | 28528 | 1717671 |
| Applied Industrial Technologies Inc  | 76107 | 20060283 |
| BlueLinx Holdings Inc (f)(g) | 54303 | 4485971 |
| Boise Cascade Co  | 44791 | 3896817 |
| Core & Main Inc Class A (f) | 157030 | 10162982 |
| Custom Truck One Source Inc Class A (f)(g) | 645236 | 3961749 |
| DNOW Inc (f) | 188623 | 3017968 |
| Fastenal Co  | 93900 | 4663074 |
| Ferguson Enterprises Inc  | 47958 | 11085492 |
| FTAI Aviation Ltd  | 20529 | 3158387 |
| Global Industrial Co  | 196 | 7316 |
| Herc Holdings Inc (g) | 80780 | 10565216 |
| Hudson Technologies Inc (f) | 53390 | 542442 |
| McGrath RentCorp  | 184585 | 22425232 |
| Mrc Global Inc (f) | 38272 | 577142 |
| MSC Industrial Direct Co Inc Class A  | 93592 | 8444806 |
| NPK International Inc (f) | 169485 | 1762644 |
| QXO Inc (f)(g) | 39353 | 792176 |
| Rush Enterprises Inc Class A  | 4489 | 257668 |
| SiteOne Landscape Supply Inc (f)(g) | 159690 | 22873996 |
| United Rentals Inc  | 88616 | 84747025 |
| Watsco Inc  | 4653 | 1872274 |
| Wesco International Inc  | 155791 | 34249093 |
| WW Grainger Inc  | 5329 | 5400942 |
|  |  | 260728366 |
| TOTAL INDUSTRIALS |  | 6534929099 |
| Information Technology - 22.9% |  |  |
| Communications Equipment - 0.8% |  |  |
| ADTRAN Holdings Inc (f) | 64445 | 604494 |
| Applied Optoelectronics Inc (f)(g) | 108019 | 2614060 |
| Arista Networks Inc  | 929550 | 126930053 |
| Calix Inc (f) | 234296 | 13928897 |
| Ciena Corp (f) | 187335 | 17603870 |
| Cisco Systems Inc  | 5127479 | 354257525 |
| CommScope Holding Co Inc (f) | 131036 | 2101817 |
| Extreme Networks Inc (f) | 6059 | 129541 |
| F5 Inc (f) | 65824 | 20612127 |
| Harmonic Inc (f) | 271203 | 2608973 |
| KVH Industries Inc (f) | 1756 | 9886 |
| Lumentum Holdings Inc (f) | 155601 | 20665369 |
| Motorola Solutions Inc  | 149870 | 70807580 |
| NetScout Systems Inc (f) | 14303 | 356002 |
| Viasat Inc (f) | 66114 | 2137466 |
| Viavi Solutions Inc (f) | 101994 | 1150492 |
|  |  | 636518152 |
| Electronic Equipment, Instruments & Components - 0.8% |  |  |
| Advanced Energy Industries Inc  | 59051 | 8838754 |
| Amphenol Corp Class A  | 1075089 | 117034189 |
| Arlo Technologies Inc (f) | 51100 | 889651 |
| Arrow Electronics Inc (f) | 99200 | 12531936 |
| Avnet Inc  | 304515 | 16617384 |
| Badger Meter Inc  | 70104 | 12823424 |
| Bel Fuse Inc Class B (g) | 54330 | 7310645 |
| Belden Inc  | 18339 | 2387738 |
| Benchmark Electronics Inc (g) | 14067 | 570980 |
| CDW Corp/DE  | 84532 | 13927492 |
| Cognex Corp  | 362929 | 15947100 |
| Coherent Corp (f) | 305584 | 27646184 |
| Corning Inc  | 78545 | 5264871 |
| Crane NXT Co (g) | 142605 | 8517797 |
| ePlus Inc  | 156658 | 11337339 |
| Flex Ltd (f) | 1081582 | 57994427 |
| Frequency Electronics Inc (f) | 61129 | 1971410 |
| Insight Enterprises Inc (f) | 20245 | 2635089 |
| IPG Photonics Corp (f)(g) | 169907 | 13901791 |
| Jabil Inc  | 244038 | 49986304 |
| Keysight Technologies Inc (f) | 303642 | 49624212 |
| LightPath Technologies Inc Class A (f) | 771810 | 4129184 |
| Littelfuse Inc  | 883 | 229429 |
| Methode Electronics Inc  | 52291 | 404208 |
| Mirion Technologies Inc Class A (f) | 35400 | 725700 |
| Napco Security Technologies Inc  | 75393 | 2868704 |
| nLight Inc (f) | 267140 | 7693632 |
| Ouster Inc Class A (f) | 14766 | 421274 |
| PC Connection Inc  | 28870 | 1853743 |
| Plexus Corp (f) | 20586 | 2820488 |
| Sanmina Corp (f) | 144665 | 17001031 |
| SmartRent Inc Class A (f) | 6100 | 9027 |
| TD SYNNEX Corp  | 297176 | 44002850 |
| Teledyne Technologies Inc (f) | 75556 | 40661973 |
| Trimble Inc (f) | 203806 | 16471601 |
| TTM Technologies Inc (f) | 474010 | 21126626 |
| Vishay Precision Group Inc (f) | 374636 | 10647155 |
| Vontier Corp  | 337514 | 14482726 |
| Zebra Technologies Corp Class A (f) | 74342 | 23573105 |
|  |  | 646881173 |
| IT Services - 0.4% |  |  |
| Amdocs Ltd  | 430136 | 36806738 |
| ASGN Inc (f) | 92072 | 4994906 |
| Cognizant Technology Solutions Corp Class A  | 1214366 | 87737944 |
| DXC Technology Co (f) | 292394 | 4225093 |
| EPAM Systems Inc (f) | 41533 | 7324760 |
| Fastly Inc Class A (f) | 3000 | 22829 |
| Gartner Inc (f) | 28574 | 7177503 |
| Globant SA (f)(g) | 141057 | 9487494 |
| GoDaddy Inc Class A (f) | 59528 | 8828598 |
| Hackett Group Inc/The  | 50064 | 1042332 |
| IBM Corporation  | 481475 | 117234348 |
| Kyndryl Holdings Inc (f) | 43697 | 1389128 |
| MongoDB Inc Class A (f) | 636 | 200727 |
| Snowflake Inc (f) | 55790 | 13314841 |
| Twilio Inc Class A (f) | 12741 | 1345577 |
| Unisys Corp (f)(g) | 89700 | 350727 |
| VeriSign Inc  | 1197 | 327224 |
|  |  | 301810769 |
| Semiconductors & Semiconductor Equipment - 8.7% |  |  |
| ACM Research Inc Class A (f) | 217001 | 6123768 |
| Advanced Micro Devices Inc (f) | 823229 | 133881732 |
| Aehr Test Systems (f) | 86410 | 2155930 |
| Alpha & Omega Semiconductor Ltd (f) | 5396 | 155243 |
| Ambarella Inc (f) | 25818 | 2129469 |
| Amkor Technology Inc  | 16292 | 394103 |
| Analog Devices Inc  | 589793 | 148220879 |
| Applied Materials Inc  | 407659 | 65535261 |
| Astera Labs Inc (f) | 91383 | 16649983 |
| Axcelis Technologies Inc (f) | 60672 | 4856187 |
| Broadcom Inc  | 4280554 | 1272993954 |
| Cirrus Logic Inc (f) | 210080 | 23989035 |
| Credo Technology Group Holding Ltd (f) | 63565 | 7821991 |
| Diodes Inc (f) | 88590 | 4822397 |
| Enphase Energy Inc (f) | 19000 | 716300 |
| Entegris Inc (g) | 143375 | 12006223 |
| Everspin Technologies Inc (f) | 5200 | 33436 |
| First Solar Inc (f) | 287731 | 56162214 |
| FormFactor Inc (f) | 299002 | 8727868 |
| Impinj Inc (f) | 10213 | 1914631 |
| Intel Corp (f) | 1127487 | 27454308 |
| KLA Corp  | 77768 | 67813696 |
| Lam Research Corp  | 329035 | 32952855 |
| Lattice Semiconductor Corp (f) | 265803 | 17644003 |
| MACOM Technology Solutions Holdings Inc (f) | 138665 | 17769920 |
| Marvell Technology Inc  | 438982 | 27596603 |
| Maxeon Solar Technologies Ltd (f)(g) | 232 | 847 |
| MaxLinear Inc Class A (f) | 37632 | 591575 |
| Microchip Technology Inc  | 262800 | 17082000 |
| Micron Technology Inc  | 1579831 | 188015687 |
| MKS Inc  | 55683 | 5754281 |
| Monolithic Power Systems Inc  | 61270 | 51207015 |
| NVE Corp (g) | 9556 | 617126 |
| NVIDIA Corp  | 24863394 | 4330705968 |
| ON Semiconductor Corp (f) | 343115 | 17015073 |
| Onto Innovation Inc (f) | 120796 | 12804376 |
| PDF Solutions Inc (f) | 3100 | 63395 |
| Photronics Inc (f)(g) | 127302 | 2885936 |
| Power Integrations Inc (g) | 116649 | 5260870 |
| Qorvo Inc (f) | 17773 | 1612011 |
| QUALCOMM Inc  | 1423855 | 228856214 |
| Rambus Inc (f) | 32857 | 2423861 |
| Semtech Corp (f) | 269266 | 15641662 |
| Silicon Laboratories Inc (f) | 7697 | 1034092 |
| SiTime Corp (f) | 32331 | 7813433 |
| Skyworks Solutions Inc  | 100400 | 7523976 |
| Synaptics Inc (f) | 61244 | 4278506 |
| Texas Instruments Inc  | 1041262 | 210834730 |
| Ultra Clean Holdings Inc (f) | 200 | 4804 |
|  |  | 7072549427 |
| Software - 7.9% |  |  |
| 8x8 Inc (f) | 43965 | 87051 |
| ACI Worldwide Inc (f) | 463241 | 22860943 |
| Adobe Inc (f) | 294153 | 104924375 |
| Agilysys Inc (f) | 75637 | 8253509 |
| Alarm.com Holdings Inc (f) | 49038 | 2875098 |
| Amplitude Inc Class A (f) | 125770 | 1437551 |
| AppLovin Corp Class A (f) | 22190 | 10619912 |
| Asana Inc Class A (f)(g) | 166502 | 2430929 |
| Atlassian Corp Class A (f) | 4700 | 835566 |
| Aurora Innovation Inc Class A (f)(g) | 663060 | 3733028 |
| Autodesk Inc (f) | 309054 | 97259294 |
| AvePoint Inc Class A (f) | 268376 | 4390631 |
| Bentley Systems Inc Class B (g) | 151739 | 8444275 |
| BitMine Immersion Technologies Inc (f) | 20100 | 876762 |
| Box Inc Class A (f) | 53900 | 1758757 |
| Braze Inc Class A (f) | 13078 | 362261 |
| C3.ai Inc Class A (f)(g) | 12490 | 211206 |
| Cadence Design Systems Inc (f) | 312349 | 109456460 |
| Ccc Intelligent Solutions Holdings Inc Class A (f)(g) | 1021747 | 10115295 |
| Cerence Inc (f) | 100 | 1053 |
| Clear Secure Inc Class A (g) | 186026 | 6754604 |
| Clearwater Analytics Holdings Inc Class A (f) | 449140 | 9283724 |
| Commvault Systems Inc (f) | 109928 | 20517512 |
| Confluent Inc Class A (f) | 642270 | 12755482 |
| Consensus Cloud Solutions Inc (f) | 4656 | 123710 |
| Crowdstrike Holdings Inc Class A (f) | 89458 | 37903355 |
| Datadog Inc Class A (f) | 301700 | 41236356 |
| Dolby Laboratories Inc Class A  | 125437 | 8991324 |
| Domo Inc Class B (f) | 824031 | 12096775 |
| Dropbox Inc Class A (f) | 577900 | 16793774 |
| Dynatrace Inc (f) | 222047 | 11235578 |
| Elastic NV (f) | 89214 | 7588543 |
| Fair Isaac Corp (f) | 19439 | 29579160 |
| Figma Inc Class A  | 4300 | 302204 |
| Five9 Inc (f)(g) | 52146 | 1403770 |
| Fortinet Inc (f) | 674404 | 53122803 |
| Freshworks Inc Class A (f) | 91110 | 1227252 |
| Gen Digital Inc  | 1299207 | 39236051 |
| Gitlab Inc Class A (f) | 61827 | 2968933 |
| Guidewire Software Inc (f) | 36776 | 7981128 |
| HubSpot Inc (f) | 1400 | 676438 |
| I3 Verticals Inc Class A (f)(g) | 425676 | 13387510 |
| Informatica Inc Class A (f) | 74615 | 1860152 |
| Intapp Inc (f) | 12232 | 562550 |
| InterDigital Inc  | 1102 | 299424 |
| Intuit Inc  | 187321 | 124943107 |
| JFrog Ltd (f) | 24235 | 1196482 |
| Klaviyo Inc Class A (f) | 55300 | 1793932 |
| LiveRamp Holdings Inc (f) | 80792 | 2255713 |
| Manhattan Associates Inc (f) | 197576 | 42565773 |
| Microsoft Corp  | 7917708 | 4011823467 |
| Monday.com Ltd (f) | 31501 | 6079693 |
| N-able Inc/US (f)(g) | 56300 | 453778 |
| NCR Voyix Corp (f)(g) | 284958 | 3755746 |
| NextNav Inc Class A (f) | 200 | 3562 |
| Nutanix Inc Class A (f) | 50318 | 3381873 |
| Ooma Inc (f) | 22185 | 286630 |
| Oracle Corp  | 1909077 | 431699582 |
| Palantir Technologies Inc Class A (f) | 1362222 | 213473810 |
| Palo Alto Networks Inc (f) | 336657 | 64139892 |
| Pivotal Software Inc Class A rights (f)(i) | 182200 | 2 |
| Porch Group Inc (f) | 606091 | 10285364 |
| Procore Technologies Inc (f) | 227700 | 15827427 |
| PROS Holdings Inc (f) | 225961 | 3502396 |
| PTC Inc (f) | 89200 | 19044200 |
| Q2 Holdings Inc (f) | 6031 | 474821 |
| Qualys Inc (f) | 105909 | 14383501 |
| Rapid7 Inc (f) | 43352 | 897820 |
| RingCentral Inc Class A (f) | 70826 | 2160901 |
| Roper Technologies Inc  | 234807 | 123581272 |
| Rubrik Inc Class A (f) | 19403 | 1734628 |
| SailPoint Inc (g) | 522686 | 10788239 |
| Salesforce Inc  | 1076763 | 275920519 |
| SentinelOne Inc Class A (f) | 12400 | 233864 |
| Servicenow Inc (f) | 201590 | 184950761 |
| ServiceTitan Inc Class A (f) | 98100 | 10519263 |
| SoundThinking Inc (f) | 2680 | 34116 |
| Synopsys Inc (f) | 92026 | 55539532 |
| Tenable Holdings Inc (f) | 99101 | 3064203 |
| Teradata Corp (f) | 215201 | 4514917 |
| Tyler Technologies Inc (f) | 32481 | 18282905 |
| UiPath Inc Class A (f) | 108900 | 1210968 |
| Unity Software Inc (f) | 24663 | 971969 |
| Upland Software Inc (f) | 16600 | 46978 |
| Varonis Systems Inc (f) | 51199 | 3021765 |
| Verint Systems Inc (f) | 25489 | 519721 |
| Weave Communications Inc (f) | 542444 | 4220214 |
| Workday Inc Class A (f) | 134556 | 31058216 |
| Workiva Inc Class A (f) | 21926 | 1803194 |
| Xperi Inc (f) | 68748 | 412488 |
| Zeta Global Holdings Corp Class A (f) | 765060 | 15025778 |
| Zoom Communications Inc Class A (f) | 6095 | 496255 |
|  |  | 6451203305 |
| Technology Hardware, Storage & Peripherals - 4.3% |  |  |
| Apple Inc  | 13930994 | 3233940948 |
| Dell Technologies Inc Class C  | 388700 | 47479705 |
| Diebold Nixdorf Inc (f)(g) | 285352 | 17437861 |
| Hewlett Packard Enterprise Co  | 860848 | 19429339 |
| HP Inc  | 640455 | 18278586 |
| Immersion Corp (g) | 35100 | 247806 |
| IonQ Inc (f)(g) | 39202 | 1675493 |
| NetApp Inc  | 171532 | 19347094 |
| Pure Storage Inc Class A (f) | 813876 | 63164916 |
| Seagate Technology Holdings PLC  | 605694 | 101393176 |
| Super Micro Computer Inc (f)(g) | 71456 | 2968282 |
| Western Digital Corp  | 92780 | 7453945 |
|  |  | 3532817151 |
| TOTAL INFORMATION TECHNOLOGY |  | 18641779977 |
| Materials - 1.7% |  |  |
| Chemicals - 0.9% |  |  |
| Air Products and Chemicals Inc  | 10926 | 3213446 |
| Albemarle Corp (g) | 53239 | 4521056 |
| Alto Ingredients Inc (f) | 23100 | 26103 |
| American Vanguard Corp (f) | 18953 | 102346 |
| Ashland Inc  | 18800 | 1055620 |
| Avient Corp  | 497988 | 18624751 |
| Axalta Coating Systems Ltd (f) | 96161 | 3005993 |
| Balchem Corp  | 73261 | 11874875 |
| Cabot Corp  | 26046 | 2124312 |
| Celanese Corp  | 113465 | 5404338 |
| CF Industries Holdings Inc  | 405642 | 35140766 |
| Chemours Co/The  | 25599 | 394225 |
| Corteva Inc  | 563176 | 41782027 |
| Dow Inc  | 151100 | 3721593 |
| DuPont de Nemours Inc  | 95049 | 7311169 |
| Eastman Chemical Co  | 98600 | 6935524 |
| Ecolab Inc  | 482033 | 133542423 |
| Element Solutions Inc  | 32827 | 844310 |
| FMC Corp  | 125730 | 4916043 |
| Huntsman Corp  | 355984 | 3972781 |
| Ingevity Corp (f) | 21722 | 1268130 |
| Innospec Inc  | 50751 | 4445280 |
| International Flavors & Fragrances Inc  | 31866 | 2151274 |
| Intrepid Potash Inc (f) | 800 | 24344 |
| Linde PLC  | 464563 | 222195838 |
| LyondellBasell Industries NV Class A1  | 28300 | 1594705 |
| Mativ Holdings Inc  | 140484 | 1765884 |
| Minerals Technologies Inc  | 107950 | 7065328 |
| Mosaic Co/The  | 685136 | 22883542 |
| NewMarket Corp  | 29148 | 24104230 |
| Olin Corp  | 84791 | 2006155 |
| PPG Industries Inc  | 342391 | 38084151 |
| Quaker Chemical Corp (g) | 31813 | 4615112 |
| Rayonier Advanced Materials Inc (f) | 66080 | 368066 |
| RPM International Inc  | 476504 | 59710716 |
| Scotts Miracle-Gro Co/The  | 1000 | 61220 |
| Sherwin-Williams Co/The  | 256767 | 93933072 |
| Tronox Holdings PLC  | 76508 | 327454 |
|  |  | 775118202 |
| Construction Materials - 0.3% |  |  |
| CRH PLC  | 240400 | 27153180 |
| Eagle Materials Inc  | 137904 | 31842034 |
| James Hardie Industries PLC (f) | 742488 | 14946283 |
| Martin Marietta Materials Inc  | 164375 | 101320750 |
| United States Lime & Minerals Inc  | 24831 | 3126720 |
| Vulcan Materials Co  | 141951 | 41330453 |
|  |  | 219719420 |
| Containers & Packaging - 0.2% |  |  |
| Amcor PLC  | 65924 | 568924 |
| AptarGroup Inc  | 208339 | 29015373 |
| Ball Corp  | 532261 | 28018219 |
| Crown Holdings Inc  | 119295 | 11855537 |
| Graphic Packaging Holding CO (g) | 483944 | 10777433 |
| Greif Inc Class A  | 4824 | 315055 |
| International Paper Co  | 578493 | 28739532 |
| O-I Glass Inc (f) | 771329 | 10019564 |
| Packaging Corp of America  | 136321 | 29712525 |
| Smurfit WestRock PLC (g) | 84400 | 3997184 |
|  |  | 153019346 |
| Metals & Mining - 0.3% |  |  |
| Alcoa Corp  | 12953 | 416957 |
| Alpha Metallurgical Resources Inc (f) | 12902 | 1924849 |
| Carpenter Technology Corp  | 44175 | 10640874 |
| Century Aluminum Co (f) | 108415 | 2420907 |
| Cleveland-Cliffs Inc (f)(g) | 289191 | 3108803 |
| Coeur Mining Inc (f) | 232115 | 3052312 |
| Compass Minerals International Inc (f)(g) | 36907 | 703078 |
| Constellium SE (f) | 135184 | 1958816 |
| Freeport-McMoRan Inc  | 1243069 | 55192265 |
| Hecla Mining Co  | 285748 | 2431715 |
| Kaiser Aluminum Corp  | 17816 | 1387332 |
| Materion Corp  | 8561 | 948559 |
| MP Materials Corp (f) | 17040 | 1212226 |
| Newmont Corp  | 961283 | 71519456 |
| Nucor Corp  | 147214 | 21895138 |
| Olympic Steel Inc  | 37148 | 1252259 |
| Piedmont Lithium Inc (f) | 8411 | 60980 |
| Ramaco Resources Inc Class A (f)(g) | 30560 | 792421 |
| Ramaco Resources Inc Class B  | 281 | 4566 |
| Reliance Inc  | 89663 | 26509763 |
| Royal Gold Inc  | 152340 | 27357217 |
| Ryerson Holding Corp (g) | 12353 | 281648 |
| Steel Dynamics Inc  | 242358 | 31729509 |
| SunCoke Energy Inc  | 152209 | 1175053 |
| Warrior Met Coal Inc (g) | 85365 | 5219216 |
|  |  | 273195919 |
| Paper & Forest Products - 0.0% |  |  |
| Clearwater Paper Corp (f) | 3900 | 84123 |
| Louisiana-Pacific Corp  | 64072 | 6093888 |
| Magnera Corp (f) | 6688 | 82931 |
| Sylvamo Corp  | 77626 | 3580887 |
|  |  | 9841829 |
| TOTAL MATERIALS |  | 1430894716 |
| Real Estate - 1.5% |  |  |
| Diversified REITs - 0.0% |  |  |
| Alexander & Baldwin Inc  | 63467 | 1227452 |
| Alpine Income Property Trust Inc  | 5400 | 82458 |
| American Assets Trust Inc  | 17600 | 367840 |
| Armada Hoffler Properties Inc Class A  | 536 | 3901 |
| Broadstone Net Lease Inc Class A  | 269993 | 5019170 |
| Essential Properties Realty Trust Inc  | 53909 | 1688430 |
|  |  | 8389251 |
| Health Care REITs - 0.3% |  |  |
| Alexandria Real Estate Equities Inc  | 553625 | 45640845 |
| American Healthcare REIT Inc  | 305370 | 13066782 |
| CareTrust REIT Inc  | 12970 | 446298 |
| Community Healthcare Trust Inc  | 6100 | 94000 |
| Healthcare Realty Trust Inc  | 680513 | 11827316 |
| Healthpeak Properties Inc  | 20800 | 373152 |
| LTC Properties Inc  | 4563 | 166550 |
| Omega Healthcare Investors Inc  | 347405 | 14789031 |
| Sabra Health Care REIT Inc  | 51384 | 981948 |
| Ventas Inc  | 1342291 | 91383171 |
| Welltower Inc  | 480877 | 80921982 |
|  |  | 259691075 |
| Hotel & Resort REITs - 0.0% |  |  |
| Chatham Lodging Trust  | 22784 | 173842 |
| DiamondRock Hospitality Co  | 59622 | 510364 |
| Host Hotels & Resorts Inc  | 800626 | 13778773 |
| RLJ Lodging Trust  | 306315 | 2358626 |
| Ryman Hospitality Properties Inc  | 61279 | 6053752 |
|  |  | 22875357 |
| Industrial REITs - 0.2% |  |  |
| Americold Realty Trust Inc  | 647317 | 9347257 |
| EastGroup Properties Inc  | 53400 | 9054504 |
| First Industrial Realty Trust Inc  | 243113 | 12787744 |
| Industrial Logistics Properties Trust  | 13500 | 83160 |
| Plymouth Industrial REIT Inc  | 717 | 15774 |
| Prologis Inc  | 442288 | 50323529 |
| Rexford Industrial Realty Inc  | 970473 | 40187287 |
| STAG Industrial Inc Class A  | 218698 | 8059021 |
| Terreno Realty Corp  | 24782 | 1431656 |
|  |  | 131289932 |
| Office REITs - 0.0% |  |  |
| Brandywine Realty Trust  | 656800 | 2797968 |
| City Office Reit Inc  | 8100 | 56133 |
| COPT Defense Properties  | 488603 | 14061995 |
| Empire State Realty Trust Inc Class A  | 5382 | 41172 |
| Franklin Street Properties Corp  | 15640 | 25962 |
| Hudson Pacific Properties Inc (f) | 23000 | 64630 |
| Kilroy Realty Corp  | 30382 | 1263587 |
| Office Properties Income Trust (g) | 73806 | 15750 |
| Orion Properties Inc  | 15100 | 44847 |
| Piedmont Realty Trust Inc Class A1  | 784400 | 6643869 |
| Vornado Realty Trust  | 24465 | 930404 |
|  |  | 25946317 |
| Real Estate Management & Development - 0.1% |  |  |
| Anywhere Real Estate Inc (f) | 307510 | 1878886 |
| CBRE Group Inc Class A (f) | 191553 | 31054572 |
| Compass Inc Class A (f) | 132805 | 1205869 |
| CoStar Group Inc (f) | 359087 | 32134697 |
| Douglas Elliman Inc (f) | 1088774 | 2961465 |
| Forestar Group Inc (f) | 7800 | 215826 |
| Howard Hughes Holdings Inc (f) | 63221 | 4821866 |
| Jones Lang LaSalle Inc (f) | 104871 | 32045431 |
| Kennedy-Wilson Holdings Inc  | 62985 | 554268 |
| Marcus & Millichap Inc  | 6906 | 225067 |
| Newmark Group Inc Class A  | 19288 | 351234 |
| RE/MAX Holdings Inc Class A (f) | 12581 | 118513 |
| Seritage Growth Properties Class A (f) | 30600 | 112302 |
| Zillow Group Inc Class A (f) | 7701 | 627477 |
| Zillow Group Inc Class C (f) | 17156 | 1446423 |
|  |  | 109753896 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent Class A  | 35494 | 1271395 |
| Apartment Investment and Management Co Class A  | 27100 | 212193 |
| AvalonBay Communities Inc  | 64635 | 12658765 |
| Camden Property Trust  | 170691 | 19113978 |
| Elme Communities  | 100 | 1708 |
| Equity LifeStyle Properties Inc  | 187908 | 11328973 |
| Equity Residential  | 190181 | 12574768 |
| Essex Property Trust Inc  | 57052 | 15416021 |
| Independence Realty Trust Inc  | 570325 | 10328586 |
| Invitation Homes Inc  | 116497 | 3645191 |
| NexPoint Residential Trust Inc  | 35360 | 1220274 |
| Sun Communities Inc  | 199030 | 25250936 |
| UDR Inc  | 1400 | 55398 |
| Veris Residential Inc  | 18543 | 291681 |
|  |  | 113369867 |
| Retail REITs - 0.2% |  |  |
| Agree Realty Corp (g) | 249540 | 18151540 |
| Brixmor Property Group Inc  | 25457 | 712541 |
| Curbline Properties Corp  | 41036 | 924541 |
| Federal Realty Investment Trust  | 3700 | 372035 |
| FrontView REIT Inc  | 14395 | 192461 |
| InvenTrust Properties Corp  | 18800 | 559676 |
| Kimco Realty Corp  | 1898408 | 42695196 |
| Kite Realty Group Trust  | 2800 | 63896 |
| Macerich Co/The  | 84275 | 1550660 |
| NETSTREIT Corp  | 800 | 14632 |
| NNN REIT Inc (g) | 280420 | 12032822 |
| Realty Income Corp  | 76600 | 4501016 |
| Regency Centers Corp  | 445770 | 32318325 |
| Saul Centers Inc  | 5900 | 201603 |
| Simon Property Group Inc  | 131383 | 23735653 |
| SITE Centers Corp  | 144590 | 1775565 |
| Tanger Inc  | 35066 | 1198556 |
| Urban Edge Properties  | 49395 | 1021983 |
|  |  | 142022701 |
| Specialized REITs - 0.6% |  |  |
| American Tower Corp  | 637794 | 130014308 |
| Crown Castle Inc  | 122393 | 12134042 |
| CubeSmart  | 690535 | 28256692 |
| Digital Realty Trust Inc  | 235040 | 39402106 |
| Equinix Inc  | 149690 | 117684781 |
| Extra Space Storage Inc  | 984 | 141283 |
| Four Corners Property Trust Inc  | 65651 | 1699704 |
| Gaming and Leisure Properties Inc  | 30425 | 1460704 |
| Iron Mountain Inc  | 24856 | 2294954 |
| Lamar Advertising Co Class A  | 184084 | 23424689 |
| Public Storage Operating Co  | 64062 | 18872025 |
| Rayonier Inc  | 8700 | 228636 |
| SBA Communications Corp Class A  | 2600 | 532610 |
| VICI Properties Inc  | 67064 | 2265422 |
| Weyerhaeuser Co  | 62489 | 1616590 |
|  |  | 380028546 |
| TOTAL REAL ESTATE |  | 1193366942 |
| Utilities - 1.8% |  |  |
| Electric Utilities - 1.3% |  |  |
| Alliant Energy Corp  | 93600 | 6090552 |
| American Electric Power Co Inc  | 163408 | 18141556 |
| Constellation Energy Corp  | 242224 | 74600148 |
| Duke Energy Corp  | 327194 | 40077993 |
| Edison International  | 377801 | 21205970 |
| Entergy Corp  | 873191 | 76919395 |
| Evergy Inc  | 128845 | 9181495 |
| Eversource Energy  | 218923 | 14026397 |
| Exelon Corp  | 403080 | 17606534 |
| FirstEnergy Corp  | 1115011 | 48636780 |
| IDACORP Inc (g) | 219732 | 27488473 |
| NextEra Energy Inc  | 3260417 | 234913045 |
| NRG Energy Inc  | 286383 | 41685909 |
| OGE Energy Corp  | 62000 | 2768920 |
| Otter Tail Corp  | 250 | 20998 |
| PG&E Corp  | 4467106 | 68257380 |
| Pinnacle West Capital Corp  | 8272 | 739186 |
| Portland General Electric Co  | 86157 | 3685796 |
| PPL Corp  | 2669446 | 97354696 |
| Southern Co/The  | 1912098 | 176486645 |
| TXNM Energy Inc  | 162631 | 9211420 |
| Xcel Energy Inc  | 759449 | 54976513 |
|  |  | 1044075801 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp  | 230282 | 38256749 |
| MDU Resources Group Inc  | 490178 | 7985000 |
| National Fuel Gas Co  | 175959 | 15262684 |
| New Jersey Resources Corp  | 163845 | 7748229 |
| ONE Gas Inc (g) | 125147 | 9573746 |
| Southwest Gas Holdings Inc  | 173706 | 13875635 |
| UGI Corp  | 415000 | 14375600 |
|  |  | 107077643 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| AES Corp/The  | 274202 | 3712695 |
| Clearway Energy Inc Class C (g) | 11300 | 336853 |
| Montauk Renewables Inc (f) | 5779 | 12425 |
| Talen Energy Corp (f) | 103575 | 39246639 |
| Vistra Corp  | 266813 | 50457006 |
|  |  | 93765618 |
| Multi-Utilities - 0.3% |  |  |
| Ameren Corp  | 193548 | 19312219 |
| Avista Corp  | 146984 | 5370795 |
| Black Hills Corp  | 3523 | 210711 |
| CenterPoint Energy Inc  | 67747 | 2554739 |
| CMS Energy Corp  | 286072 | 20474173 |
| Consolidated Edison Inc  | 542057 | 53246259 |
| Dominion Energy Inc (g) | 275813 | 16521199 |
| DTE Energy Co  | 267728 | 36585031 |
| NiSource Inc  | 46600 | 1969782 |
| Northwestern Energy Group Inc  | 234141 | 13465449 |
| Public Service Enterprise Group Inc  | 265779 | 21881585 |
| Sempra  | 801841 | 66199994 |
| WEC Energy Group Inc  | 68900 | 7338539 |
|  |  | 265130475 |
| Water Utilities - 0.0% |  |  |
| California Water Service Group  | 7766 | 364458 |
| Consolidated Water Co Ltd (g) | 30429 | 1012373 |
| H2O America  | 19206 | 967406 |
|  |  | 2344237 |
| TOTAL UTILITIES |  | 1512393774 |
| TOTAL UNITED STATES |  | 65009106505 |
| ZAMBIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| First Quantum Minerals Ltd (f) | 100968 | 1769614 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $30,093,067,232) |  | <br> **66493460112** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Domestic Equity Funds - 16.4%** | &nbsp;&nbsp;**Domestic Equity Funds - 16.4%** | &nbsp;&nbsp;**Domestic Equity Funds - 16.4%** |
|  | Shares | Value ($)<br>|
| Fidelity Advisor Blue Chip Growth Fund - Class Z (j) | 479977 | 119903093 |
| Fidelity Advisor Small Cap Growth Fund - Class Z (j) | 17559200 | 613869616 |
| Fidelity Extended Market Index Fund (j) | 22485562 | 2227644638 |
| Fidelity Growth Company Fund (j) | 88189463 | 3941187119 |
| Fidelity Mid Cap Index Fund (j) | 89176 | 3287036 |
| Fidelity SAI Inflation-Focused Fund (j) | 14 | 1276 |
| Fidelity SAI Real Estate Index Fund (j) | 447663 | 2372612 |
| Fidelity SAI U.S. Large Cap Index Fund (j) | 47947196 | 1234160836 |
| Fidelity SAI U.S. Low Volatility Index Fund (j) | 16057742 | 374145393 |
| Fidelity SAI U.S. Momentum Index Fund (j) | 31238269 | 596338554 |
| Fidelity SAI U.S. Quality Index Fund (j) | 134432106 | 3169909063 |
| iShares Core S&P 500 ETF (n) | 1725862 | 1118910852 |
| SPDR S&P 500 ETF  | 53884 | 34757874 |
| <br> **TOTAL DOMESTIC EQUITY FUNDS**<br> (Cost $8,869,272,851) |  | **13436487962** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.0%  |  |  |  |
| Brazilian Federative Republic Treasury Bills 0% 10/1/2025 (k) | BRL | 34000000 | 6191633 |
| Brazilian Federative Republic Treasury Bills 0% 4/1/2026 (k) | BRL | 84500000 | 14375433 |
| TOTAL BRAZIL |  |  | 20567066 |
| COLOMBIA - 0.0%  |  |  |  |
| Colombian Republic 8.375% 11/7/2054  |  | 2200000 | 2237730 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Cote d'Ivoire Treasury Bill 6.625% 3/22/2048 (h) | EUR | 1700000 | 1605364 |
| ECUADOR - 0.0%  |  |  |  |
| Republic of Ecuador 0% 7/31/2030 (h)(k) |  | 1500000 | 1126312 |
| JAPAN - 0.0%  |  |  |  |
| Japan Government 2.4% 3/20/2055  | JPY | 620000000 | 3637941 |
| MEXICO - 0.0%  |  |  |  |
| United Mexican States 8.5% 3/1/2029  | MXN | 75000000 | 4049777 |
| PERU - 0.0%  |  |  |  |
| Peruvian Republic 5.4% 8/12/2034 (h) | PEN | 23900000 | 6471639 |
| Peruvian Republic 6.15% 8/12/2032 (b) | PEN | 11600000 | 3446025 |
| Peruvian Republic 6.85% 8/12/2035 (b)(h) | PEN | 37400000 | 10995842 |
| Peruvian Republic 6.95% 8/12/2031 (h) | PEN | 3281000 | 1017858 |
| Peruvian Republic 7.3% 8/12/2033 (b)(h) | PEN | 1000000 | 311315 |
| TOTAL PERU |  |  | 22242679 |
| POLAND - 0.0%  |  |  |  |
| Republic of Poland 4.75% 7/25/2029  | PLN | 6800000 | 1866589 |
| ROMANIA - 0.0%  |  |  |  |
| Romanian Republic 6.75% 7/11/2039 (h) | EUR | 2200000 | 2612387 |
| SAUDI ARABIA - 0.0%  |  |  |  |
| Kingdom of Saudi Arabia 5.625% 1/13/2035 (b) |  | 1800000 | 1890009 |
| SOUTH AFRICA - 0.1%  |  |  |  |
| South African Republic 7% 2/28/2031  | ZAR | 60300000 | 3203517 |
| South African Republic 8% 1/31/2030  | ZAR | 321400000 | 18146058 |
| South African Republic 8.875% 2/28/2035  | ZAR | 92200000 | 4987087 |
| TOTAL SOUTH AFRICA |  |  | 26336662 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $85,255,018) |  |  | <br> **88172516** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.1%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| CPPIB Capital Inc 4.3% 6/2/2034 (h) | CAD | 1900000 | 1435912 |
| ITALY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Intesa Sanpaolo SpA 6.625% 6/20/2033 (b) |  | 300000 | 327713 |
| JAPAN - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| NTT Finance Corp 4.876% 7/16/2030 (b) |  | 200000 | 203088 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (c) |  | 2500000 | 2528765 |
| Sumitomo Mitsui Financial Group Inc 4.66% 7/8/2031 (c) |  | 2500000 | 2528839 |
|  |  |  | 5057604 |
| TOTAL JAPAN |  |  | 5260692 |
| MEXICO - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos Mexicanos 6.35% 2/12/2048  |  | 700000 | 524132 |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| Eagle Funding Luxco Sarl 5.5% 8/17/2030 (b) |  | 5300000 | 5377168 |
| TOTAL MEXICO |  |  | 5901300 |
| PERU - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos del Peru SA 5.625% 6/19/2047 (h) |  | 1600000 | 1088896 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Credicorp Capital Sociedad Titulizadora SA 9.7% 3/5/2045 (b) | PEN | 700000 | 206579 |
| TOTAL PERU |  |  | 1295475 |
| SWITZERLAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| UBS Group AG 6.537% 8/12/2033 (b)(c) |  | 9150000 | 10033764 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Barclays PLC 6.224% 5/9/2034 (c) |  | 4780000 | 5101971 |
| UNITED STATES - 0.1%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Hyatt Hotels Corp 5.75% 3/30/2032  |  | 100000 | 103594 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Mars Inc 5.2% 3/1/2035 (b) |  | 200000 | 201854 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Viper Energy Partners LLC 5.7% 8/1/2035  |  | 800000 | 802136 |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| JPMorgan Chase & Co 4.946% 10/22/2035 (c) |  | 600000 | 596612 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) |  | 4910000 | 5035779 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (c) |  | 4700000 | 4963164 |
| Wells Fargo & Co 5.198% 1/23/2030 (c) |  | 4880000 | 5026439 |
| Wells Fargo & Co 5.557% 7/25/2034 (c) |  | 4820000 | 5004615 |
|  |  |  | 20626609 |
| Capital Markets - 0.1% |  |  |  |
| Athene Global Funding 2.673% 6/7/2031 (b) |  | 700000 | 624647 |
| Athene Global Funding 5.033% 7/17/2030 (b) |  | 4600000 | 4672281 |
| GA Global Funding Trust 5.5% 4/1/2032 (b) |  | 200000 | 204824 |
| GA Global Funding Trust 5.9% 1/13/2035 (b) |  | 400000 | 411249 |
| Goldman Sachs Group Inc/The 5.851% 4/25/2035 (c) |  | 9430000 | 9943368 |
| Morgan Stanley 5.424% 7/21/2034 (c) |  | 4840000 | 4996977 |
|  |  |  | 20853346 |
| Insurance - 0.0% |  |  |  |
| F&G Global Funding 5.875% 1/16/2030 (b) |  | 200000 | 206696 |
| Jackson National Life Global Funding 5.35% 1/13/2030 (b) |  | 2400000 | 2489116 |
| Jackson National Life Global Funding U.S. SOFR Index + 0.97%, 5.3199% 1/14/2028 (b)(c)(d) |  | 200000 | 200575 |
|  |  |  | 2896387 |
| TOTAL FINANCIALS |  |  | 44376342 |
| Information Technology - 0.0% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |  |
| Broadcom Inc 3.419% 4/15/2033 (b) |  | 1000000 | 911305 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Pacific Gas and Electric Co 3.3% 12/1/2027  |  | 200000 | 195250 |
| Pacific Gas and Electric Co 4.5% 7/1/2040  |  | 699000 | 596543 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  |  | 100000 | 101499 |
| Pacific Gas and Electric Co 5.7% 3/1/2035  |  | 300000 | 304084 |
| Pacific Gas and Electric Co 6.15% 1/15/2033  |  | 800000 | 840457 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  |  | 400000 | 387059 |
| Pacific Gas and Electric Co 6.7% 4/1/2053  |  | 1984000 | 2049606 |
| Southern California Edison Co 3.45% 2/1/2052  |  | 200000 | 130017 |
| Southern California Edison Co 4.65% 10/1/2043  |  | 700000 | 588757 |
| Southern California Edison Co 4.7% 6/1/2027  |  | 800000 | 804323 |
| Southern California Edison Co 4.875% 3/1/2049  |  | 600000 | 499665 |
| Southern California Edison Co 5.2% 6/1/2034  |  | 900000 | 895349 |
|  |  |  | 7392609 |
| TOTAL UNITED STATES |  |  | 53787840 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $82,243,153) |  |  | <br> **83144667** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Repurchase Agreements - 0.4%** | &nbsp;&nbsp;**Repurchase Agreements - 0.4%** | &nbsp;&nbsp;**Repurchase Agreements - 0.4%** |
|  | Maturity<br> Amount ($)<br>| Value ($)<br>|
| Citigroup Global Markets, Inc. 4.44%, dated 9/2/2025 due 9/3/2025 (l) | 143917748 | 143900000 |
| Repurchase Agreements\*  | 196896651 | 196800000 |
| <br> **TOTAL REPURCHASE AGREEMENTS**<br> (Cost $340,700,000) |  | **340700000** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Fannie Mae 4.7051% 9/1/2031 (c) | 3900000 | 3980998 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2054  | 673934 | 629549 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2053  | 630999 | 589737 |
| Fannie Mae Mortgage pass-thru certificates 4.01% 11/1/2029  | 2000000 | 1998536 |
| Fannie Mae Mortgage pass-thru certificates 4.045% 12/1/2029  | 2000000 | 2000463 |
| Fannie Mae Mortgage pass-thru certificates 4.3% 11/1/2029  | 2000000 | 2021020 |
| Fannie Mae Mortgage pass-thru certificates 4.3% 12/1/2029  | 1704000 | 1721959 |
| Fannie Mae Mortgage pass-thru certificates 4.45% 1/1/2030  | 10000000 | 10166296 |
| Fannie Mae Mortgage pass-thru certificates 4.72% 10/1/2028  | 1000000 | 1023823 |
| Fannie Mae Mortgage pass-thru certificates 4.72% 8/1/2030  | 683386 | 701063 |
| Fannie Mae Mortgage pass-thru certificates 4.77% 10/1/2028  | 500000 | 512647 |
| Fannie Mae Mortgage pass-thru certificates 4.86% 8/1/2030  | 600000 | 615061 |
| Fannie Mae Mortgage pass-thru certificates 5.24% 1/1/2034  | 6106000 | 6386657 |
| Fannie Mae Mortgage pass-thru certificates 5.34% 10/1/2032  | 3109424 | 3253208 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054  | 187566 | 188712 |
| Fannie Mae Mortgage pass-thru certificates 5.65% 10/1/2030  | 1910660 | 2025139 |
| Fannie Mae Mortgage pass-thru certificates 5.73% 11/1/2030  | 1998000 | 2118710 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2054  | 576386 | 598709 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 53106 | 54421 |
| Ginnie Mae II Pool 4% 9/1/2055 (m) | 19290000 | 17988859 |
| Ginnie Mae II Pool 4.5% 9/1/2055 (m) | 3220000 | 3100278 |
| Uniform Mortgage Backed Securities 4% 9/1/2055 (m) | 38660000 | 36082163 |
| Uniform Mortgage Backed Securities 4% 10/1/2055 (m) | 38660000 | 36068570 |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 (m) | 57400000 | 55211625 |
| Uniform Mortgage Backed Securities 4.5% 10/1/2055 (m) | 57400000 | 55169023 |
| Uniform Mortgage Backed Securities 5% 9/1/2055 (m) | 61710000 | 60859075 |
| Uniform Mortgage Backed Securities 5% 10/1/2055 (m) | 61710000 | 60818093 |
| Uniform Mortgage Backed Securities 6% 9/1/2055 (m) | 114735000 | 117226907 |
| Uniform Mortgage Backed Securities 6% 10/1/2055 (m) | 114735000 | 117128304 |
| Uniform Mortgage Backed Securities 6.5% 10/1/2055 (m) | 111700000 | 115688025 |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 (m) | 200490000 | 207749923 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $917,161,502) |  | **923677552** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 0.0%** | &nbsp;&nbsp;**Commercial Paper - 0.0%** | &nbsp;&nbsp;**Commercial Paper - 0.0%** | &nbsp;&nbsp;**Commercial Paper - 0.0%** |
|  | Yield (%) (o) | Principal<br> Amount (a)<br>| Value ($)<br>|
| AbbVie Inc 0% 9/19/2025  | 4.54 | 10800000 | 10771524 |
| Alimentation Couche-Tard Inc 0% 9/11/2025  | 4.59 | 1200000 | 1198014 |
| Canadian Natural Resources Ltd yankee 0% 9/25/2025  | 4.72 | 3450000 | 3437820 |
| Enbridge US Inc 0% 9/29/2025  | 4.56 | 2000000 | 1992267 |
| Eversource Energy 0% 9/24/2025  | 4.67 | 400000 | 398667 |
| HCA Inc 0% 9/10/2025  | 4.87 | 1800000 | 1797089 |
| HCA Inc 0% 9/15/2025  | 4.87 | 420000 | 419035 |
| Thermo Fisher Scientific Inc 0% 9/22/2025  | 4.55 | 4200000 | 4187379 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $24,210,881) |  |  | **24201795** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** |
|  |  | Yield (%) (o) | Principal<br> Amount (a)<br>| Value ($)<br>|
| United Mexican States Inflation-Indexed 4% 8/24/2034  | MXN | 4.44 | 42998524 | 2155496 |
| US Treasury Bills 0% 10/2/2025 (u) |  | 4.30 | 557000 | 555041 |
| US Treasury Bills 0% 10/21/2025 (t) |  | 4.24 to 4.26 | 1591000 | 1582008 |
| US Treasury Bills 0% 10/30/2025 (p)(t) |  | 4.23 | 9279000 | 9216966 |
| US Treasury Bills 0% 11/13/2025 (k)(p) |  | 4.15 | 359000 | 356071 |
| US Treasury Bills 0% 9/11/2025  |  | 4.30 | 24000 | 23974 |
| US Treasury Bills 0% 9/16/2025 (t) |  | 4.26 | 252000 | 251581 |
| US Treasury Bills 0% 9/30/2025 (p)(t) |  | 4.30 | 40002000 | 39869927 |
| US Treasury Bills 0% 9/4/2025  |  | 4.28 | 7310000 | 7308280 |
| US Treasury Bonds 4.625% 11/15/2044  |  | 4.78 | 7980000 | 7741223 |
| US Treasury Bonds Inflation-Indexed 1% 2/15/2046 (u) |  | 1.91 to 2.32 | 9284339 | 6965809 |
| US Treasury Notes 3.875% 7/31/2030 (p) |  | 3.85 | 12900000 | 13003805 |
| US Treasury Notes Inflation-Indexed 1.375% 7/15/2033 (p)(u) |  | 1.49 to 2.03 | 18427088 | 18171794 |
| US Treasury Notes Inflation-Indexed 1.875% 7/15/2034  |  | 1.73 to 1.78 | 10074106 | 10212885 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $117,238,332) |  |  |  | **117414860** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.2%** | &nbsp;&nbsp;**Money Market Funds - 2.2%** | &nbsp;&nbsp;**Money Market Funds - 2.2%** | &nbsp;&nbsp;**Money Market Funds - 2.2%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (q) | 4.36 | 25000047 | 25005047 |
| Fidelity Securities Lending Cash Central Fund (q)(r) | 4.36 | 995471228 | 995570776 |
| Invesco Government & Agency Portfolio Institutional Class (s) | 4.21 | 751161110 | 751161110 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,771,736,933) |  |  | **1771736933** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &nbsp;&nbsp;**Purchased Swaptions - 0.0%** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Barclays Bank PLC to receive annually a fixed rate of 3.75% and pay annually a floating rate based on US SOFR Index, expiring November 2026 | 10/30/2025 | 64400000 | 156294 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.222% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/4/2026 | 600000 | 6010 |
| Option on an interest rate swap with Bank of America NA to receive semi-annually a fixed rate of 2.972% and pay semi-annually a floating rate based on US SOFR Index, expiring August 2036 | 8/6/2026 | 1200000 | 7195 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 2.965% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/5/2026 | 1200000 | 7110 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.215% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/5/2026 | 600000 | 5938 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.427% and pay a annually floating rate based on US SOFR Index, expiring August 2045 | 8/6/2035 | 3400000 | 266643 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.656% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/20/2035 | 3400000 | 289659 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.693% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/27/2035 | 5100000 | 440211 |
| Option on an interest rate swap with Deutsche Bank AG/London to receive annually a fixed rate of 4.628% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/20/2035 | 14300000 | 1205789 |
| Option on an interest rate swap with Deutsche Bank AG/London to receive annually a fixed rate of 4.6275% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/21/2035 | 11400000 | 960635 |
| Option on an interest rate swap with Deutsche Bank AG/London to receive at maturity a fixed rate of 3.1625% and pay at maturity a floating rate based on US SOFR Index, expiring August 2028 | 8/23/2027 | 548300000 | 2915717 |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.245% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/7/2026 | 600000 | 6321 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.11% and pay annually a floating rate based on US SOFR Index, expiring August 2057 | 8/23/2027 | 28600000 | 2230017 |
| Option on an interest rate swap with JP Morgan Securities PLC to receive annually a fixed rate of 4.485% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 7/31/2035 | 23100000 | 1851521 |
| Option on an interest rate swap with JP Morgan Securities PLC to receive annually a fixed rate of 2.995% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/7/2026 | 1300000 | 8231 |
| TOTAL PUT SWAPTIONS |  |  | 10357291 |
| Call Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.427% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/6/2035 | 3400000 | 313919 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.656% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/20/2035 | 3400000 | 294001 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.693% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 8/27/2035 | 5100000 | 436346 |
| Option on an interest rate swap with Citibank NA to receive at maturity a fixed rate of 5.85% and pay at maturity a floating rate based on US SOFR Index, expiring November 2026 | 11/21/2025 | 20900000 | 2 |
| Option on an interest rate swap with Citibank NA to receive at maturity a fixed rate of 5.85% and pay at maturity a floating rate based on US SOFR Index, expiring November 2026 | 11/24/2025 | 8000000 | 0 |
| Option on an interest rate swap with Deutsche Bank AG/London to receive at maturity a fixed rate of 3.1625% and pay at maturity a floating rate based on US SOFR Index, expiring August 2028 | 8/23/2027 | 548300000 | 2546738 |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 4.485% and pay annually a floating rate based on US SOFR Index, expiring August 2045 | 7/31/2035 | 23100000 | 2098959 |
| Option on an interest rate swap with Goldman Sachs International to receive annually a fixed rate of 4.11% and pay annually a floating rate based on US SOFR Index, expiring August 2057 | 8/23/2027 | 37400000 | 3105120 |
| TOTAL CALL SWAPTIONS |  |  | 8795085 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $19,568,610) |  |  | <br> **19152376** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** |
|  | Counterparty | Number<br> of Contracts | Notional Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Call Options |  |  |  |  |  |  |
| USD/HKD Cross Currency Contracts | Bank of America NA | 19200000 | 19200000 | 7.8 | 8/14/2026 | 22285 |
| USD/HKD Cross Currency Contracts | Goldman Sachs Bank USA | 4900000 | 4900000 | 7.8 | 8/14/2026 | 5687 |
| USD/HKD Cross Currency Contracts | Bank of America NA | 48300000 | 48300000 | 7.8 | 8/24/2026 | 57839 |
|  |  |  |  |  |  | **85811** |
| Put Options |  |  |  |  |  |  |
| S&P 500 Index | Chicago Board Options Exchange | 69 | 44575794 | 5825 | 9/3/2025 | 1725 |
| S&P 500 Index | Chicago Board Options Exchange | 129 | 83337354 | 5750 | 9/3/2025 | 2580 |
| S&P 500 Index | Chicago Board Options Exchange | 70 | 45221820 | 5825 | 9/10/2025 | 10150 |
| S&P 500 Index | Chicago Board Options Exchange | 64 | 41345664 | 5750 | 9/10/2025 | 8000 |
| S&P 500 Index | Chicago Board Options Exchange | 65 | 41991690 | 5850 | 9/10/2025 | 10075 |
| S&P 500 Index | Chicago Board Options Exchange | 65 | 41991690 | 5750 | 9/17/2025 | 23400 |
| S&P 500 Index | Chicago Board Options Exchange | 68 | 43929768 | 5850 | 9/17/2025 | 29920 |
| S&P 500 Index | Chicago Board Options Exchange | 70 | 45221820 | 5850 | 9/24/2025 | 53200 |
| Fannie Mae 6% 11/30/2055 | Bank of America NA | 33000000 | 33000000 | 99.55 | 11/6/2025 | 9544 |
|  |  |  |  |  |  | **148594** |
| **TOTAL PURCHASED OPTIONS**<br> (Cost $455,378) |  |  |  |  |  | **234405** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.3%**<br> (Cost $42,804,419,970)<br>| <br>**83786231317** |
| **NET OTHER ASSETS (LIABILITIES) - (2.3)%** (v)(w)  | **(1920754460)** |
| **NET ASSETS - 100.0%** | **81865476857** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Uniform Mortgage Backed Securities 4% 9/1/2055 | (38660000) | (36082163) |
| Uniform Mortgage Backed Securities 4.5% 9/1/2055 | (57400000) | (55211625) |
| Uniform Mortgage Backed Securities 5% 9/1/2055 | (61710000) | (60859075) |
| Uniform Mortgage Backed Securities 5.5% 9/1/2055 | (30000) | (30178) |
| Uniform Mortgage Backed Securities 6% 9/1/2055 | (114735000) | (117226907) |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 | (111700000) | (115744756) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (385154704) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $383,602,880) |  | <br> **(385154704)** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions |  |  |  |
| Option on an interest rate swap with Barclays Bank PLC to receive at maturity a fixed rate of 2.83% and pay at maturity a floating rate based on US SOFR Index, expiring November 2026 | 10/30/2025 | 64400000 | (10202) |
| Option on an interest rate swap with Barclays Bank PLC to receive annually a fixed rate of 3.29% and pay annually a floating rate based on US SOFR Index, expiring November 2026 | 10/30/2025 | 64400000 | (39900) |
| TOTAL PUT SWAPTIONS |  |  | (50102) |
| Call Swaptions |  |  |  |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.131% and pay annually a floating rate based on US SOFR Index, expiring November 2032 | 11/6/2025 | 22000000 | (7670) |
| **TOTAL WRITTEN SWAPTIONS** |  |  | **(57772)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Contracts |  |  |  |  |  |
| CME E-Mini S&P 500 Index Contracts (United States) | 2181 | 9/19/2025 | 705853388 | 31966340 | 31966340 |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | 6 | 9/19/2025 | 1955100 | 134491 | 134491 |
| CME Russell 2000 Index Contracts (United States) | 62 | 9/19/2025 | 7346380 | 417558 | 417558 |
| **TOTAL EQUITY CONTRACTS** |  |  |  |  | 32518389 |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Ultra Notes Contracts (United States) | 148 | 12/19/2025 | 16934438 | 67097 | 67097 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 809 | 12/31/2025 | 168746023 | 235556 | 235556 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 1111 | 12/31/2025 | 121654500 | 317835 | 317835 |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  |  | 620488 |
| TOTAL PURCHASED |  |  |  |  | 33138877 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 264 | 12/19/2025 | 29704125 | (136455) | (136455) |
| CBOT US Treasury Ultra Bond Contracts (United States) | 185 | 12/19/2025 | 21540938 | 57466 | 57466 |
| TOTAL SOLD |  |  |  |  | (78989) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **33059888** |
| The notional amount of futures purchased as a percentage of Net Assets is 1.2% | The notional amount of futures purchased as a percentage of Net Assets is 1.2% | The notional amount of futures purchased as a percentage of Net Assets is 1.2% | The notional amount of futures purchased as a percentage of Net Assets is 1.2% | The notional amount of futures purchased as a percentage of Net Assets is 1.2% | The notional amount of futures purchased as a percentage of Net Assets is 1.2% |
| The notional amount of futures sold as a percentage of Net Assets is 0.0% | The notional amount of futures sold as a percentage of Net Assets is 0.0% | The notional amount of futures sold as a percentage of Net Assets is 0.0% | The notional amount of futures sold as a percentage of Net Assets is 0.0% | The notional amount of futures sold as a percentage of Net Assets is 0.0% | The notional amount of futures sold as a percentage of Net Assets is 0.0% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** |
|  | Counterparty | Number<br> of Contracts | Notional<br> Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Call Options |  |  |  |  |  |  |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 440 | 4950687500 | 113.50 | 9/26/2025 | 137500 |
| USD/TRY Cross Currency Contracts | UBS AG/London | 1500000 | 1500000 | 54.00 | 12/16/2025 | 19212 |
| USD/HKD Cross Currency Contracts | Bank of America NA | 19200000 | 19200000 | 7.85 | 8/14/2026 | 13031 |
| USD/HKD Cross Currency Contracts | Goldman Sachs Bank USA | 4900000 | 4900000 | 7.85 | 8/14/2026 | 3326 |
| USD/HKD Cross Currency Contracts | Bank of America NA | 48300000 | 48300000 | 7.85 | 8/24/2026 | 33867 |
|  |  |  |  |  |  | 206936 |
| Put Options |  |  |  |  |  |  |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 440 | 4950687500 | 111.00 | 9/26/2025 | 61875 |
| S&P 500 Index | Chicago Board Options Exchange | 69 | 44575794 | 6330.00 | 9/3/2025 | 14145 |
| S&P 500 Index | Chicago Board Options Exchange | 62 | 40053612 | 6270.00 | 9/3/2025 | 6510 |
| S&P 500 Index | Chicago Board Options Exchange | 67 | 43283742 | 6230.00 | 9/3/2025 | 5193 |
| S&P 500 Index | Chicago Board Options Exchange | 64 | 41345664 | 6250.00 | 9/10/2025 | 51840 |
| S&P 500 Index | Chicago Board Options Exchange | 65 | 41991690 | 6390.00 | 9/10/2025 | 162825 |
| S&P 500 Index | Chicago Board Options Exchange | 70 | 45221820 | 6310.00 | 9/10/2025 | 90650 |
| S&P 500 Index | Chicago Board Options Exchange | 65 | 41991690 | 6240.00 | 9/17/2025 | 123175 |
| S&P 500 Index | Chicago Board Options Exchange | 68 | 43929768 | 6375.00 | 9/17/2025 | 260780 |
| S&P 500 Index | Chicago Board Options Exchange | 70 | 45221820 | 6360.00 | 9/24/2025 | 324800 |
| Fannie Mae 4.5% 9/30/2055 | Bank of America NA | 11000000 | 11000000 | 94.88 | 9/8/2025 | 1610 |
| 5Y CDX IG Series 44 Index | Goldman Sachs International | 63900000 | 63900000 | 0.70 | 12/17/2025 | 64690 |
|  |  |  |  |  |  | 1168093 |
| **TOTAL WRITTEN OPTIONS** |  |  |  |  |  | **(1375029)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| BRL | 1796572 | USD | 320000 | Bank of America NA | 9/3/2025 | 11358 |
| BRL | 32143416 | USD | 5870000 | Barclays Bank PLC | 9/3/2025 | 58496 |
| BRL | 9707760 | USD | 1788987 | Citibank NA | 9/3/2025 | 1501 |
| BRL | 5768764 | USD | 1051351 | Citibank NA | 9/3/2025 | 12633 |
| BRL | 57686 | USD | 10651 | JPMorgan Chase Bank NA | 9/3/2025 | (11) |
| BRL | 7928536 | USD | 1422287 | JPMorgan Chase Bank NA | 9/3/2025 | 40044 |
| BRL | 24232095 | USD | 4465593 | JPMorgan Chase Bank NA | 9/3/2025 | 3748 |
| BRL | 63300000 | USD | 10369060 | BNP Paribas SA | 10/2/2025 | 1218247 |
| BRL | 2800000 | USD | 512530 | BNP Paribas SA | 10/2/2025 | 21 |
| BRL | 1700000 | USD | 306768 | BNP Paribas SA | 10/2/2025 | 4424 |
| BRL | 1700000 | USD | 310123 | BNP Paribas SA | 10/2/2025 | 1069 |
| BRL | 3553746 | USD | 650000 | Bank of America NA | 10/2/2025 | 527 |
| BRL | 55325317 | USD | 9811715 | Goldman Sachs Bank USA | 10/2/2025 | 315796 |
| BRL | 3615982 | USD | 660000 | Goldman Sachs Bank USA | 10/2/2025 | 1919 |
| BRL | 6900000 | USD | 1245195 | Goldman Sachs Bank USA | 10/2/2025 | 17876 |
| BRL | 6900000 | USD | 1249310 | Goldman Sachs Bank USA | 10/2/2025 | 13762 |
| BRL | 32453279 | USD | 5933392 | JPMorgan Chase Bank NA | 10/2/2025 | 7305 |
| CAD | 16326771 | USD | 11797618 | JPMorgan Chase Bank NA | 9/2/2025 | 90663 |
| CAD | 14806 | USD | 10690 | UBS AG | 9/2/2025 | 91 |
| CHF | 1005920 | USD | 1250583 | BNP Paribas SA | 9/2/2025 | 6581 |
| CHF | 1015180 | USD | 1253550 | Citibank NA | 9/2/2025 | 15187 |
| CHF | 1319000 | USD | 1644784 | UBS AG | 9/2/2025 | 3657 |
| CHF | 3322371 | USD | 4143016 | Barclays Bank PLC | 10/2/2025 | 24063 |
| EUR | 1467000 | USD | 1708611 | Citibank NA | 9/2/2025 | 7633 |
| EUR | 2099000 | USD | 2456275 | JPMorgan Chase Bank NA | 9/2/2025 | (655) |
| EUR | 44862 | USD | 52051 | JPMorgan Chase Bank NA | 9/2/2025 | 433 |
| GBP | 1179000 | USD | 1588780 | BNP Paribas SA | 9/2/2025 | 4757 |
| GBP | 1864000 | USD | 2503132 | JPMorgan Chase Bank NA | 9/2/2025 | 16250 |
| GBP | 3043000 | USD | 4091530 | Barclays Bank PLC | 10/2/2025 | 22528 |
| GBP | 792000 | USD | 1069708 | UBS AG | 10/2/2025 | 1056 |
| IDR | 11387649401 | USD | 690391 | BNP Paribas SA | 9/17/2025 | 8 |
| IDR | 14017716147 | USD | 855819 | BNP Paribas SA | 9/17/2025 | (5967) |
| IDR | 9570419552 | USD | 583406 | Barclays Bank PLC | 9/17/2025 | (3180) |
| IDR | 6031991497 | USD | 367788 | Goldman Sachs Bank USA | 9/17/2025 | (2086) |
| IDR | 16829357166 | USD | 1031337 | Goldman Sachs Bank USA | 9/17/2025 | (11024) |
| IDR | 23224844783 | USD | 1423658 | JPMorgan Chase Bank NA | 9/17/2025 | (15605) |
| IDR | 1957911726 | USD | 118710 | JPMorgan Chase Bank NA | 9/17/2025 | (7) |
| IDR | 58721630000 | USD | 3590000 | Barclays Bank PLC | 9/26/2025 | (30471) |
| IDR | 11205281395 | USD | 677978 | Goldman Sachs Bank USA | 10/15/2025 | 984 |
| ILS | 1009000 | USD | 300085 | Bank of America NA | 10/15/2025 | 2297 |
| ILS | 2581601 | USD | 755561 | Deutsche Bank AG | 10/15/2025 | 18103 |
| ILS | 1039000 | USD | 309467 | JPMorgan Chase Bank NA | 10/15/2025 | 1904 |
| ILS | 259213 | USD | 75749 | UBS AG | 10/15/2025 | 1933 |
| ILS | 400000 | USD | 120476 | Citibank NA | 11/13/2025 | (561) |
| ILS | 403000 | USD | 120310 | Citibank NA | 11/13/2025 | 505 |
| INR | 504369830 | USD | 5752262 | Citibank NA | 9/17/2025 | (32808) |
| INR | 66828369 | USD | 762598 | Citibank NA | 9/17/2025 | (4778) |
| INR | 33545530 | USD | 383000 | Citibank NA | 9/17/2025 | (2600) |
| INR | 78494279 | USD | 892381 | JPMorgan Chase Bank NA | 9/17/2025 | (2271) |
| INR | 76494831 | USD | 871309 | JPMorgan Chase Bank NA | 9/17/2025 | (3873) |
| INR | 78352158 | USD | 891906 | JPMorgan Chase Bank NA | 9/17/2025 | (3408) |
| INR | 560077110 | USD | 6390000 | Barclays Bank PLC | 9/26/2025 | (41429) |
| INR | 68005287 | USD | 778529 | Citibank NA | 10/17/2025 | (8492) |
| INR | 75652485 | USD | 861316 | Citibank NA | 10/17/2025 | (4688) |
| INR | 75255966 | USD | 854395 | Citibank NA | 10/17/2025 | (2257) |
| INR | 67670168 | USD | 771170 | Goldman Sachs Bank USA | 10/17/2025 | (4927) |
| JPY | 635466942 | USD | 4299241 | BNP Paribas SA | 9/2/2025 | 24987 |
| JPY | 549051141 | USD | 3723100 | Bank of America NA | 9/2/2025 | 13086 |
| JPY | 615356322 | USD | 4128337 | Bank of America NA | 9/2/2025 | 59042 |
| JPY | 1048374715 | USD | 7145377 | Bank of America NA | 10/2/2025 | 11594 |
| JPY | 568124373 | USD | 3870558 | Barclays Bank PLC | 10/2/2025 | 7874 |
| JPY | 177492600 | USD | 1208408 | Barclays Bank PLC | 10/2/2025 | 3286 |
| KRW | 343758615 | USD | 248195 | UBS AG | 9/17/2025 | (401) |
| KRW | 304684821 | USD | 219984 | UBS AG | 9/17/2025 | (355) |
| KRW | 876600938 | USD | 630000 | Goldman Sachs Bank USA | 9/29/2025 | 2289 |
| KRW | 876323700 | USD | 630000 | JPMorgan Chase Bank NA | 9/30/2025 | 2123 |
| MXN | 5981000 | USD | 318403 | BNP Paribas SA | 9/17/2025 | 1570 |
| MXN | 11388000 | USD | 611079 | Bank of America NA | 9/17/2025 | (1841) |
| MXN | 27664000 | USD | 1479827 | Bank of America NA | 9/17/2025 | 151 |
| MXN | 47233000 | USD | 2470061 | Bank of America NA | 9/17/2025 | 56826 |
| MXN | 3245000 | USD | 171873 | Bank of America NA | 9/17/2025 | 1729 |
| MXN | 2433000 | USD | 129497 | Goldman Sachs Bank USA | 9/17/2025 | 664 |
| NOK | 3118690 | USD | 306406 | UBS AG | 9/2/2025 | 3845 |
| PEN | 9488953 | USD | 2559394 | Bank of America NA | 9/17/2025 | 125691 |
| PLN | 4116760 | USD | 1125361 | BNP Paribas SA | 9/17/2025 | 4219 |
| PLN | 10862000 | USD | 2980552 | Bank of America NA | 9/17/2025 | (175) |
| PLN | 4747901 | USD | 1282436 | Deutsche Bank AG | 9/17/2025 | 20320 |
| PLN | 4713487 | USD | 1270396 | UBS AG | 9/17/2025 | 22917 |
| SEK | 6115000 | USD | 637736 | JPMorgan Chase Bank NA | 9/2/2025 | 8362 |
| SEK | 6090000 | USD | 644095 | Barclays Bank PLC | 10/2/2025 | 549 |
| SGD | 2309775 | USD | 1792608 | Bank of America NA | 9/2/2025 | 7544 |
| THB | 14541975 | USD | 450000 | Goldman Sachs Bank USA | 10/20/2025 | 2046 |
| THB | 14535990 | USD | 450000 | UBS AG | 10/20/2025 | 1860 |
| TRY | 4480675 | USD | 106494 | Barclays Bank PLC | 9/4/2025 | 2304 |
| TRY | 23211282 | USD | 550552 | Barclays Bank PLC | 9/9/2025 | 10577 |
| TRY | 50510843 | USD | 1197479 | Barclays Bank PLC | 9/12/2025 | 20382 |
| TRY | 121539410 | USD | 2859145 | Barclays Bank PLC | 9/30/2025 | 24616 |
| TRY | 4674291 | USD | 108539 | Barclays Bank PLC | 10/21/2025 | 317 |
| TRY | 4662895 | USD | 108274 | Barclays Bank PLC | 10/21/2025 | 317 |
| TRY | 4486207 | USD | 104236 | Barclays Bank PLC | 10/22/2025 | 147 |
| TRY | 8169300 | USD | 174000 | Barclays Bank PLC | 12/17/2025 | 7715 |
| TWD | 15225508 | USD | 501995 | Citibank NA | 10/20/2025 | (1992) |
| TWD | 14231721 | USD | 466675 | Citibank NA | 10/20/2025 | 692 |
| TWD | 4722322 | USD | 155498 | JPMorgan Chase Bank NA | 10/20/2025 | (418) |
| USD | 5338710 | AUD | 8184000 | BNP Paribas SA | 9/2/2025 | (17309) |
| USD | 740697 | AUD | 1147000 | Barclays Bank PLC | 9/2/2025 | (9957) |
| USD | 3862797 | AUD | 5947000 | UBS AG | 9/2/2025 | (29218) |
| USD | 487957 | AUD | 754000 | UBS AG | 9/2/2025 | (5499) |
| USD | 10480952 | AUD | 16032000 | Citibank NA | 10/2/2025 | (16529) |
| USD | 491984 | AUD | 754000 | JPMorgan Chase Bank NA | 10/2/2025 | (1723) |
| USD | 331080 | BRL | 1796572 | Bank of America NA | 9/3/2025 | (278) |
| USD | 5923525 | BRL | 32143416 | Barclays Bank PLC | 9/3/2025 | (4971) |
| USD | 2839000 | BRL | 15476525 | Citibank NA | 9/3/2025 | (15473) |
| USD | 5933392 | BRL | 32218317 | JPMorgan Chase Bank NA | 9/3/2025 | (8919) |
| USD | 1051351 | BRL | 5810713 | Citibank NA | 10/2/2025 | (12322) |
| USD | 19067187 | BRL | 117300000 | Goldman Sachs Bank USA | 10/2/2025 | (2405026) |
| USD | 10651 | BRL | 58107 | JPMorgan Chase Bank NA | 10/2/2025 | 14 |
| USD | 525758 | BRL | 3000000 | BNP Paribas SA | 4/2/2026 | (4662) |
| USD | 311112 | BRL | 1800000 | BNP Paribas SA | 4/2/2026 | (7140) |
| USD | 314328 | BRL | 1800000 | BNP Paribas SA | 4/2/2026 | (3924) |
| USD | 1279104 | BRL | 7400000 | Goldman Sachs Bank USA | 4/2/2026 | (29264) |
| USD | 1283302 | BRL | 7400000 | Goldman Sachs Bank USA | 4/2/2026 | (25066) |
| USD | 10704822 | BRL | 63100000 | JPMorgan Chase Bank NA | 4/2/2026 | (451670) |
| USD | 7567227 | CAD | 10428319 | JPMorgan Chase Bank NA | 9/2/2025 | (26118) |
| USD | 4284641 | CAD | 5922000 | UBS AG | 9/2/2025 | (27442) |
| USD | 11797618 | CAD | 16303530 | JPMorgan Chase Bank NA | 10/2/2025 | (90325) |
| USD | 10690 | CAD | 14785 | UBS AG | 10/2/2025 | (90) |
| USD | 4143016 | CHF | 3334714 | Barclays Bank PLC | 9/2/2025 | (24595) |
| USD | 148832 | CHF | 120000 | Barclays Bank PLC | 9/2/2025 | (1140) |
| USD | 142964 | CHF | 114318 | Goldman Sachs Bank USA | 10/2/2025 | (419) |
| USD | 151681 | CHF | 121000 | JPMorgan Chase Bank NA | 10/2/2025 | (83) |
| USD | 322116 | CNY | 2310651 | BNP Paribas SA | 9/15/2025 | (2253) |
| USD | 2004023 | CNY | 14367576 | BNP Paribas SA | 9/15/2025 | (12901) |
| USD | 3678786 | CNY | 26390513 | Citibank NA | 9/15/2025 | (25921) |
| USD | 746931 | CNY | 5351917 | Citibank NA | 9/15/2025 | (4373) |
| USD | 6427826 | CNY | 45910000 | Deutsche Bank AG | 9/15/2025 | (17032) |
| USD | 2646505 | CNY | 18974382 | JPMorgan Chase Bank NA | 9/15/2025 | (17124) |
| USD | 1849276 | EUR | 1590000 | Bank of America NA | 9/2/2025 | (10865) |
| USD | 15484010 | EUR | 13272000 | Bank of America NA | 9/2/2025 | (42903) |
| USD | 2389914 | EUR | 2044000 | Barclays Bank PLC | 9/2/2025 | (1362) |
| USD | 28023735 | EUR | 23997772 | Citibank NA | 9/2/2025 | (51259) |
| USD | 1259691 | EUR | 1074000 | Citibank NA | 9/2/2025 | 3218 |
| USD | 44871456 | EUR | 38366910 | JPMorgan Chase Bank NA | 10/2/2025 | (97663) |
| USD | 4090401 | GBP | 3043000 | Barclays Bank PLC | 9/2/2025 | (22518) |
| USD | 2027 | IDR | 33069086 | Barclays Bank PLC | 9/17/2025 | 22 |
| USD | 5960 | IDR | 96800277 | Citibank NA | 9/17/2025 | 91 |
| USD | 677978 | IDR | 11196806670 | Goldman Sachs Bank USA | 9/17/2025 | (851) |
| USD | 1080000 | IDR | 17636400000 | Goldman Sachs Bank USA | 9/29/2025 | 10987 |
| USD | 1070000 | IDR | 17531950000 | BNP Paribas SA | 9/30/2025 | 7353 |
| USD | 775388 | ILS | 2580336 | UBS AG | 10/15/2025 | 2103 |
| USD | 690114 | ILS | 2308675 | UBS AG | 10/15/2025 | (1758) |
| USD | 603912 | ILS | 2038000 | Bank of America NA | 11/13/2025 | (7059) |
| USD | 755561 | ILS | 2580279 | Deutsche Bank AG | 11/13/2025 | (17979) |
| USD | 75749 | ILS | 259082 | UBS AG | 11/13/2025 | (1921) |
| USD | 778529 | INR | 67891621 | Citibank NA | 9/17/2025 | 8651 |
| USD | 861316 | INR | 75534054 | Citibank NA | 9/17/2025 | 4775 |
| USD | 854395 | INR | 75135496 | Citibank NA | 9/17/2025 | 2373 |
| USD | 771170 | INR | 67562204 | Goldman Sachs Bank USA | 9/17/2025 | 5028 |
| USD | 216971 | KRW | 300465725 | Barclays Bank PLC | 9/17/2025 | 384 |
| USD | 1773287 | KRW | 2453182969 | Deutsche Bank AG | 9/17/2025 | 4937 |
| USD | 764498 | KRW | 1060641590 | Deutsche Bank AG | 9/17/2025 | (54) |
| USD | 754162 | KRW | 1047576268 | JPMorgan Chase Bank NA | 9/17/2025 | (972) |
| USD | 2170000 | KRW | 3015301800 | Bank of America NA | 9/26/2025 | (4581) |
| USD | 40013 | MXN | 752000 | Bank of America NA | 9/17/2025 | (218) |
| USD | 109032 | MXN | 2093000 | Bank of America NA | 9/17/2025 | (2940) |
| USD | 821658 | MXN | 15841241 | Deutsche Bank AG | 9/17/2025 | (25822) |
| USD | 1227876 | MXN | 22875000 | Goldman Sachs Bank USA | 9/17/2025 | 4102 |
| USD | 139001 | MXN | 2633000 | JPMorgan Chase Bank NA | 9/17/2025 | (1860) |
| USD | 4598498 | MXN | 89143032 | UBS AG | 9/17/2025 | (170505) |
| USD | 39135 | MXN | 743000 | Goldman Sachs Bank USA | 12/17/2025 | (232) |
| USD | 148636 | MXN | 2833427 | UBS AG | 12/17/2025 | (1489) |
| USD | 326835 | NOK | 3370437 | Bank of America NA | 9/2/2025 | (8460) |
| USD | 24965 | NOK | 252147 | Citibank NA | 10/2/2025 | (124) |
| USD | 306406 | NOK | 3118199 | UBS AG | 10/2/2025 | (3850) |
| USD | 488866 | NZD | 817784 | BNP Paribas SA | 9/2/2025 | 6414 |
| USD | 480146 | NZD | 817784 | Deutsche Bank AG | 10/2/2025 | (2810) |
| USD | 669000 | PEN | 2386858 | Bank of America NA | 9/17/2025 | (6408) |
| USD | 3851655 | PEN | 14070096 | Barclays Bank PLC | 9/17/2025 | (129753) |
| USD | 10450826 | PEN | 37809000 | Deutsche Bank AG | 9/17/2025 | (247969) |
| USD | 1962570 | PEN | 7162203 | Deutsche Bank AG | 9/22/2025 | (63829) |
| USD | 197128 | PEN | 702249 | Barclays Bank PLC | 10/7/2025 | (1478) |
| USD | 859085 | PEN | 3153187 | Barclays Bank PLC | 11/10/2025 | (31950) |
| USD | 1557230 | PEN | 5702577 | Citibank NA | 11/28/2025 | (53563) |
| USD | 732183 | PEN | 2710175 | Citibank NA | 12/5/2025 | (33223) |
| USD | 366091 | PEN | 1355452 | Citibank NA | 12/5/2025 | (16715) |
| USD | 463079 | PEN | 1702741 | Goldman Sachs Bank USA | 12/12/2025 | (17719) |
| USD | 3980333 | PEN | 14254370 | Deutsche Bank AG | 1/26/2026 | (39807) |
| USD | 867436 | PLN | 3171707 | Barclays Bank PLC | 10/15/2025 | (2448) |
| USD | 571631 | PLN | 2100642 | JPMorgan Chase Bank NA | 10/15/2025 | (4499) |
| USD | 430340 | SEK | 4220000 | BNP Paribas SA | 9/2/2025 | (15537) |
| USD | 677843 | SEK | 6450000 | Bank of America NA | 9/2/2025 | (3651) |
| USD | 630206 | SEK | 6088017 | Citibank NA | 9/2/2025 | (13041) |
| USD | 1121238 | SEK | 10612954 | Barclays Bank PLC | 10/2/2025 | (2174) |
| USD | 1686379 | SGD | 2181947 | BNP Paribas SA | 9/2/2025 | (14148) |
| USD | 1851017 | SGD | 2364508 | Bank of America NA | 9/2/2025 | 8208 |
| USD | 889437 | SGD | 1142408 | Barclays Bank PLC | 9/2/2025 | (913) |
| USD | 3623473 | SGD | 4648000 | Citibank NA | 9/2/2025 | 996 |
| USD | 1616571 | SGD | 2082000 | Citibank NA | 9/2/2025 | (6062) |
| USD | 408032 | SGD | 529000 | Goldman Sachs Bank USA | 9/2/2025 | (4251) |
| USD | 326342 | SGD | 415655 | UBS AG | 9/2/2025 | 2396 |
| USD | 1626216 | SGD | 2083695 | BNP Paribas SA | 10/2/2025 | (1637) |
| USD | 1792608 | SGD | 2304290 | Bank of America NA | 10/2/2025 | (7581) |
| USD | 8600796 | SGD | 11008975 | Citibank NA | 10/2/2025 | 213 |
| USD | 223241 | THB | 7203626 | Citibank NA | 10/20/2025 | (688) |
| USD | 354368 | THB | 11431000 | Citibank NA | 10/20/2025 | (971) |
| USD | 12894 | TRY | 553750 | Barclays Bank PLC | 10/17/2025 | (48) |
| USD | 174000 | TRY | 8169300 | UBS AG | 12/17/2025 | (7715) |
| USD | 5150000 | TWD | 156894750 | Barclays Bank PLC | 9/26/2025 | 7927 |
| USD | 250000 | TWD | 7626075 | BNP Paribas SA | 9/30/2025 | (19) |
| USD | 250000 | TWD | 7621000 | Goldman Sachs Bank USA | 9/30/2025 | 147 |
| USD | 1035689 | TWD | 30801391 | BNP Paribas SA | 10/20/2025 | 24176 |
| USD | 975295 | TWD | 29085251 | BNP Paribas SA | 10/20/2025 | 20140 |
| USD | 812324 | TWD | 24101653 | Citibank NA | 10/20/2025 | 20830 |
| USD | 1763811 | TWD | 52423991 | Citibank NA | 10/20/2025 | 42216 |
| USD | 1087905 | TWD | 32376053 | Citibank NA | 10/20/2025 | 24681 |
| USD | 922151 | TWD | 27219131 | Citibank NA | 10/20/2025 | 28279 |
| USD | 1077887 | TWD | 31786888 | Citibank NA | 10/20/2025 | 34011 |
| USD | 97513 | TWD | 2904920 | Citibank NA | 10/20/2025 | 2116 |
| USD | 545000 | TWD | 16591435 | JPMorgan Chase Bank NA | 10/20/2025 | 140 |
| USD | 501995 | TWD | 15136655 | Citibank NA | 12/15/2025 | 2822 |
| USD | 466675 | TWD | 14147719 | Citibank NA | 12/15/2025 | 115 |
| USD | 4877346 | ZAR | 85929570 | Citibank NA | 9/18/2025 | 10964 |
| USD | 3958250 | ZAR | 69630961 | Deutsche Bank AG | 9/18/2025 | 14895 |
| USD | 3958250 | ZAR | 69701418 | Deutsche Bank AG | 9/18/2025 | 10904 |
| USD | 3746861 | ZAR | 66365000 | Goldman Sachs Bank USA | 9/18/2025 | (11536) |
| USD | 579916 | ZAR | 10296000 | Goldman Sachs Bank USA | 9/18/2025 | (3169) |
| USD | 6645650 | ZAR | 117207410 | JPMorgan Chase Bank NA | 9/18/2025 | 7935 |
| ZAR | 13034000 | USD | 741065 | Bank of America NA | 9/18/2025 | (2920) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(2008960)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 2701563 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (4710523) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(1) | Maturity <br> Date | Clearinghouse / <br> Counterparty(4) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(2)(3) | Notional<br> Amount(2)(3) | Value ($)(1) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(5) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| iTraxx Crossover Series 42 V2 Index | NR | 12/20/2029 | BNP Paribas SA | 5% | Quarterly | EUR | 12853189 | 2798084 | (2295899) | 502185 |
| Turkish Republic 11.875% 1/15/2030 | Ba3 | 12/20/2025 | Barclays Bank PLC | 1% | Quarterly |  | 900000 | 3028 | (533) | 2495 |
| iTraxx Crossover Series 42 V2 Index | NR | 12/20/2029 | Bank of America NA | 5% | Quarterly | EUR | 10437176 | 2272128 | (1772987) | 499141 |
| iTraxx Crossover Series 42 V2 Index | NR | 12/20/2029 | JPMorgan Chase Bank NA | 5% | Quarterly | EUR | 8697646 | 1893440 | (1610439) | 283001 |
| Kingdom of Saudi Arabia 4.75% 1/16/2030 | Aa3 | 6/20/2035 | JPMorgan Chase Bank NA | 1% | Quarterly |  | 2800000 | 14387 | (22841) | (8454) |
| iTraxx Crossover Series 42 V2 Index | NR | 12/20/2029 | Goldman Sachs International | 5% | Quarterly | EUR | 2899215 | 631147 | (519177) | 111970 |
| SoftBank Group Corp 2.84% 12/14/2029 | NR | 6/20/2026 | Goldman Sachs International | 1% | Quarterly |  | 100000 | 295 | 388 | 683 |
| 5Y CDX NA IG Series 44 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 30900000 | (5412) | 0 | (5412) |
| 5Y CDX NA HY Series 43 Index | NR | 12/20/2029 | ICE | 5% | Quarterly |  | 2560000 | 14152 | 0 | 14152 |
|  | NR | 12/20/2025 | ICE | 1% | Quarterly | EUR | 500000 | (1066) | 0 | (1066) |
| 5Y CDX NA HY Series 44 Index | NR | 6/20/2030 | ICE | 5% | Quarterly |  | 4300000 | 129397 | 0 | 129397 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **7749580** | **(6221488)** | **1528092** |

---

(1)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(2)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(3)Notional amount is stated in U.S. Dollars unless otherwise noted.

(4)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

(5)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(3) | Maturity<br> Date | Notional<br> Amount(2) | Notional<br> Amount(2) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(4) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| 28D TIIE(1) | Monthly | 9.43% | Monthly | CME | 12/25/2025 | MXN | 10700000 | (2597) | 0 | (2597) |
| 28D TIIE(1) | Monthly | 9.39% | Monthly | CME | 12/12/2025 | MXN | 12200000 | (2623) | 0 | (2623) |
| 1D TIIE(1) | Monthly | 9.39% | Monthly | CME | 11/3/2034 | MXN | 12200000 | (49843) | 0 | (49843) |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | CME | 12/18/2029 |  | 104600000 | (483131) | 0 | (483131) |
| U.S. SOFR Index(1) | Annual | 3.5% | Annual | CME | 12/18/2054 |  | 17310000 | 890688 | 0 | 890688 |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | CME | 12/18/2034 |  | 61510000 | 32180 | 0 | 32180 |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | CME | 12/18/2044 |  | 260000 | 27342 | 0 | 27342 |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | CME | 12/18/2026 |  | 11690000 | 170777 | 0 | 170777 |
| 6M WIBID(1) | Semi-Annual | 4.93% | Annual | CME | 7/25/2029 | PLN | 6800000 | (50994) | 0 | (50994) |
| 1D TIIE(1) | Monthly | 9.43% | Monthly | CME | 10/19/2034 | MXN | 10700000 | (44727) | 0 | (44727) |
| 1D TIIE(1) | Annual | 9% | Annual | CME | 3/1/2029 | MXN | 82100000 | (68768) | 0 | (68768) |
| U.S. SOFR Index(1) | Annual | 3.25% | Annual | CME | 3/19/2032 |  | 24960000 | (946483) | 0 | (946483) |
| U.S. SOFR Index(1) | Annual | 3% | Annual | CME | 3/19/2027 |  | 11680000 | (69688) | 0 | (69688) |
| U.S. SOFR Index(1) | Annual | 3.25% | Annual | CME | 3/19/2055 |  | 30710000 | 611616 | 0 | 611616 |
| U.S. SOFR Index(1) | Annual | 3.25% | Annual | CME | 3/19/2035 |  | 19940000 | (630721) | 0 | (630721) |
| U.S. SOFR Index(1) | Annual | 3.75157% | Annual | CME | 11/15/2048 |  | 7030000 | (43840) | 0 | (43840) |
| 7.76% | Monthly | 1D TIIE(1) | Monthly | CME | 3/1/2029 | MXN | 9500000 | 6782 | 0 | 6782 |
| 8.27% | Monthly | 1D TIIE(1) | Monthly | CME | 3/7/2035 | MXN | 26800000 | 5231 | 0 | 5231 |
| 13.32% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/2/2029 | BRL | 2200000 | 720 | 0 | 720 |
| 13.9271% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/4/2027 | BRL | 37800000 | (14547) | 0 | (14547) |
| 13.9255% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/4/2027 | BRL | 4000000 | (1528) | 0 | (1528) |
| 13.2914% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/2/2029 | BRL | 28300000 | 6507 | 0 | 6507 |
| 14.0087% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/4/2027 | BRL | 7800000 | (1502) | 0 | (1502) |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | CME | 9/17/2035 |  | 57560000 | (722855) | 0 | (722855) |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | CME | 9/17/2032 |  | 6020000 | (37767) | 0 | (37767) |
| 3.75% | Annual | U.S. SOFR Index(1) | Annual | CME | 9/17/2030 |  | 11200000 | 133679 | 0 | 133679 |
| 3M JIBAR(1) | Quarterly | 7.205% | Quarterly | CME | 2/28/2031 | ZAR | 56300000 | 2391 | 0 | 2391 |
| 4.5% | Semi-Annual | 6M BBSW(1) | Semi-Annual | LCH | 9/20/2033 | AUD | 25470000 | 336529 | 0 | 336529 |
| 3.5% | Annual | SONIA(1) | Annual | LCH | 3/9/2035 | GBP | 10020000 | (56009) | 0 | (56009) |
| 3.481% | Annual | U.S. SOFR Index(1) | Annual | LCH | 10/29/2034 |  | 900000 | (10622) | 0 | (10622) |
| 3.465% | Annual | U.S. SOFR Index(1) | Annual | LCH | 10/30/2034 |  | 200000 | (2610) | 0 | (2610) |
| 3.515% | Annual | U.S. SOFR Index(1) | Annual | LCH | 11/6/2034 |  | 1600000 | (14831) | 0 | (14831) |
| 3.865% | Annual | U.S. SOFR Index(1) | Annual | LCH | 11/20/2034 |  | 2000000 | 35987 | 0 | 35987 |
| 6M EURIBOR(1) | Semi-Annual | 2.4% | Annual | LCH | 2/12/2035 | EUR | 400000 | 8918 | 0 | 8918 |
| U.S. SOFR Index(1) | Annual | 4% | Annual | LCH | 2/26/2035 |  | 650000 | (18036) | 0 | (18036) |
| U.S. SOFR Index(1) | Annual | 3.89% | Annual | LCH | 3/3/2035 |  | 350000 | (6585) | 0 | (6585) |
| U.S. SOFR Index(1) | Annual | 3.9075% | Annual | LCH | 3/4/2035 |  | 800000 | (16182) | 0 | (16182) |
| U.S. SOFR Index(1) | Annual | 3.87% | Annual | LCH | 3/5/2035 |  | 800000 | (13765) | 0 | (13765) |
| 2.42% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 3/7/2035 | EUR | 500000 | (10417) | 0 | (10417) |
| U.S. SOFR Index(1) | Annual | 3.905% | Annual | LCH | 3/12/2035 |  | 700000 | (13970) | 0 | (13970) |
| 2.46% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 3/13/2035 | EUR | 500000 | (8788) | 0 | (8788) |
| 3.5% | Annual | U.S. SOFR Index(1) | Annual | LCH | 9/17/2055 |  | 18960000 | (261427) | 0 | (261427) |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | LCH | 9/17/2035 |  | 36400000 | (189258) | 0 | (189258) |
| U.S. SOFR Index(1) | Annual | 3.93% | Annual | LCH | 3/24/2035 |  | 2200000 | (48040) | 0 | (48040) |
| 2.61% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 3/24/2035 | EUR | 400000 | (1611) | 0 | (1611) |
| U.S. SOFR Index(1) | Annual | 3.884% | Annual | LCH | 3/25/2035 |  | 700000 | (12677) | 0 | (12677) |
| US CPI Urban Consumer NSA Index(1) | At Maturity | 2.5025% | At Maturity | LCH | 3/25/2030 |  | 14780000 | 131029 | 0 | 131029 |
| US CPI Urban Consumer NSA Index(1) | At Maturity | 2.515% | At Maturity | LCH | 3/27/2030 |  | 20100000 | 162633 | 0 | 162633 |
| 2.52% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 3/27/2035 | EUR | 400000 | (4891) | 0 | (4891) |
| 6M EURIBOR(1) | Semi-Annual | 2.4% | Annual | LCH | 4/9/2030 | EUR | 1800000 | (8773) | 0 | (8773) |
| 6M EURIBOR(1) | Semi-Annual | 2.51% | Annual | LCH | 4/9/2035 | EUR | 300000 | 4121 | 0 | 4121 |
| 6M EURIBOR(1) | Semi-Annual | 2.55% | Annual | LCH | 4/16/2035 | EUR | 300000 | 3053 | 0 | 3053 |
| 6M EURIBOR(1) | Semi-Annual | 2.35% | Annual | LCH | 4/29/2030 | EUR | 900000 | (2385) | 0 | (2385) |
| 6M EURIBOR(1) | Semi-Annual | 2.45% | Annual | LCH | 5/5/2035 | EUR | 200000 | 4043 | 0 | 4043 |
| 3.75% | Annual | U.S. SOFR Index(1) | Annual | LCH | 5/7/2035 |  | 2500000 | 16768 | 0 | 16768 |
| 4.5% | Semi-Annual | 6M BBSW(1) | Semi-Annual | LCH | 6/18/2035 | AUD | 12800000 | (10483) | 0 | (10483) |
| 4.04638% | Annual | U.S. SOFR Index(1) | Annual | LCH | 11/15/2052 |  | 7100000 | (51266) | 0 | (51266) |
| 4.053542% | Annual | U.S. SOFR Index(1) | Annual | LCH | 11/15/2052 |  | 7390000 | (44600) | 0 | (44600) |
| 3.75% | Annual | SONIA(1) | Annual | LCH | 9/17/2030 | GBP | 79200000 | (9083) | 0 | (9083) |
| 2.5% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 3/18/2031 | EUR | 370000 | 529 | 0 | 529 |
| SONIA(1) | Annual | 4.5% | Annual | LCH | 9/17/2055 | GBP | 4800000 | 6260794 | 0 | 6260794 |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  |  | **4864394** | **0** | **4864394** |

---

(1)Represents floating rate.

(2)Notional amount is stated in U.S. Dollars unless otherwise noted.

(3)Swaps with CME Group (CME) and LCH Clearnet Group (LCH) are centrally cleared swaps.

(4)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| Underlying Reference | Pay/<br> Receive<br> Reference | Reference<br> Payment<br> Frequency | Financing<br> Rate | Financing<br> Frequency | Counterparty | Maturity<br> Date | Units | Notional<br> Amount | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| S&P 500 Index | Receives | Periodic | Us Fed Fund Daily Rate plus 72 basis points | Periodic | Canadian Imperial Bank of Commerce | 1/7/2026 | 3262 | 45734741 | 740813 | 0 | 740813 |
| S&P 500 Index | Receives | Periodic | Us Fed Fund Daily Rate plus 72 basis points | Periodic | Canadian Imperial Bank of Commerce | 1/7/2026 | 13792 | 193370184 | 3132218 | 0 | 3132218 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 40 basis points | Periodic | Canadian Imperial Bank of Commerce | 9/24/2025 | 21117 | 296070054 | 4867702 | 0 | 4867702 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 45 basis points | Periodic | Canadian Imperial Bank of Commerce | 10/1/2025 | 1092 | 15310342 | 251843 | 0 | 251843 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 43 basis points | Periodic | Citibank NA | 11/21/2025 | 841 | 11791207 | 193575 | 0 | 193575 |
| S&P 500 Index | Receives | Periodic | Us Fed Fund Daily Rate plus 82 basis points | Periodic | Royal Bank of Canada | 10/15/2025 | 3998 | 56053799 | 903446 | 0 | 903446 |
| S&P 500 Index | Receives | Periodic | Us Fed Fund Daily Rate plus 82 basis points | Periodic | Royal Bank of Canada | 10/15/2025 | 3903 | 54721855 | 881979 | 0 | 881979 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 55 basis points | Periodic | Royal Bank of Canada | 4/8/2026 | 1078 | 15114056 | 246665 | 0 | 246665 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 53 basis points | Periodic | Royal Bank of Canada | 1/16/2026 | 1057 | 14819626 | 242098 | 0 | 242098 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 62 basis points | Periodic | Royal Bank of Canada | 1/7/2026 | 1092 | 15310342 | 249773 | 0 | 249773 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 42 basis points | Periodic | Goldman Sachs International | 10/17/2025 | 841 | 11791207 | 193670 | 0 | 193670 |
| S&P 500 Index | Receives | Periodic | U.s. Sofr Index plus 40 basis points | Periodic | Goldman Sachs International | 9/19/2025 | 841 | 11791207 | 193860 | 0 | 193860 |
| **TOTAL RETURN SWAPS** |  |  |  |  |  |  |  |  | **12097642** | **0** | **12097642** |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| BRL | - | Brazilian Real |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| CNY | - | Chinese (Peoples Rep) Yuan |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| IDR | - | Indonesian Rupiah |
| ILS | - | Israeli Shekel |
| INR | - | Indian Rupee |
| JPY | - | Japanese Yen |
| KRW | - | Korean Won |
| MXN | - | Mexican Peso |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| PEN | - | Peruvian New Sol |
| PLN | - | Polish Zloty |
| SEK | - | Swedish Krona |
| SGD | - | Singapore Dollar |
| THB | - | Thai Baht |
| TRY | - | New Turkish Lira |
| TWD | - | Taiwan Dollar |
| USD | - | United States Dollar |
| ZAR | - | South African Rand |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $326,130,889 or 0.4% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(f) Non-income producing.

(g) Security or a portion of the security is on loan at period end.

(h) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $31,020,148 or 0.0% of net assets.

(i) Level 3 security

(j) Affiliated Fund

(k) Zero coupon bond which is issued at a discount.

(l) Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.

(m) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(n) Security or a portion of the security is pledged as collateral for options written. At period end, the value of securities pledged amounted to $94,006,400.

(o) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(p) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $19,808,111.

(q) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(r) Investment made with cash collateral received from securities on loan.

(s) The rate quoted is the annualized seven-day yield of the fund at period end.

(t) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $2,426,229.

(u) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $6,412,540.

(v) Includes $29,697,247 of cash collateral to cover margin requirements for futures contracts.

(w) Includes $14,642,000 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** |
| **Counterparty** | **Lending Rate (%)** | **Settlement Date** | **Maturity Date** | **Repurchase Agreement**<br> **Value ($)** | **Repurchase Agreement Proceeds ($)** | **Collateralized By** | **Collateral Coupon (%)** | **Collateral Maturity Date** | **Collateral Value Received ($)** |
| BoA Securities, Inc. | 4.42 | 8/28/2025 | 8/29/2025 | 196800000 | 196896651 | U.S. Treasuries (including strips) | 2.875 | 8/15/2028 | 200958726 |
| **Total Repurchase Agreements** |  |  |  | 196800000 | 196896651 |  |  |  | 200958726 |

---

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 40571773 | 180041184 | 195607910 | 318071 | - | - | 25005047 | 25000047 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 995132029 | 1346493399 | 1346054652 | 741004 | - | - | 995570776 | 995471228 | 3.5% |
| Total | 1035703802 | 1526534583 | 1541662562 | 1059075 | - | - | 1020575823 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Blue Chip Growth Fund Class Z | 104966204 | - | - | - | - | 14936889 | 119903093 | 479977 |
| Fidelity Extended Market Index Fund | 2328152049 | - | 361215504 | - | 28267605 | 232440488 | 2227644638 | 22485562 |
| Fidelity Growth Company Fund | 3448208019 | - | - | - | - | 492979100 | 3941187119 | 88189463 |
| Fidelity Mid Cap Index Fund | 3035349 | 7561 | - | 7562 | - | 244126 | 3287036 | 89176 |
| Fidelity SAI Inflation-Focused Fund | 1185 | - | - | - | - | 91 | 1276 | 14 |
| Fidelity SAI Real Estate Index Fund | 2275090 | 12466 | - | 12466 | - | 85056 | 2372612 | 447663 |
| Fidelity SAI U.S. Large Cap Index Fund | 1436782664 | 484135007 | 828704268 | - | 22113353 | 119834080 | 1234160836 | 47947196 |
| Fidelity SAI U.S. Low Volatility Index Fund | 356160722 | - | - | - | - | 17984671 | 374145393 | 16057742 |
| Fidelity SAI U.S. Momentum Index Fund | 434556084 | 143993150 | - | - | - | 17789320 | 596338554 | 31238269 |
| Fidelity SAI U.S. Quality Index Fund | 2777181933 | 160357855 | - | - | - | 232369275 | 3169909063 | 134432106 |
| Fidelity Small Cap Growth Fund Class Z | 556977809 | - | - | - | - | 56891807 | 613869616 | 17559200 |
|  | 11448297108 | 788506039 | 1189919772 | 20028 | 50380958 | 1185554903 | 12282819236 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Commercial Paper, U.S. Treasury Obligations, Foreign Government and Government Agency Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as movements in the underlying index interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 in the hierarchy.

Options traded over-the-counter are valued using service or broker-supplied valuations and are categorized as Level 2 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

Short-term securities with remaining maturities of sixty days or less may be valued at amortized cost, which approximates fair value, and are categorized as Level 2 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. For OTC written options with upfront premiums received, the Fund is obligated to perform and therefore does not have counterparty risk. For OTC written options with premiums to be received at a future date, the maximum risk of loss from counterparty credit risk is the amount of the premium in excess of any collateral pledged by the counterparty. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used exchange-traded options to manage its exposure to the stock market.

The Fund used OTC options, such as swaptions, which are options where the underlying instrument is a swap, to manage its exposure to fluctuations in interest rates and/or potential credit events.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

Total Return Swaps: Total return swaps are agreements between counterparties to exchange cash flows, one based on a market-linked return of an individual asset or a basket of assets (i.e., an index), and the other on a fixed or floating rate. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting payment obligation, the Fund will receive a payment from or make a payment to the counterparty. The Fund entered into total return swaps to manage its commodities market exposure.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $84389061881.69

**Total Liabilities:** $2526886601.77

**Net Assets:** $81862175279.92

**Delayed Delivery Securities:** $886932373.48

**Cash Not Reported:** $45115827.17

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249668 | 5.03%                | 2.41%                | 2.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $553644933.03            | $3165444712.07                             |
| Month 2  | $388377598.11            | $1392546977.89                             |
| Month 3  | $430197937.82            | $1294294796.71                             |

### 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        |      85000 | NS      | $1928650.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXLSERVICE HOLDINGS INC                                     | EXLSERVICE HOLDINGS INC                                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     363213 | NS      | $15901465.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                | UNITED AIRLINES HOLDINGS INC                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     554245 | NS      | $58195725.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                    | DIGITAL REALTY TRUST INC                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     235140 | NS      | $39418869.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                | SOMNIGROUP INTERNATIONAL INC                                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      24900 | NS      | $2090355.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                | TAPESTRY INC                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     230643 | NS      | $23484070.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: ILS/USD settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $18103.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                           | GENERAL MOTORS CO                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    1334330 | NS      | $78178394.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F and G GLOBAL FUNDING                                      | F and G GLOBAL FUNDING 5.875% 01/16/2030 144A                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206695.95     | 0.00%             | 2030-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TR 2023-3                                      | MARLETTE FDG TR 2023-3A B 6.71% 09/15/2033 144A                                             | CUSIP: 57109RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     307359 | PA      | $307529.23     | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMDEN NATIONAL CORP                                        | CAMDEN NATIONAL CORP                                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       6790 | NS      | $277643.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12633.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THRYV HOLDINGS INC                                          | THRYV HOLDINGS INC                                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18844 | NS      | $242333.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                      | FX Forward: USD/ILS settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $2102.61       | 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        |         14 | NS      | $1276.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINSHARES INTERNATIONAL LTD                                | COINSHARES INTERNATIONAL LTD                                                                | CUSIP: N/A<br>LEI: 549300OUFYN9P5VF9D79       | Long             | EC               | CORP              | JE        |     618970 | NS      | $6579151.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2006 EQ1                               | SVHE 06-EQ1 A4 TSFR1M+50 10/36                                                              | CUSIP: 83612JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     955744 | PA      | $915314.94     | 0.00%             | 2036-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                      | LIBERTY BROADBAND CORP C                                                                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        903 | NS      | $54956.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                                     | BOSTON BEER COMPANY CL A                                                                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       7929 | NS      | $1753022.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                  | CHARTER COMMUNICATIONS INC A                                                                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     274287 | NS      | $72845141.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                        | CELSIUS HOLDINGS INC                                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     175556 | NS      | $11038961.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP INC                                            | MOVADO GROUP INC                                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       3300 | NS      | $60291.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC                                            | SKECHERS USA INC CL A                                                                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      23752 | NS      | $1498276.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                    | EBAY INC                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     760741 | NS      | $68930742.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF         | iShares Core S and P 500 ETF                                                                | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    1725862 | NS      | $1118910851.84 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA INC                                              | SHARKNINJA INC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     119747 | NS      | $14005609.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                      | FX Forward: CAD/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $90.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5750 09/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         65 | NC      | $23400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $34010.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT 5580 FC SOFR30A+110 09/25/2055                               | CUSIP: 3137HMXP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   10700000 | PA      | $10708370.61   | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HIMS and HERS HEALTH INC                                    | HIMS and HERS HEALTH INC                                                                    | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      37472 | NS      | $1586939.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.3% 12/01/2029#BZ2582                                                            | CUSIP: 3140NW2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1704000 | PA      | $1721959.14    | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHITE MOUNTAINS INS GROUP LTD                               | WHITE MOUNTAINS INS GROUP LTD                                                               | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      12063 | NS      | $22077461.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CHF settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-83.31        | -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        |     399969 | NS      | $4867622.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA SAFETY INC                                              | MSA SAFETY INC                                                                              | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      74138 | NS      | $12647942.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6230 09/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -67 | NC      | $-5192.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                                 | HOLOGIC INC                                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       1524 | NS      | $102290.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                        | DUKE ENERGY CORP NEW                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     327694 | NS      | $40139238.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                                 | CHEMED CORP                                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      75123 | NS      | $34402577.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7          | CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7 TSFR1M+51.448 07/25/2037                 | CUSIP: 12566XAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2579912 | PA      | $2050289.99    | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                               | COHERENT CORP                                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     305584 | NS      | $27646184.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 09/01/2055 #TBA                                                              | CUSIP: 01F052698<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -30000 | PA      | $-30175.78     | -0.00%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IDEAYA BIOSCIENCES INC                                      | IDEAYA BIOSCIENCES                                                                          | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      69597 | NS      | $1708606.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                 | EQUINIX INC                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     149790 | NS      | $117763400.10  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                    | WASTE MANAGEMENT INC                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      93482 | NS      | $21163389.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                 | FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A                                  | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1423916 | PA      | $1424198.88    | 0.00%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD                                   | MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A                                  | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001200.00    | 0.00%             | 2034-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                                 | FRESH DEL MONTE PRODUCE INC                                                                 | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       8655 | NS      | $314003.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| THERMO FISHER SCIENTIFIC INC                                | THERMO FISHER SCIENTIFIC INC                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     362240 | NS      | $178482892.80  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                             | LONDON STOCK EXCHANGE GRP PLC                                                               | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      18203 | NS      | $2255954.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $21.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                              | ASTRONICS CORP                                                                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       7348 | NS      | $267246.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                            | ROCHE HOLDING LTD SPON ADR                                                                  | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     261160 | NS      | $10647493.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/IDR settle 2025-09-30                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $7353.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREQUENCY ELECTRONICS INC                                   | FREQUENCY ELECTRONICS INC                                                                   | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      61129 | NS      | $1971410.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                                   | ESAB CORP                                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     196296 | NS      | $22646669.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 3.45% 02/01/2052                                              | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $130017.48     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                    | AES CORP                                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     277602 | NS      | $3758731.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                                | PENUMBRA INC                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      43102 | NS      | $11751329.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                     | SAUDI ARABIA KINGDOM OF 5.625% 01/13/2035 144A                                              | CUSIP: 80413TBL2<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    1800000 | PA      | $1890009.00    | 0.00%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.45% 03/15/2028                                    | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $750057.15     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                    | COREBRIDGE FINANCIAL INC                                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    1445779 | NS      | $50269735.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 09-17-25-10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -57560000 | NC      | $-722854.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTL AST SEC CORP MTG P-T                              | RESIDENTL AST SEC CORP MTG P-T STEP 06/25/2034                                              | CUSIP: 76110WYN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2521707 | PA      | $2324143.22    | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANTALOUPE INC                                              | CANTALOUPE INC                                                                              | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     131133 | NS      | $1425415.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAMDEN PROPERTY TRUST                                       | CAMDEN PROPERTY TRUST - REIT                                                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     170591 | NS      | $19102780.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                               | NEWS CORP NEW CL A                                                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     291525 | NS      | $8573750.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                                           | ONEMAIN HOLDINGS INC                                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     127154 | NS      | $7865746.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                                              | HOULIHAN LOKEY                                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     153068 | NS      | $30498799.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC                                                    | DOMO INC CL B                                                                               | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     782684 | NS      | $11489801.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER INC                                            | ZIPRECRUITER INC                                                                            | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     165033 | NS      | $825165.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNOPSYS INC                                                | SYNOPSYS INC                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      92026 | NS      | $55539531.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TECNOGLASS INC                                              | TECNOGLASS INC                                                                              | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |     125109 | NS      | $9080411.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ZEVRA THERAPEUTICS INC                                      | ZEVRA THERAPEUTICS INC                                                                      | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      20620 | NS      | $187023.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                                | EXELIXIS INC                                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    1201394 | NS      | $44956163.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                                | MAGNERA CORP                                                                                | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       6688 | NS      | $82931.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                           | STATE STREET CORP                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     719203 | NS      | $82686768.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                 | GARTNER INC                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      27474 | NS      | $6901194.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                    | LAMB WESTON HOLDINGS INC                                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      46489 | NS      | $2674512.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                       | COSTCO WHOLESALE CORP                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     327188 | NS      | $308642984.16  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-655.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORKIVA INC                                                 | WORKIVA INC                                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      25922 | NS      | $2131825.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                | WASHINGTON MUT MTG SECS CORP 5.5% 05/25/2035                                                | CUSIP: 9393364Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1093557 | PA      | $992170.34     | 0.00%             | 2035-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                             | MEG ENERGY CORP                                                                             | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     347000 | NS      | $7137838.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                                             | HILLENBRAND INC                                                                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       1664 | NS      | $42248.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                     | ZIMMER BIOMET HLDGS INC                                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     313568 | NS      | $33269564.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS INC                            | MIAMI INTERNATIONAL HOLDINGS INC                                                            | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      10235 | NS      | $384631.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                            | ESSENT GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      46927 | NS      | $2944199.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                      | ARCH CAPITAL GROUP LTD                                                                      | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     101200 | NS      | $9262836.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORP                                                  | BERRY PETROLEUM CORP                                                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      62900 | NS      | $210086.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                                                 | MAGNITE INC                                                                                 | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      20292 | NS      | $526577.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                 | PHILLIPS 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     228691 | NS      | $30548543.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/EUR settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3218.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: ILS/USD settle 2025-11-13                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $505.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                         | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                                  | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $327714.00     | 0.00%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INNOSPEC INC                                                | INNOSPEC INC                                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      50751 | NS      | $4445280.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HLDGS INC                                           | MEDPACE HOLDINGS INC                                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      80623 | NS      | $38337042.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                                          | BLOOMIN BRANDS INC                                                                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     171200 | NS      | $1258320.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                                          | INGLES MARKETS INC-CL A                                                                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     110888 | NS      | $7506008.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OMNICOM GROUP INC                                           | OMNICOM GROUP INC                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      51035 | NS      | $3997571.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZE INC                                                   | BRAZE INC                                                                                   | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13078 | NS      | $362260.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                | CANADIAN NATL RAILWAY CO                                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     198857 | NS      | $19245380.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA HOLDINGS INC                                          | IQVIA HOLDINGS INC                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      69688 | NS      | $13297167.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $840456.54     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                                   | BENCHMARK ELECTRONICS INC                                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      16900 | NS      | $685971.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                                      | LYONDELLBASELL INDS CLASS A                                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      28100 | NS      | $1583435.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                  | WATSCO INC                                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       4653 | NS      | $1872274.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS AUD 4.50000 09/20/23 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   25470000 | NC      | $336385.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                          | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2794891 | PA      | $2519664.33    | 0.00%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                     | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     138665 | NS      | $17769919.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                   | TEGNA INC                                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     651923 | NS      | $13820767.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVEL+LEISURE CO                                           | TRAVEL+LEISURE CO                                                                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     246300 | NS      | $15568623.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2025-FL17 LLC                                           | MF1 2025-FL17 LLC AS TSFR1M+157.2 02/18/2040 144A                                           | CUSIP: 55287HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4987499.00    | 0.01%             | 2040-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 2.96500 L 08/05/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $7110.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                    | RESIDEO TECHNOLOGIES INC                                                                    | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     111801 | NS      | $3806824.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.045% 12/01/2029#BZ2240                                                          | CUSIP: 3140NWP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2000463.40    | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU-PETROPERU SA                             | PETROLEOS DEL PERU-PETROPERU SA 5.625% 06/19/2047 REGS                                      | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1088896.00    | 0.00%             | 2047-06-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC ECAL USD VS HKD @ 7.8 GLM                                                               | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               | CORP              | US        |    4900000 | NC      | $5687.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                     | AMICUS THERAPEUTICS INC                                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     405400 | NS      | $3076986.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                       | COMMVAULT SYSTEMS INC                                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     109928 | NS      | $20517511.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                                   | MSC INDUSTRIAL DIRECT CO CL A                                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      93592 | NS      | $8444806.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BULLISH                                                     | BULLISH                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      27960 | NS      | $1650478.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                        | ALIGN TECHNOLOGY INC                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      63719 | NS      | $9045549.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                  | UNUM GROUP                                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     419000 | NS      | $29271340.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                                       | PROCTER and GAMBLE CO                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    1764421 | NS      | $277084673.84  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITECAP RESOURCES INC                                      | WHITECAP RESOURCES INC                                                                      | CUSIP: 96467A200<br>LEI: 5493000LCNZNCWCBHW56 | Long             | EC               | CORP              | CA        |    1183116 | NS      | $8908863.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| XCEL ENERGY INC                                             | XCEL ENERGY INC                                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     759249 | NS      | $54962035.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                  | NASDAQ INC                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     223252 | NS      | $21150894.48   | 0.03%             |  |  |  | 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        |     553625 | NS      | $45640845.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4996977.08    | 0.01%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                 | ENOVIS CORP                                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     124774 | NS      | $3855516.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                             | FOUR CORNERS PPTY TR INC W/I                                                                | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      65651 | NS      | $1699704.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | BNP PARIBAS SNR SE ICE                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     500000 | NC      | $-1065.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD WEALTH SOLUTIONS LTD                             | BROOKFIELD WEALTH SOLUTIONS LTD A                                                           | CUSIP: N/A<br>LEI: 9845004583U3B8E06924       | Long             | EC               | CORP              | BM        |       6152 | NS      | $404986.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LUXEXPERIENCE BV                                            | LUXEXPERIENCE BV ADR                                                                        | CUSIP: 55406W103<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    1138547 | NS      | $10565716.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ARROW ELECTRONICS INC                                       | ARROW ELECTRONICS INC                                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      99200 | NS      | $12531936.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME LOAN TR                                      | SOUNDVIEW HOME LOAN TR TSFR1M+67.448 05/25/2036                                             | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2159238 | PA      | $2108523.05    | 0.00%             | 2036-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                       | TWIST BIOSCIENCE CORP                                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      56350 | NS      | $1519759.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                                           | TUTOR PERINI CORP                                                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      27806 | NS      | $1638885.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                                | SITEONE LANDSCAPE SUPPLY INC                                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     159690 | NS      | $22873995.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Salem Street Trust                                 | Fidelity SAI U.S. Large Cap Index Fund                                                      | CUSIP: 31635V794<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   47801416 | NS      | $1230408447.66 | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A VAR 12/16/2058 144A                             | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1076546 | PA      | $1069626.03    | 0.00%             | 2058-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                   | COMPASS MINERALS INTL INC                                                                   | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      36907 | NS      | $703078.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PHIBRO ANIMAL HEALTH CORP                                   | PHIBRO ANIMAL HEALTH CORP CL A                                                              | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       4917 | NS      | $182273.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIREFLY AEROSPACE INC                                       | FIREFLY AEROSPACE INC                                                                       | CUSIP: 31816X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16605 | NS      | $753368.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-417.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALASKA AIR GROUP INC                                        | ALASKA AIR GROUP INC                                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      50244 | NS      | $3154318.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 08/25/2055                                       | CUSIP: 3137HMGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4366525 | PA      | $4379173.09    | 0.01%             | 2055-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                     | EXTRA SPACE STORAGE INC                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        984 | NS      | $141282.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIELDSTONE MTG INVT 2006 2                                  | FIELDSTONE MTG INVT 2006 2 STEP 07/25/2036                                                  | CUSIP: 31659EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3397145 | PA      | $1806540.88    | 0.00%             | 2036-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERINT SYS INC                                              | VERINT SYSTEMS INC                                                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      25489 | NS      | $519720.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGMA INC                                                   | FIGMA INC-CL A                                                                              | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       4300 | NS      | $302204.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035                                                  | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   92200000 | PA      | $4987086.50    | 0.01%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| C3.AI INC                                                   | C3.AI INC                                                                                   | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      12490 | NS      | $211205.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX CORP                                                    | CSX CORP                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    2656013 | NS      | $86346982.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                       | PLAYTIKA HOLDING CORP                                                                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      69119 | NS      | $256431.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                                             | FUTUREFUEL CORP                                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      25500 | NS      | $98940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                                       | HAEMONETICS CORP MASS                                                                       | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     167233 | NS      | $9120887.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES INC                                          | KELLY SERVICES INC CL A                                                                     | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |       4700 | NS      | $66881.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                   | CARPENTER TECHNOLOGY CORP                                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      42785 | NS      | $10306050.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                              | KKR and CO INC                                                                              | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |     890741 | NS      | $124249462.09  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                            | WESTINGHOUSE AIR BRAKE TECH CORP                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      23900 | NS      | $4624650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | IRS ZAR 7.20500 08-26-25-6Y* CME                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -56300000 | NC      | $2391.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: CHF/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $24063.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOELIS and CO                                               | MOELIS and CO CL A                                                                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     148542 | NS      | $10711363.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND REPUBLIC OF                                          | POLAND REPUBLIC OF 4.75% 07/25/2029                                                         | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    6800000 | PA      | $1866589.46    | 0.00%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 09-17-25-10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -6020000 | NC      | $-37766.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HALEON PLC                                                  | HALEON PLC SPONS ADR                                                                        | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    1183547 | NS      | $11598760.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                             | NAPCO SECURITY TECHNOLOGIES INC                                                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      75393 | NS      | $2868703.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                                            | MARKEL GROUP INC                                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       2900 | NS      | $5681274.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                                       | DELL TECHNOLOGIES INC CL C                                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     388700 | NS      | $47479705.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                       | QUEST DIAGNOSTICS INC                                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     117900 | NS      | $21415356.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-5 LTD                          | BAIN CAPITAL CREDIT CLO 2021-5 LTD A1R TSFR3M+115 10/23/2034 144A                           | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005160.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                          | ENTERPRISE FINL SVCS CORP                                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      12896 | NS      | $789751.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                 | GODADDY INC CL A                                                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      58328 | NS      | $8650625.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $5004615.01    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                 | COMMUNITY TRUST BANCORP INC                                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12295 | NS      | $718273.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                                 | HEALTHCARE REALTY TRUST INC                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     680513 | NS      | $11827315.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYCAMORE PARTNERS LLC                                       | SYCAMORE PARTNERS LLC CVR RT                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     304719 | NS      | $161501.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                | PAPA JOHNS INTL INC                                                                         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      14687 | NS      | $715403.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRPM 2024-8 LLC                                             | PRPM 2024-8 LLC 5.897% 12/25/2029 144A                                                      | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3561358 | PA      | $3562460.21    | 0.00%             | 2029-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES INC                           | ALPHA METALLURGICAL RESOURCES INC                                                           | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12902 | NS      | $1924849.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                                   | JANUS HENDERSON GROUP PLC                                                                   | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      36080 | NS      | $1599065.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC                                | BIOCRYST PHARMACEUTICALS INC                                                                | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     339441 | NS      | $2820754.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 03/25/2055                                       | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2401844 | PA      | $2400771.01    | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                    | WOLVERINE WORLD WIDE INC                                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     441103 | NS      | $14088829.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                           | U-HAUL HOLDING CO                                                                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       4900 | NS      | $281995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SHELL PLC                                                   | SHELL PLC SPONS ADR                                                                         | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     429206 | NS      | $31709739.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                                 | CERENCE INC                                                                                 | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        100 | NS      | $1053.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                     | AMERIQUEST MTG SECS INC STEP 07/25/2034                                                     | CUSIP: 03072SRY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1488647 | PA      | $1471626.74    | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC                                       | BLUELINX HOLDINGS INC                                                                       | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      54303 | NS      | $4485970.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD BR TSFR3M+165 07/16/2034 144A                            | CUSIP: 05684RAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000422.00    | 0.00%             | 2034-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INC                                        | LIGHT and WONDER INC CL A                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        667 | NS      | $61677.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/PEN settle 2025-12-12                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17718.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALSTAR INC                                              | GLOBALSTAR INC                                                                              | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      15800 | NS      | $472894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                                | AT and T INC                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   14569923 | NS      | $426753044.67  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC                                       | NPK INTERNATIONAL INC                                                                       | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     169485 | NS      | $1762644.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                                   | CLAROS MORTGAGE TRUST INC                                                                   | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |       1600 | NS      | $5920.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED THERAPEUTICS CORP DEL                                | UNITED THERAPEUTICS CORP DEL                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     177120 | NS      | $53979091.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2007 1                        | RENAISSANCE HOME EQ LN TR 07 1 STEP 04/25/2037                                              | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4153493 | PA      | $937309.26     | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NLIGHT INC                                                  | NLIGHT INC                                                                                  | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     267140 | NS      | $7693632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                         | ALLIANT ENERGY CORPORATION                                                                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      93600 | NS      | $6090552.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                                           | FIRST SOURCE CORP                                                                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20910 | NS      | $1347022.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                    | CENTURY ALUMINUM COMPANY                                                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     108679 | NS      | $2426802.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                   | AMGEN INC                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     312975 | NS      | $90046037.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS INC                                            | I3 VERTICALS INC CL A                                                                       | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     425676 | NS      | $13387510.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HALOZYME THERAPEUTICS INC                                   | HALOZYME THERAPEUTICS INC                                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     267698 | NS      | $19582108.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC ABS INC                                             | INDYMAC ABS INC STEP 10/25/2035                                                             | CUSIP: 456606HW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1893375.80    | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                         | BROWN and BROWN INC                                                                         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      13900 | NS      | $1347605.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                            | HF SINCLAIR CORP                                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     603253 | NS      | $30693512.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                      | INTERNATIONAL PAPER CO                                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     578493 | NS      | $28739532.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | S and P500 EMINI FUT SEP25 ESU5                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       2151 | NC      | $31998433.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CHF/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $15187.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRAXIS PRECISION MEDICINES INC.                             | PRAXIS PRECISION MEDICINES INC                                                              | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5924 | NS      | $269778.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAUK RENEWABLES INC                                      | MONTAUK RENEWABLES INC                                                                      | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5779 | NS      | $12424.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN and STEERS INC                                        | COHEN and STEERS INC                                                                        | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      56375 | NS      | $4163857.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDSON CORP                                                | NORDSON CORP                                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      46800 | NS      | $10534212.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                                 | COGNEX CORP                                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     362929 | NS      | $15947100.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                                     | AXSOME THERAPEUTICS INC                                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       5014 | NS      | $608097.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                             | ASML HLDG NV (NY REG SHS) NEW YORK REGISTERED SHARES                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     110282 | NS      | $81897618.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4% 09/01/2055 #TBA                                                                  | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19290000 | PA      | $17988858.64   | 0.02%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTAPP INC                                                  | INTAPP INC                                                                                  | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11500 | NS      | $528885.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO-3.75000 03-19-25-30Y LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -5290000 | NC      | $114753.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1919.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LTD                                            | GDS HOLDINGS LTD CL A                                                                       | CUSIP: N/A<br>LEI: 391200MGV8DDCHTN2R77       | Long             | EC               | CORP              | KY        |    2228278 | NS      | $9655098.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                 | AVISTA CORP                                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     146773 | NS      | $5363085.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 09/01/2055 #TBA                                                              | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  200490000 | PA      | $207749923.34  | 0.25%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    2676612 | NS      | $563159164.80  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2014-6              | JP MORGAN RESECUR TRUST SER 14-6 1A2 TSFR1M+32.448 07/27/2036 144A                          | CUSIP: 46643NAB1<br>LEI: 5493004MQHFTPQUDN572 | Long             | ABS-CBDO         | CORP              | US        |    5088708 | PA      | $4528855.88    | 0.01%             | 2036-07-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                              | GE VERNOVA INC                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     178502 | NS      | $109416370.94  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-14148.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-4.00000 02/26/25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -650000 | NC      | $-18036.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX HY44 5Y ICE 6/20/30                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    4300000 | NC      | $129396.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBANT SA                                                  | GLOBANT SA                                                                                  | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     141057 | NS      | $9487493.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CIM TR 2023-R3                                              | CIM TR 2023-R3 A1A 4.5% 01/25/2063 144A                                                     | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     481733 | PA      | $458777.55     | 0.00%             | 2063-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                   | MATIV INC                                                                                   | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     140584 | NS      | $1767140.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC                              | OLD DOMINION FREIGHT LINES INC                                                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     320239 | NS      | $48346481.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                            | GENUINE PARTS CO                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      54528 | NS      | $7597386.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                   | APPLE INC                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   13931359 | NS      | $3234025678.26 | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-232.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                                 | REX AMERICAN RESOURCES CORP                                                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28637 | NS      | $1791817.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: SEK/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8362.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                          | CONAGRA BRANDS INC                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     308000 | NS      | $5892040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                                 | H2O AMERICA                                                                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17347 | NS      | $873768.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PEN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6408.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                            | ENTERGY CORP                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     873191 | NS      | $76919395.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                                     | LULULEMON ATHLETICA INC                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      99889 | NS      | $20197555.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                   | JABIL INC                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     244038 | NS      | $49986303.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC                               | MOTORCAR PARTS OF AMERICA INC                                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      32707 | NS      | $487334.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-4661.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                  | BRIXMOR PPTY GROUP INC                                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      25557 | NS      | $715340.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-8.27000 03/19/25 10Y* CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   26800000 | NC      | $5231.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                             | FOX CORP CL A                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     472400 | NS      | $28202280.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                     | ARAMARK                                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       2497 | NS      | $97657.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 10/01/2055 #TBA                                                              | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  111700000 | PA      | $115688025.10  | 0.14%             | 2055-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZEVIA PBC                                                   | ZEVIA PBC                                                                                   | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1900 | NS      | $5320.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/CNY settle 2025-09-15                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-17031.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK AS                                             | NOVO-NORDISK AS CL B ADR                                                                    | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     333962 | NS      | $18855494.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC (THE)                                        | TRADE DESK INC                                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     192100 | NS      | $10500186.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/EUR settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1361.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                          | ANALOG DEVICES INC                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     589793 | NS      | $148220878.83  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP                              | METROPOLITAN BANK HOLDING CORP                                                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15056 | NS      | $1195295.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                | HUNTINGTON BANCSHARES INC                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    1827171 | NS      | $32541915.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/MXN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-25821.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORP TR 2007 NC1                   | HASC 2007-NC1 A3 TSFR1M+18 4/37                                                             | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     237566 | PA      | $153986.89     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y P 4.656 L 8/20/35 BOA                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $294000.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANNKIND CORP                                               | MANNKIND CORP                                                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     350566 | NS      | $1609097.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINL SVCS INC                                     | PROVIDENT FINANCIAL SVCS INC                                                                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      22864 | NS      | $453621.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                             | Q2 HOLDINGS INC                                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       6031 | NS      | $474820.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                      | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C                                                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19500 | NS      | $1948050.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY DIGITAL INFRASTRUCTURE INC                            | ARRAY DIGITAL INFRASTRUCTURE INC                                                            | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1900 | NS      | $102277.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                          | BANCO SANTANDER SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     535500 | NS      | $5114048.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                           | HYATT HOTELS CORP 5.75% 03/30/2032                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103593.57     | 0.00%             | 2032-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIX INC                                                   | CALIX NETWORKS INC                                                                          | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     234296 | NS      | $13928897.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC                                   | UNIVERSAL ELECTRONICS INC                                                                   | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        482 | NS      | $2340.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/INR settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2373.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                 | DROPBOX INC CL A                                                                            | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     577900 | NS      | $16793774.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAILPOINT INC                                               | SAILPOINT INC                                                                               | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     522686 | NS      | $10788239.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ESQUIRE FINANCIAL HOLDINGS INC                              | ESQUIRE FINL HLDGS INC                                                                      | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13630 | NS      | $1337103.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 3.21500 L 08/05/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $5938.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                        | TTM TECHNOLOGIES INC                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     474010 | NS      | $21126625.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03-19-25-30Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -30710000 | NC      | $611615.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: NOK/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $3845.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                          | ENACT HOLDINGS INC                                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      19093 | NS      | $718851.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                     | DIGITALBRIDGE GROUP INC                                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    1974081 | NS      | $22524264.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                | VERALTO CORP                                                                                | CUSIP: 92338C103<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      59353 | NS      | $6302695.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TR 2007 NC1                                           | GSAMP TR 2007 NC1 STEP 12/25/2046                                                           | CUSIP: 3622MGAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1496855 | PA      | $734439.04     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.55000 04-16-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -300000 | NC      | $3052.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                             | T-MOBILE US INC                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     886541 | NS      | $223399466.59  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER THERAPEUTICS INC                                    | VOYAGER THERAPEUTICS INC                                                                    | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      12873 | NS      | $43253.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO DEL                                        | BOISE CASCADE CO                                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      44791 | NS      | $3896817.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                              | ROYAL GOLD INC                                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     152340 | NS      | $27357217.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | CONSTELLATION BRANDS INC CL A                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      10547 | NS      | $1707981.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                  | ADVANCED MICRO DEVICES INC                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     833563 | NS      | $135562350.69  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                            | REAL MATTERS INC                                                                            | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |       8867 | NS      | $41386.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                              | AMAZON.COM INC                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   10849170 | NS      | $2484459930.00 | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING HOLDINGS INC                | AMERICAN AXLE and MFG HLDGS INC                                                             | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     157667 | NS      | $917621.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC PROPERTIES INC                                          | LTC PROPERTIES INC REIT                                                                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       4763 | NS      | $173849.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Mt. Vernon Street Trust                            | FIDELITY GROWTH COMPANY FUND                                                                | CUSIP: 316200104<br>LEI: 0UZTS2D38E1WD4MK3K98 | Long             | EC               | RF                | US        |   88189463 | NS      | $3941187119.21 | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                      | OLD REPUBLIC INTL CORP                                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     278600 | NS      | $11135642.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                     | INSIGHT ENTERPRISES INC                                                                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      20245 | NS      | $2635089.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                                          | PRIMORIS SVCS CORP                                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     141303 | NS      | $16751470.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                                       | LIVERAMP HOLDINGS INC                                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      80992 | NS      | $2261296.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                              | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $588757.26     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TR 2024-2                                    | PAGAYA AI DEBT TRUST 2024-2 A 6.319% 08/15/2031 144A                                        | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1535667 | PA      | $1546485.94    | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE CORP                                         | PARK AEROSPACE CORP                                                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      83454 | NS      | $1563927.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/ILS settle 2025-11-13                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-1921.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANPOWERGROUP INC                                           | MANPOWERGROUP INC                                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     208478 | NS      | $8839467.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5850 09/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         65 | NC      | $10075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP INC                                     | PRIVIA HEALTH GROUP INC                                                                     | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     198763 | NS      | $4579499.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                                  | ZUMIEZ INC                                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      43308 | NS      | $744464.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERPAC TOOL GROUP CORP                                     | ENERPAC TOOL GROUP CORP CL A                                                                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       5057 | NS      | $214113.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                        | SOUTHSTATE BANK CORP                                                                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       4828 | NS      | $492745.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORP                                      | NATIONAL RESEARCH CORP                                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      37005 | NS      | $543603.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                                        | CAVCO INDUSTRIES INC                                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15614 | NS      | $8283070.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP                                      | PERMIAN RESOURCES CORP CL A                                                                 | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     789029 | NS      | $11275224.41   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                    | ATLANTICUS HOLDINGS CORP                                                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        685 | NS      | $45689.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.52 03/27/25 10Y LCH                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     400000 | NC      | $-4890.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIPTREE INC                                                 | TIPTREE INC                                                                                 | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1700 | NS      | $39865.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                    | FOX FACTORY HOLDING CORP                                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       5766 | NS      | $166810.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLDAN GROUP INC                                           | WILLDAN GROUP                                                                               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      11842 | NS      | $1300962.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                   | CH ROBINSON WORLDWIDE INC                                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     232099 | NS      | $29871141.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4           | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 A3 4.4% 08/16/2029                        | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3015540.90    | 0.00%             | 2029-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERRENO RLTY CORP                                           | TERRENO REALTY CORP                                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24782 | NS      | $1431656.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INC                                            | ENERGY FUELS INC                                                                            | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      27213 | NS      | $314582.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ZAR settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11536.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                          | CONOCOPHILLIPS                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    1233307 | NS      | $122060393.79  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                               | LGI HOMES INC                                                                               | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      98360 | NS      | $6089467.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST BANCORP P R                                           | FIRST BANCORP PUERTO RICO                                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     669980 | NS      | $14893655.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                                            | WYNN RESORTS LTD                                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      40000 | NS      | $5070000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                | OSHKOSH CORP                                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     224963 | NS      | $31353093.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP                                              | NETSTREIT CORP                                                                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |        100 | NS      | $1829.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                | STRYKER CORP                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     614519 | NS      | $240528881.79  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                    | AMPHENOL CORPORATION CL A                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    1076989 | NS      | $117241022.54  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                            | SOUTHERN CO                                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    1912598 | NS      | $176532795.40  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STONECO LTD                                                 | STONECO LTD CL A                                                                            | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |     112578 | NS      | $1854159.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                               | WESTERN ALLIANCE BANCORP                                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     296155 | NS      | $26520680.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TAYLOR MORRISON HOME CORP                                   | TAYLOR MORRISON HOME CORP                                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      13434 | NS      | $905048.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                             | OGE ENERGY CORP                                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      62000 | NS      | $2768920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                   | BRINKER INTERNATIONAL INC                                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      60200 | NS      | $9389996.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                   | CASELLA WASTE SYS INC CL A                                                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      88292 | NS      | $8702059.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ELASTIC NV                                                  | ELASTIC NV                                                                                  | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      89214 | NS      | $7588542.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                  | DOVER CORP                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     227154 | NS      | $40628764.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX BIOSCIENCES INC                                     | INHIBRX BIOSCIENCES INC                                                                     | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6003 | NS      | $169284.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                   | CENTRAL GARDEN and PET CO CL A                                                              | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      28707 | NS      | $948192.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                              | MICROSOFT CORP                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    7921254 | NS      | $4013620189.26 | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                           | ATMUS FILTRATION TECHNOLOGIES INC                                                           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     284060 | NS      | $12646351.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| D-WAVE QUANTUM INC                                          | D-WAVE QUANTUM INC                                                                          | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      30736 | NS      | $480096.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HERBALIFE LTD                                               | HERBALIFE LTD                                                                               | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     195157 | NS      | $1908635.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 5 LTD / AGL CLO 5 LLC                               | AGL CLO 5 LTD / AGL CLO 5 LLC BRR TSFR3M+138.839 07/20/2034 144A                            | CUSIP: 00119TAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000306.00    | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 6.8% 08/15/2029                        | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4515000 | PA      | $4551041.89    | 0.01%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IPG PHOTONICS CORP                                          | IPG PHOTONICS CORP                                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     169907 | NS      | $13901790.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MIMEDX GROUP INC                                            | MIMEDX GROUP INC                                                                            | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     225341 | NS      | $1599921.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                        | TRADEWEB MARKETS INC A                                                                      | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     151433 | NS      | $18680774.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                               | WELLTOWER INC                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     480877 | NS      | $80921981.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                                                | TRUEBLUE INC                                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12000 | NS      | $71640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVICENOW INC                                              | SERVICENOW INC                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     201590 | NS      | $184950761.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 09/16/2025                                                                     | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     252000 | PA      | $251581.98     | 0.00%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROBINHOOD MARKETS INC                                       | ROBINHOOD MARKETS INC                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      95110 | NS      | $9894293.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                | SAXON ASSET SECURITIES TRUST STEP 08/25/2035                                                | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1978080 | PA      | $1777842.93    | 0.00%             | 2035-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      66739 | NS      | $5997487.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESMED INC                                                  | RESMED INC                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      84477 | NS      | $23189781.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD MOTOR CO                                               | FORD MOTOR CO                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    2804900 | NS      | $33013673.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                             | BEST BUY CO INC                                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     236046 | NS      | $17382427.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7581.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANNAE HOLDINGS INC                                         | CANNAE HOLDINGS INC                                                                         | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     447347 | NS      | $8365388.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2116.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREVI THERAPEUTICS INC                                      | TREVI THERAPEUTICS INC                                                                      | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155199 | NS      | $1125968.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                    | SAREPTA THERAPEUTICS INC                                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     138513 | NS      | $2520936.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ANCHORAGE CREDIT FUNDING 12 LTD                             | ANCHORAGE CREDIT FUNDING 12 LTD A1 3.177% 10/25/2038 144A                                   | CUSIP: 03332DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $580048.80     | 0.00%             | 2038-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SURMODICS INC                                               | SURMODICS INC                                                                               | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       1500 | NS      | $51060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXSIGHT INC                                                 | RXSIGHT INC                                                                                 | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41900 | NS      | $378776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TOOTSIE ROLL INDUSTRIES INC                                 | TOOTSIE ROLL INDUSTRIES INC                                                                 | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      34788 | NS      | $1398825.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                                 | WATERS CORP                                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      30776 | NS      | $9288196.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEHMAN XS TR                                                | LEHMAN XS TR STEP 12/25/2035                                                                | CUSIP: 525221EM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2551204 | PA      | $2385264.73    | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.50000 03/18/26 5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     370000 | NC      | $535.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED CTFS SER 07-WMC1                               | ASSET BACKED CTFS SER 07-WMC1 STEP 06/25/2037                                               | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     827943 | PA      | $588682.88     | 0.00%             | 2037-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | CLEVELAND-CLIFFS INC                                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     289191 | NS      | $3108803.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DESCARTES SYS GROUP INC                                     | DESCARTES SYS GROUP INC                                                                     | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     353996 | NS      | $35381900.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS INC                                         | TG THERAPEUTICS INC                                                                         | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      86044 | NS      | $2523670.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVANOVA PLC                                                | LIVANOVA PLC                                                                                | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      44168 | NS      | $2489750.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC                            | FIRST CITIZENS BANCSHARES INC CL A                                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      10205 | NS      | $20245801.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC                               | CRINETICS PHARMACEUTICALS INC                                                               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     347562 | NS      | $10770946.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                  | EXPEDITORS INTL OF WASH INC                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     170421 | NS      | $20542547.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS and RESORTS INC                                | UNITED PARKS and RESORTS INC                                                                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     233185 | NS      | $12260867.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LAM RESEARCH CORP                                           | LAM RESEARCH CORP                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     329035 | NS      | $32952855.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ETORO GROUP LTD                                             | ETORO GROUP LTD                                                                             | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |      39951 | NS      | $1773824.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC CL C                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    5397161 | NS      | $1152455788.33 | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                | ALLEGION PLC                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     211573 | NS      | $35925095.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                         | AXON ENTERPRISE INC                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       6051 | NS      | $4521851.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                         | AFFIRM HOLDINGS INC                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     111805 | NS      | $9890270.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-10-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2256.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                           | KIMCO REALTY CORPORATION                                                                    | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    1898408 | NS      | $42695195.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                  | DAVITA INC                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     143873 | NS      | $19819944.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEZZLE INC                                                  | SEZZLE INC                                                                                  | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      28976 | NS      | $2741129.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LUMENTUM HOLDINGS INC                                       | LUMENTUM HOLDINGS INC                                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     155601 | NS      | $20665368.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                       | PROGRESSIVE CORP OHIO                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     646619 | NS      | $159753690.14  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS INC                               | MASTERCRAFT BOAT HOLDINGS INC                                                               | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      21722 | NS      | $476580.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MICH                                  | INDEPENDENT BANK CORP                                                                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29571 | NS      | $972590.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRIA THERAPEUTICS INC                                     | ASTRIA THERAPEUTICS INC                                                                     | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5131 | NS      | $31709.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PEN settle 2025-11-10                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-31950.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-3923.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3D SYSTEMS CORP                                             | 3D SYSTEMS CORP DEL                                                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      40100 | NS      | $92230.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENANTA PHARMACEUTICALS INC                                  | ENANTA PHARMACEUTICALS INC                                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      10692 | NS      | $89812.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                                      | AMERICAN VANGUARD CORP                                                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      19053 | NS      | $102886.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $526.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                          | UMB FINANCIAL CORP                                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     112470 | NS      | $13710093.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HLDGS LTD                             | NORWEGIAN CRUISE LINE HLDGS LTD                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     138804 | NS      | $3447891.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                  | CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA 9.7% 03/05/2045 144A                             | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     700000 | PA      | $206578.82     | 0.00%             | 2045-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING CO                                     | MODINE MANUFACTURING CO                                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     318049 | NS      | $43296010.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| KITE REALTY GROUP TRUST                                     | KITE REALTY GROUP TRUST                                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2800 | NS      | $63896.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3180.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTVIEW REIT INC                                          | FRONTVIEW REIT INC                                                                          | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14395 | NS      | $192461.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PPTYS INC                                 | RYMAN HOSPITALITY PPTYS INC                                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      61279 | NS      | $6053752.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST INC                                         | HEALTH CATALYST INC                                                                         | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    1172557 | NS      | $3974968.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                               | ACCENTURE PLC CL A                                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     262213 | NS      | $68167513.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                         | LADDER CAPITAL CORP CL A                                                                    | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      18488 | NS      | $214830.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: GBP/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $22527.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                          | S and P GLOBAL INC                                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     154146 | NS      | $84539832.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                    | VISA INC CL A                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    1648598 | NS      | $579943804.44  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                                     | TOWER SEMICONDCTR LTD                                                                       | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     118003 | NS      | $6940936.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                         | PRUDENTIAL FINANCIAL INC                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     102090 | NS      | $11195189.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                      | COMSTOCK RESOURCES INC                                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      11400 | NS      | $183882.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EPAM SYSTEMS INC                                            | EPAM SYSTEMS INC                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      41533 | NS      | $7324759.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                           | EVERSOURCE ENERGY                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     218923 | NS      | $14026396.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                                   | KINSALE CAPITAL GROUP INC                                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      69891 | NS      | $31971637.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PEN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-129753.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                             | QUANTA SVCS INC                                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      18200 | NS      | $6878872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                                          | SEI INV CORP                                                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     461959 | NS      | $40781740.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                       | GLS AUTO RECEIVABLES ISSUER TR 2024-3A C 5.21% 02/18/2031 144A                              | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1518755.40    | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL PLC                                        | RENTOKIL INITIAL PLC SPON ADR                                                               | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     458175 | NS      | $11312340.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 10Y 4.6275 L 08/21/35 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   11400000 | NC      | $960635.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                              | AIR LEASE CORP CL A                                                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      28528 | NS      | $1717670.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                                                | PHREESIA INC                                                                                | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     108353 | NS      | $3430455.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC EPUT FN 6.0% 11-55 @ 99 17+BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |   33000000 | NC      | $9543.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDERSONS INC                                               | ANDERSONS INC                                                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       8700 | NS      | $355830.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                          | ALBERTSONS COS INC CL A                                                                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    1357617 | NS      | $26419226.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | BRISTOL-MYERS SQUIBB CO                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    3227501 | NS      | $152273497.18  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIAN ASSET MANAGEMENT INC                                | ACADIAN ASSET MANAGEMENT INC                                                                | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      26213 | NS      | $1336076.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                    | ROKU INC CLASS A                                                                            | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      69564 | NS      | $6717099.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                 | TRIMBLE INC                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     203806 | NS      | $16471600.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                          | UNITED RENTALS INC                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      88616 | NS      | $84747025.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                  | ALCOA CORP                                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      12953 | NS      | $416957.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                                    | PRICE (T ROWE)GROUP INC                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      60100 | NS      | $6467962.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC                                                   | EPLUS INC                                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     156658 | NS      | $11337339.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                      | JONES LANG LASALLE INC                                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     104871 | NS      | $32045431.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP MASS                                          | UNIFIRST CORP                                                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      90877 | NS      | $16159748.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-9.0000 12-24-4Y* CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -82100000 | NC      | $-68767.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                                     | CLEAN ENERGY FUELS CORP                                                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     261709 | NS      | $688294.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 10/02/2025                                                                     | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     557000 | PA      | $555041.13     | 0.00%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                               | INGREDION INC                                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     183781 | NS      | $23806990.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                                               | AMERISAFE INC                                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      86363 | NS      | $3988243.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER AVIATION INC                                         | ARCHER AVIATION INC A                                                                       | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     112967 | NS      | $1011054.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EQT CORP                                                    | EQT CORPORATION                                                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     452643 | NS      | $23465013.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC                                   | CANADA GOOSE HOLDINGS INC                                                                   | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |     861785 | NS      | $11185969.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA INC                                                     | HCA INC CP 0% 09/10/2025                                                                    | CUSIP: 40412BWA7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1797089.04    | 0.00%             | 2025-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY LTD                                        | ASSURED GUARANTY LTD                                                                        | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     180364 | NS      | $14825920.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OFFICE PROPERTIES INCOME TRUST                              | OFFICE PROPERTIES INCOME TRUST                                                              | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      73806 | NS      | $15750.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                                         | HARLEY-DAVIDSON INC                                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     358600 | NS      | $10442432.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                                   | AXIS CAPITAL HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     472748 | NS      | $46603497.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                       | CUSTOMERS BANCORP INC                                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      16610 | NS      | $1190770.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                                    | AAON INC                                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      93316 | NS      | $7740562.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $42215.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                     | TOMPKINS FINANCIAL CORP                                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        854 | NS      | $59899.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | IRS MXN 9.43000 10-31-24-1Y* (WHT) CME                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -10700000 | NC      | $-2596.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRADY CORPORATION                                           | BRADY CORPORATION CL A                                                                      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       3900 | NS      | $304512.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 INC                                                     | P10 INC CL A                                                                                | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     511638 | NS      | $6313612.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-10-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-48.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                               | GOLDMAN SACHS GROUP INC                                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     316916 | NS      | $236181649.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: PLN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $20320.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                                                   | ADOBE INC                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     293353 | NS      | $104639015.10  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER SOLUTIONS INTL INC                                    | POWER SOLUTIONS INTL INC                                                                    | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      38325 | NS      | $3176759.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                                       | HANOVER INSURANCE GROUP INC                                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      99320 | NS      | $17230033.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                 | JAMES HARDIE IND PLC                                                                        | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |     742488 | NS      | $14946283.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/BRL settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15473.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                              | US BANCORP DEL                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    2190407 | NS      | $106957573.81  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONSGATE STUDIOS CORP                                      | LIONSGATE STUDIOS CORP                                                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      48167 | NS      | $309713.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RAMACO RESOURCES INC                                        | RAMACO RESOURCES INC                                                                        | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      30560 | NS      | $792420.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CINEMARK HOLDINGS INC                                       | CINEMARK HOLDINGS INC                                                                       | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      13800 | NS      | $356040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                  | CAPITAL ONE FINANCIAL CORP                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     668666 | NS      | $151934288.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSET BACKED SECS CORP HOME EQUITY LN TR SER AMQ 2007-HE2   | ASSET BCKD CORP HE AMQ 07-HE2 A4 STEP 05/25/2037                                            | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1271050 | PA      | $909558.27     | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                                  | COMMERCE BANCSHARES INC                                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82249 | NS      | $5094503.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                                       | 3M CO                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    1952252 | NS      | $303633753.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                | AUTOZONE INC                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       9950 | NS      | $41775373.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/INR settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5027.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                              | YUM BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     868993 | NS      | $127715901.21  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/CHF settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1140.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                                     | INDIE SEMICONDUCTOR INC                                                                     | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     375654 | NS      | $1701712.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STEEL DYNAMICS INC                                          | STEEL DYNAMICS INC                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     242358 | NS      | $31729509.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECS TR 2007-3                                  | SAXON ASSET SECS TR 2007-3 TSFR1M+91.448 09/25/2047                                         | CUSIP: 80557BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $767355.00     | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS INC                                       | DELTA ELECTRONICS IND CO LTD                                                                | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     238000 | NS      | $5482988.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+61.5 02/25/2036                                       | CUSIP: 07387UEN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     740681 | PA      | $738381.98     | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                | DAYFORCE INC                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     202291 | NS      | $14113843.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY-BOWES INC                                            | PITNEY-BOWES INC                                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       4400 | NS      | $53328.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.45% 01/01/2030#BZ2788                                                           | CUSIP: 3140NXC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10166295.00   | 0.01%             | 2030-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATHANS FAMOUS INC                                          | NATHANS FAMOUS INC                                                                          | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       5437 | NS      | $569253.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC                                                  | ACUITY INC                                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      72266 | NS      | $23592681.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPERA LTD                                                   | OPERA LTD ADR                                                                               | CUSIP: 68373M107<br>LEI: 5493001ULS7KDNNZ3W51 | Long             | EC               | CORP              | KY        |     640925 | NS      | $10415031.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                               | CONFLUENT INC                                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     642270 | NS      | $12755482.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A2R2 TSFR3M+160 01/25/2035 144A       | CUSIP: 28623VAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000668.00    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                         | SUN COMMUNITIES INC - REIT                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     199030 | NS      | $25250936.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WTR PRODS INC                                       | MUELLER WATER PRODUCTS INC A                                                                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     329950 | NS      | $8697482.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR INC                                                | SINCLAIR INC CL A                                                                           | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3487 | NS      | $50456.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KIMBERLY-CLARK CORP                                         | KIMBERLY CLARK CORP                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     641137 | NS      | $82796432.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                             | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1266104 | PA      | $1281948.26    | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                | STANLEY BLACK and DECKER INC                                                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     158137 | NS      | $11747997.73   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                     | ITT INC                                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     150270 | NS      | $25583467.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                            | PJT PARTNERS INC                                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      67490 | NS      | $12080710.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PIVOTAL SOFTWARE INC                                        | PIVOTAL SOFTWARE INC CVR                                                                    | CUSIP: 725ESC016<br>LEI: 549300ICCDQMMPQZNY30 | Long             | EC               | CORP              | US        |     182200 | NS      | $1.82          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST FOUNDATION INC                                        | FIRST FOUNDATION INC/OLD                                                                    | CUSIP: 32026V104<br>LEI: 549300MLBB1IY0K7IR56 | Long             | EC               | CORP              | US        |       1462 | NS      | $8698.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                        | ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A                                                 | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     439404 | PA      | $441317.94     | 0.00%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                    | PVH CORP                                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     119800 | NS      | $10101536.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                                   | AFLAC INC                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     197200 | NS      | $21072792.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                                              | ELF BEAUTY INC                                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     372550 | NS      | $46568750.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                  | CITIZENS FINANCIAL GROUP INC                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     996601 | NS      | $52102300.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                       | ON SEMICONDUCTOR CORP                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     343115 | NS      | $17015072.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                               | AMERICAN EAGLE OUTFITTERS INC                                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     468497 | NS      | $6062351.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-42903.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP PLC                                          | ATLASSIAN CORP PLC CLS A                                                                    | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       4300 | NS      | $764454.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                              | CONSTELLIUM SE                                                                              | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     135184 | NS      | $1958816.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                                             | TXNM ENERGY INC                                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     162631 | NS      | $9211419.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055                                       | CUSIP: 3136BW7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7200000 | PA      | $7214749.92    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5750 09/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         64 | NC      | $8000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                               | REGENERON PHARMACEUTICALS INC                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     230274 | NS      | $133720111.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TECOGEN INC NEW                                             | TECOGEN INC                                                                                 | CUSIP: 87876P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     361533 | NS      | $2762112.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                          | META PLATFORMS INC CL A                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    2314131 | NS      | $1709448569.70 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                               | APOLLO GLOBAL MANAGEMENT INC                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |    1043527 | NS      | $142159683.21  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP                                                 | MARCUS CORP                                                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      61573 | NS      | $950687.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC                               | HEALTHCARE SERVICES GROUP INC                                                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      28912 | NS      | $451316.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                                | PARSONS CORP                                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     102980 | NS      | $8248698.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                           | CHORD ENERGY CORP                                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      37244 | NS      | $4092743.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TR                               | NCHET 2005-4 M4 TSFR1M+105.948 9/35                                                         | CUSIP: 64352VMX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1524338 | PA      | $1508028.42    | 0.00%             | 2035-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEETGREEN INC                                              | SWEETGREEN INC CL A                                                                         | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     256517 | NS      | $2334304.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/MXN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1859.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPINJ INC                                                  | IMPINJ INC                                                                                  | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      10213 | NS      | $1914631.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                      | ANIKA THERAPEUTICS INC                                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       1802 | NS      | $16902.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                  | CARVANA CO CL A                                                                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      68718 | NS      | $25557598.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                                   | POOL CORP                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     133676 | NS      | $41534469.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                            | IDEX CORPORATION                                                                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     105022 | NS      | $17276119.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                            | SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A                                    | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1044238 | PA      | $1038740.87    | 0.00%             | 2063-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                  | LCM LOAN INCOME FUND I LTD B TSFR3M+171.161 04/20/2031 144A                                 | CUSIP: 50189XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2325000 | PA      | $2326494.98    | 0.00%             | 2031-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY SOFR+45 CIB                                                                 | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       1092 | NC      | $251843.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 10Y C 4.628 L 8/20/35 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   14300000 | NC      | $1205788.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                              | CBRE GROUP INC - CL A                                                                       | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     191553 | NS      | $31054572.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC                              | COMMUNITY HEALTHCARE TR INC                                                                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       6100 | NS      | $94001.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                                | NNN REIT INC                                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     280420 | NS      | $12032822.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6250 09/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -64 | NC      | $-51840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                          | NEXTERA ENERGY INC                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    3260717 | NS      | $234934659.85  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/PEN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-247968.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                             | TYSON FOODS INC CL A                                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     373493 | NS      | $21206932.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| STONERIDGE INC                                              | STONERIDGE INC                                                                              | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      26900 | NS      | $223270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                  | INTUIT INC                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     187321 | NS      | $124943107.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                         | SCHWAB CHARLES CORP                                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    3836320 | NS      | $367672908.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                           | BLOCK H and R INC                                                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      45024 | NS      | $2266958.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                               | CME GROUP INC CL A                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     235736 | NS      | $62826001.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                             | CASCADE MH ASSET TRUST 2024-MH1 5.695% 11/25/2056 144A                                      | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     924167 | PA      | $952588.07     | 0.00%             | 2056-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                 | DATADOG INC CL A                                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     301700 | NS      | $41236356.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TIKEHAU CLO IX DAC                                          | TIKEHAU CLO IX DAC AR 3MEUR+122 01/20/2037 144A                                             | CUSIP: N/A<br>LEI: 635400WF4D7I3IFMCZ19       | Long             | ABS-CBDO         | CORP              | IE        |     900000 | PA      | $1053923.96    | 0.00%             | 2037-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+116.448 11/25/2035                                    | CUSIP: 0738795F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2478569 | PA      | $2376849.34    | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                      | CONNECTONE BANCORP INC                                                                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      41315 | NS      | $1057664.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2015-C                                 | SMB PRIVATE ED LN TR 2015-C 3.5% 09/15/2043 144A                                            | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-CBDO         | CORP              | US        |    1554226 | PA      | $1547665.80    | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| N-ABLE INC                                                  | N-ABLE INC                                                                                  | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57100 | NS      | $460226.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG SYSTEMS INTL INC                                        | CSG SYSTEMS INTL INC                                                                        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     145100 | NS      | $9309616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                                           | GEO GROUP INC                                                                               | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |      39098 | NS      | $810892.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                   | CHUBB LTD                                                                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     767197 | NS      | $211032878.79  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                 | HONEYWELL INTL INC                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     745261 | NS      | $163584789.50  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                                                | DEERE and CO                                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     154891 | NS      | $74137028.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-1489.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KESTRA MEDICAL TECHNOLOGIES INC                             | KESTRA MEDICAL TECHNOLOGIES INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      67000 | NS      | $1081380.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRYSAIL CLO 2022-1 LTD                                      | TRYSAIL CLO 2022-1 LTD A TSFR3M+123.9 10/20/2033 144A                                       | CUSIP: 89856JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    4000000 | PA      | $4006584.00    | 0.00%             | 2033-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: PLN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $22917.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                          | EXPAND ENERGY CORP                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     173538 | NS      | $16795007.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC                                    | MERCER INTERNATIONAL INC                                                                    | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      55800 | NS      | $185814.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                                | EVERCORE INC A                                                                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     138225 | NS      | $44446248.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                       | VERIS RESIDENTIAL INC                                                                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      18643 | NS      | $293254.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECS I TR 2007 HE3                | BSABS 2007-HE3 1A4 TSFR1M+35 4/37                                                           | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3623076 | PA      | $3449416.60    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWAMSTERDAM PHARMA COMPANY NV                              | NEWAMSTERDAM PHARMA COMPANY NV                                                              | CUSIP: N/A<br>LEI: 984500B6549TF6E14D36       | Long             | EC               | CORP              | NL        |     100253 | NS      | $2411084.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                      | FX Forward: USD/NOK settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-3850.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BITMINE IMMERSION TECHNOLOGIES INC                          | BITMINE IMMERSION TECHNOLOGIES INC                                                          | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Long             | EC               | CORP              | US        |      20100 | NS      | $876762.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CUBESMART                                                   | CUBESMART                                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     690535 | NS      | $28256692.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS                               | LINDBLAD EXPEDITIONS HOLDINGS                                                               | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      25268 | NS      | $368407.44     | 0.00%             |  |  |  | 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        |    1046750 | NS      | $110536800.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                            | CALIFORNIA RES CORP                                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     106553 | NS      | $5293553.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2405025.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                        | GULFPORT ENERGY CORP                                                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       3632 | NS      | $632076.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX                                                  | STITCH FIX                                                                                  | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      99534 | NS      | $526534.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPERNUS PHARMACEUTICALS INC                                | SUPERNUS PHARMACEUTICALS-CVR                                                                | CUSIP: N/A<br>LEI: 549300GRM36VBKISYJ58       | Long             | EC               | CORP              | US        |      66500 | NS      | $11970.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IMMERSION CORP                                              | IMMERSION CORP                                                                              | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      35100 | NS      | $247806.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LL FLOORING HOLDINGS INC                                    | LL FLOORING HOLDINGS INC                                                                    | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7900 | NS      | $0.08          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MATERION CORP                                               | MATERION CORP                                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       8561 | NS      | $948558.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                             | MILLERKNOLL INC                                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     429311 | NS      | $9062755.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: ILS/USD settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1904.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                         | OTIS WORLDWIDE CORP                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     236820 | NS      | $20456511.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHO HOUSE and CO INC                                       | SOHO HOUSE and CO INC                                                                       | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Long             | EC               | CORP              | US        |       2022 | NS      | $17854.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                  | PACCAR INC                                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     582464 | NS      | $58234750.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                   | PALANTIR TECHNOLOGIES INC                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    1361722 | NS      | $213395454.62  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                | WINMARK CORP                                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $41745.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION                            | MAGNOLIA OIL and GAS CORPO CL A                                                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     355027 | NS      | $8833071.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARCUS and MILLICHAP INC                                    | MARCUS and MILLICHAP CO INC                                                                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       6906 | NS      | $225066.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                   | FLUTTER ENTERTAINMENT PLC                                                                   | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      31135 | NS      | $9563737.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCOMMUN INC DEL                                            | DUCOMMUN INC                                                                                | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      32091 | NS      | $2927341.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                                    | LYFT INC                                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     249917 | NS      | $4053653.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE MTG ACCEP CORP                                  | RENAISSANCE MTG ACCEP CORP STEP 11/25/2035                                                  | CUSIP: 75970NBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     174116 | PA      | $159487.33     | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                    | CROWDSTRIKE HOLDINGS INC                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      86581 | NS      | $36684369.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                          | HCA HEALTHCARE INC                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     323652 | NS      | $130742461.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                               | OCEANEERING INTERNATIONAL INC                                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      34381 | NS      | $838896.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCURY SYSTEMS INC                                         | MERCURY SYSTEMS INC                                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     219116 | NS      | $14801285.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BRUKER CORP                                                 | BRUKER CORP                                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      21000 | NS      | $713580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                         | FEDERAL SIGNAL CORP                                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     124763 | NS      | $15344601.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                           | FIRST INDUSTRIAL REALTY TRUST                                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     243993 | NS      | $12834031.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                                                 | ABIOMED INC CVR                                                                             | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |      14700 | NS      | $32634.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VENTAS INC                                                  | VENTAS INC REIT                                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    1340445 | NS      | $91257495.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/ILS settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-1758.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARATEK PHARMACEUTICALS INC                                 | PARATEK PHARMACEUTICALS INC CVR RT                                                          | CUSIP: N/A<br>LEI: 5493007V5QDIWECEYV79       | Long             | EC               | CORP              | US        |       2400 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                | BRITISH AMERICAN TOB PLC ADR                                                                | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      47281 | NS      | $2689816.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                                     | TORO CO                                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      12804 | NS      | $1037892.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                    | NORTHERN OIL AND GAS INC                                                                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     244237 | NS      | $6389239.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7980000 | PA      | $7741223.40    | 0.01%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROBERT HALF INC                                             | ROBERT HALF INC                                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     223196 | NS      | $8329674.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EHEALTH INC                                                 | EHEALTH INC                                                                                 | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      13800 | NS      | $53406.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | S and P MID 400 EMINI FUT SEP25 FAU5                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          6 | NC      | $134490.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.70 IG44 5Y V1 I 12/17/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |  -63900000 | NC      | $-64689.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LTD                                                    | FLEX LTD                                                                                    | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    1081582 | NS      | $57994426.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                                    | SAIA INC                                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      68716 | NS      | $20371545.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE GAS INC                                                 | ONE GAS INC                                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     125147 | NS      | $9573745.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VERUS SECURITIZATION TRUST 2024-8                           | VERUS SECURITIZATION TRUST 2024-8 A1 VAR 10/25/2069 144A                                    | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     859285 | PA      | $863222.21     | 0.00%             | 2069-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $7715.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: BRL/USD settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $40043.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                | ANTERO RES CORP                                                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     615601 | NS      | $19649983.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 4                                 | OPTION ONE MTG LN TR 2007 4 STEP 04/25/2037                                                 | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6794853 | PA      | $3683714.82    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                              | AMERICAN ELECTRIC POWER CO INC                                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     163408 | NS      | $18141556.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIQ GLOBAL INTELLIGENCE PLC                                 | NIQ GLOBAL INTELLIGENCE PLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      50810 | NS      | $865802.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHLUMBERGER LTD                                            | SCHLUMBERGER LTD                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    1030746 | NS      | $37972682.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISLANDS                              | NU HOLDINGS LTD/CAYMAN ISLANDS                                                              | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     364302 | NS      | $5391669.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CNY settle 2025-09-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25920.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGIODYNAMICS INC                                           | ANGIODYNAMICS INC                                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      35214 | NS      | $361295.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                     | COMFORT SYSTEMS USA INC                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     127945 | NS      | $89993954.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INMODE LTD                                                  | INMODE LTD                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      42822 | NS      | $639760.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROWN FORMAN CORP                                           | BROWN FORMAN CORP NON VTG CL B                                                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     453053 | NS      | $13564406.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                                      | SKYWORKS SOLUTIONS INC                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     100400 | NS      | $7523976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                         | CARRIER GLOBAL CORP                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     437435 | NS      | $28520762.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                 | BIOMARIN PHARMACEUTICAL INC                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       4532 | NS      | $264079.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                     | DARLING INGREDIENTS INC                                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      20598 | NS      | $699508.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                      | DOLBY LABORATORIES INC CL A                                                                 | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     125437 | NS      | $8991324.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                       | STIFEL FINANCIAL CORP                                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     111402 | NS      | $12843536.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Securities Fund                                    | FIDELITY BLUE CHIP GROWTH FUND                                                              | CUSIP: 316389162<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |     479977 | NS      | $119903093.09  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2022-RN1 LLC                                           | PRET 2022-RN1 LLC STEP 07/25/2051 144A                                                      | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     532116 | PA      | $533461.98     | 0.00%             | 2051-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                     | BRANDYWINE REALTY TRUST                                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     656800 | NS      | $2797968.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISC MEDICINE INC                                           | DISC MEDICINE INC                                                                           | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27000 | NS      | $1610415.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                                            | COEUR MINING INC                                                                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     232115 | NS      | $3052312.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC.                                     | APOGEE ENTERPRISES INC                                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       1200 | NS      | $52770.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE CORP                                                    | NVE CORP                                                                                    | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       9556 | NS      | $617126.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XYLEM INC                                                   | XYLEM INC                                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     145287 | NS      | $20566827.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13761.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                    | ALIGNMENT HEALTHCARE INC                                                                    | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     141455 | NS      | $2314203.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES XXXIV CLO LTD                                          | ARES XXXIV CLO LTD AR3 TSFR3M+132 04/17/2033 144A                                           | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |     480263 | PA      | $480263.07     | 0.00%             | 2033-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS INC                           | CLEARWATER ANALYTICS HOLDINGS INC                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     449140 | NS      | $9283723.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                | ILLUMINA INC                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      85296 | NS      | $8526188.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.50000 09-17-25-30Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   18960000 | NC      | $-261427.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THIRD HARMONICS BIO INC                                     | THIRD HARMONICS BIO INC                                                                     | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7000 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITY SOFTWARE INC                                          | UNITY SOFTWARE INC                                                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      25663 | NS      | $1011378.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                  | FIRST QUANTUM MINERALS LTD                                                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     100968 | NS      | $1769614.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                         | SIGNET JEWELERS LTD                                                                         | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      78967 | NS      | $6953044.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WATTS WATER TECHNOLOGIES INC                                | WATTS WATER TECH INC CL A                                                                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      57669 | NS      | $15968546.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BRINKS CO                                                   | BRINKS CO                                                                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     136270 | NS      | $15267690.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                     | ORO FWD USD 10Y C 4.485 L 07/31/35 JPM                                                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              | CORP              | GB        |   23100000 | NC      | $1851520.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VF CORPORATION                                              | VF CORP                                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     133368 | NS      | $2017857.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                | COMERICA INC                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     190138 | NS      | $13419940.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                 | MERRILL LYNCH MTGE INVS INC STEP 01/25/2035                                                 | CUSIP: 59020UCQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3314462 | PA      | $2995257.76    | 0.00%             | 2035-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTNAV INC                                                 | NEXTNAV INC                                                                                 | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |        200 | NS      | $3562.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-912.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2024-NPL6 LLC                                          | PRET 2024-NPL6 LLC VAR 10/25/2054 144A                                                      | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2055304 | PA      | $2055407.54    | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: THB/USD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2045.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                               | MEDTRONIC PLC                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    1935521 | NS      | $179635704.01  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PERELLA WEINBERG PARTNERS                                   | PERELLA WEINBERG PARTNERS                                                                   | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     228780 | NS      | $5062901.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                                          | PARK NATIONAL CORP                                                                          | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       8490 | NS      | $1458327.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DULUTH HOLDINGS INC                                         | DULUTH HOLDINGS INC CL B                                                                    | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        257 | NS      | $583.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS INC                                             | PLAYSTUDIOS INC A                                                                           | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13935 | NS      | $13469.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                               | AMBARELLA INC                                                                               | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      25818 | NS      | $2129468.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | COLOMBIA REPUBLIC OF 8.375% 11/07/2054                                                      | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2200000 | PA      | $2237730.00    | 0.00%             | 2054-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                    | MOLSON COORS BEVERAGE CO B                                                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     534843 | NS      | $27004223.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| APA CORP                                                    | APA CORP                                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     205910 | NS      | $4781230.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                  | CONSTELLATION SOFTWARE INC                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       2640 | NS      | $8744432.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                                          | REMITLY GLOBAL INC                                                                          | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     221195 | NS      | $4098743.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                                              | ORGANON and CO                                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     176000 | NS      | $1657920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK7 CORP                                                  | BANK7 CORP                                                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3615 | NS      | $179340.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                       | GENERAL DYNAMICS CORPORATION                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     135122 | NS      | $43856547.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                         | ELECTRONIC ARTS INC                                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     208692 | NS      | $35884589.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                               | HUNTSMAN CORP                                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     355984 | NS      | $3972781.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEMS INC                                | COLUMBIA BANKING SYSTEMS INC                                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     275800 | NS      | $7383166.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BIOGEN INC                                                  | BIOGEN INC                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      36068 | NS      | $4768910.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                               | ARROWHEAD PHARMACEUTICALS INC                                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       7725 | NS      | $170181.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                                        | COOPER COMPANIES INC                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     350588 | NS      | $23627878.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                           | BLOOM ENERGY CORP CL A                                                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     141605 | NS      | $7496568.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ZIONS BANCORPORATION NA                                     | ZIONS BANCORP                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     369232 | NS      | $21419148.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03/19/25 7Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -24960000 | NC      | $-946482.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDOOR HOLDINGS INC                                       | NEXTDOOR HOLDINGS INC                                                                       | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     343814 | NS      | $704818.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP INC                                               | REV GROUP INC                                                                               | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     114684 | NS      | $6102335.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        531 | NC      | $308579.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                          | REGAL REXNORD CORP                                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     128116 | NS      | $19131562.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                                              | NEWMARKET CORP                                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      29148 | NS      | $24104230.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                              | MURPHY USA INC                                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      83043 | NS      | $31265689.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT CSTR 07/25/2054                                              | CUSIP: 3137HLY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2971370 | PA      | $2900651.60    | 0.00%             | 2054-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                | AUTODESK INC                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     309054 | NS      | $97259293.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                            | MERCK and CO INC NEW                                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    1919336 | NS      | $161454544.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                               | O-I GLASS INC                                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     771329 | NS      | $10019563.71   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                                  | KFORCE INC                                                                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      35398 | NS      | $1153974.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MIRUM PHARMACEUTICALS INC                                   | MIRUM PHARMACEUTICALS INC                                                                   | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      44156 | NS      | $3261803.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENPOINT MTG FDG TR                                       | GREENPOINT MTG FDG TR 05-AR4 3A1 6.52303% 10/25/2045                                        | CUSIP: 39538WBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8084192 | PA      | $6143836.27    | 0.01%             | 2045-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDELYX INC                                                 | ARDELYX INC                                                                                 | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     305072 | NS      | $1940257.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                   | KEYSIGHT TECHNOLOGIES INC                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     303642 | NS      | $49624212.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16714.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                | RELIANCE INC                                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      86794 | NS      | $25661514.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $2395.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP INC                               | SHOALS TECHNOLOGIES GROUP INC                                                               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38100 | NS      | $248031.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                                | CUSIP: 61744CGW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     715454 | PA      | $726802.34     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PURETECH HEALTH PLC                                         | PURETECH HEALTH PLC                                                                         | CUSIP: N/A<br>LEI: 213800LVPDNO2Z9T9I39       | Long             | EC               | CORP              | GB        |    3866370 | NS      | $6459071.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES LTD                                 | ROYAL CARIBBEAN CRUISES LTD                                                                 | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     250886 | NS      | $91126812.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                     | WEX INC                                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     102737 | NS      | $17603984.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP SEMICONDUCTORS NV                                       | NXP SEMICONDUCTORS NV                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     731764 | NS      | $171854775.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                  | SOUND POINT CLO XXVIII LTD A1R TSFR3M+128 01/25/2032 144A                                   | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     423981 | PA      | $424506.86     | 0.00%             | 2032-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOONLAKE IMMUNOTHERAPEUTICS                                 | MOONLAKE IMMUNOTHERAPEUTICS                                                                 | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      20000 | NS      | $1115000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-09-30                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-18.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRICUT INC                                                  | CRICUT INC                                                                                  | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1249 | NS      | $7119.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | SPTR TRS EQUITY SOFR+43 CBK                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |        841 | NC      | $193574.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                              | PUBLIC STORAGE                                                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      64062 | NS      | $18872024.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.88400 03-25-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-12677.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                                 | MIDLAND STATES BANCORP INC                                                                  | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       9557 | NS      | $176039.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $139.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                         | TOWD POINT MORTGAGE TRUST 2024-CES6 5.725% 11/25/2064 144A                                  | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-CBDO         | CORP              | US        |    3051570 | PA      | $3080369.63    | 0.00%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY RECOVERY INC                                         | ENERGY RECOVERY INC                                                                         | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      19223 | NS      | $273158.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CE34                               | RCKT MORTGAGE TRUST 2025-CE34 5.553% 03/25/2055 144A                                        | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2820371 | PA      | $2834884.08    | 0.00%             | 2055-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                      | SEMPRA                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     802158 | NS      | $66226164.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2200000 | NC      | $720.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXPOINT REAL ESTATE FINANCE                                | NEXPOINT REAL ESTATE FINANCE                                                                | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        199 | NS      | $2985.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMILARWEB LTD                                              | SIMILARWEB LTD                                                                              | CUSIP: N/A<br>LEI: 254900GWO7PNBAYCPJ12       | Long             | EC               | CORP              | IL        |     837257 | NS      | $8699100.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                  | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                                  | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               | CORP              | GR        |    1300668 | NS      | $4780039.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $114.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC                                                                   | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     123376 | NS      | $3302775.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                            | HEALTHEQUITY INC                                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     111227 | NS      | $9935907.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                                         | AST SPACEMOBILE INC                                                                         | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |       3479 | NS      | $170262.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AZENTA INC                                                  | AZENTA INC                                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     277319 | NS      | $8469322.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                         | DOMINION ENERGY INC                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     275813 | NS      | $16521198.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                       | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1560713 | PA      | $1562929.37    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 02/25/2055                                          | CUSIP: 3137HLS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     864283 | PA      | $866607.83     | 0.00%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCBEST CORP                                                | ARCBEST CORP                                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     121093 | NS      | $8931819.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                  | BERKSHIRE HATHAWAY INC CL A                                                                 | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |          7 | NS      | $5286960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                        | WESTERN DIGITAL CORP                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      90880 | NS      | $7301299.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                                         | CAL-MAINE FOODS INC                                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      21142 | NS      | $2444860.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                    | GIBRALTAR INDUSTRIES INC                                                                    | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68027 | NS      | $4257809.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                                           | CIGNA GROUP (THE)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     253770 | NS      | $76351779.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                           | GENERAL MILLS INC                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     175100 | NS      | $8637683.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                               | LOWES COS INC                                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    1325162 | NS      | $341971305.72  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA INC                                    | THERAVANCE BIOPHARMA INC                                                                    | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |       8124 | NS      | $112761.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                                | LIFE TIME GROUP HOLDINGS INC                                                                | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     168644 | NS      | $4708540.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP                                   | SCHOLAR ROCK HOLDING CORP                                                                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      22977 | NS      | $750199.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AUTOMATIC DATA PROCESSING INC                               | AUTOMATIC DATA PROCESSING INC                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     108097 | NS      | $32866892.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HLDGS PLC                                            | LUXFER HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |       6180 | NS      | $82935.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                     | CHIMERA INVESTMENT CORP                                                                     | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |        660 | NS      | $9352.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                              | HEICO CORP                                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        342 | NS      | $106710.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | SAUDI ARABIA GOVT EM SP JPM                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    2800000 | NC      | $14386.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-4 OWNER TR                      | HONDA AUTO RECEIVABLES 2024-4 OWNER TR 4.56% 03/15/2027                                     | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1286775 | PA      | $1287797.75    | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MUSASHI SEIMITSU INDUS CO LTD                               | MUSASHI SEIMITSU INDUS CO LTD                                                               | CUSIP: N/A<br>LEI: 353800J742CBBV9MSZ43       | Long             | EC               | CORP              | JP        |     204813 | NS      | $4513976.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MR COOPER GROUP INC                                         | MR COOPER GROUP INC                                                                         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       4286 | NS      | $808039.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                                | EMBECTA CORP                                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     847901 | NS      | $12277606.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK SCIENCES INC                                         | KODIAK SCIENCES INC                                                                         | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |        200 | NS      | $1808.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                          | VERTIV HOLDINGS CO                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     308058 | NS      | $39292797.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $24176.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL TECHNICAL INST INC                                | UNIVERSAL TECH INST INC                                                                     | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       9938 | NS      | $264251.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6240 09/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -65 | NC      | $-123175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                                 | AVANTOR INC                                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29697 | NS      | $400018.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/ZAR settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $10904.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORP                                                    | FMC CORP NEW                                                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     125227 | NS      | $4896375.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                                    | DICKS SPORTING GOODS INC                                                                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      57200 | NS      | $12172160.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 10/30/2025                                                                     | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9279000 | PA      | $9216965.52    | 0.01%             | 2025-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                               | PAYLOCITY HOLDING CORP                                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     160879 | NS      | $28834343.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                | ARCHROCK INC                                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      20810 | NS      | $515255.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                   | AMCOR PLC                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      65924 | NS      | $568924.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                            | FIRSTENERGY CORP                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    1114111 | NS      | $48597521.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                       | URBAN EDGE PROPERTIES                                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49395 | NS      | $1021982.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | CDX ITRAXX XOV42 5Y 35-100% SP JPM                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    8697646 | NC      | $1893440.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                | RAYMOND JAMES FINANCIAL INC.                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      66000 | NS      | $11183040.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2026                                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   84500000 | PA      | $14375432.66   | 0.02%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                        | DYCOM INDUSTRIES INC                                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      51482 | NS      | $12997660.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC BR2 TSFR3M+185 01/25/2035 144A        | CUSIP: 28623VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000916.00    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD                                       | JAMESTOWN CLO XVI LTD AR TSFR3M+112 07/25/2034 144A                                         | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4804152.00    | 0.01%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GATES INDUSTRIAL CORP PLC                                   | GATES INDUSTRIAL CORP PLC                                                                   | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     203065 | NS      | $5190341.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                                 | EQUIFAX INC                                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      76101 | NS      | $18743676.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.3% 11/01/2029#BZ2346                                                            | CUSIP: 3140NWTC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2021019.60    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                   | EMERGENT BIOSOL                                                                             | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      37000 | NS      | $307100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LIFESTANCE HEALTH GROUP INC                                 | LIFESTANCE HEALTH GROUP INC                                                                 | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     292604 | NS      | $1603469.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                                            | 10X GENOMICS INC                                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     146784 | NS      | $2056443.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NURIX THERAPEUTICS INC                                      | NURIX THERAPEUTICS INC                                                                      | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     100000 | NS      | $934000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE and SECURITY SOLUTIONS INC                   | KRATOS DEFENSE and SEC SOLTN INC                                                            | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     337218 | NS      | $22202433.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAB HOLDINGS LTD                                           | GRAB HOLDINGS LTD CL A                                                                      | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |     537320 | NS      | $2681226.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                               | MIDDLEBY CORP                                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     178584 | NS      | $24439220.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CINCINNATI FINANCIAL CORP                                   | CINCINNATI FINANCIAL CORP                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     110145 | NS      | $16918272.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                  | HASBRO INC                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     137465 | NS      | $11158034.05   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                                           | AEROVIRONMENT INC                                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      80727 | NS      | $19483461.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                            | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                     | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $203087.54     | 0.00%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.46000 03-1-25-10Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-8787.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                     | HUDSON TECHNOLOGIES INC                                                                     | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53800 | NS      | $546608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                   | BAXTER INTL INC                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     222000 | NS      | $5481180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                          | INGERSOLL RAND INC                                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    1493162 | NS      | $118601857.66  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                                  | RADNET INC                                                                                  | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     207832 | NS      | $14914024.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-09-15                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-12901.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                      | FIRSTCASH HOLDINGS INC                                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3440 | NS      | $506608.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                   | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                                   | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     327232 | NS      | $9241031.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VAREX IMAGING CORP                                          | VAREX IMAGING CORP                                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       9500 | NS      | $109725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-6                                 | PAGAYA AI DEBT TRUST 2023-6 8.491% 06/16/2031 144A                                          | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4150328 | PA      | $4164191.69    | 0.01%             | 2031-06-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NORTHFIELD BANCORP INC NEW                                  | NORTHFIELD BANCORP INC NEW                                                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     205859 | NS      | $2439429.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                   | ALIBABA GROUP HOLDING LTD SPON ADR                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       6525 | NS      | $880875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHAEFFLER AG                                               | SCHAEFFLER AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EC               | CORP              | DE        |     693832 | NS      | $4797230.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR BULK CARRIERS CORP                                     | STAR BULK CARRIERS CORP                                                                     | CUSIP: N/A<br>LEI: 549300SO3FMK7H6DDY54       | Long             | EC               | CORP              | MH        |     467139 | NS      | $8712142.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PLEXUS CORP                                                 | PLEXUS CORP                                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      20586 | NS      | $2820487.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                   | WARNER BROS DISCOVERY INC                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     433000 | NS      | $5040120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC CP 0% 09/19/2025                                                                 | CUSIP: 00287BWK1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10771523.64   | 0.01%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 7A EURO CLO 2020 DESIGNATED ACTIVITY CO              | DRYDEN EURO CLO B2R 5% 10/18/2039 144A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1169900.00    | 0.00%             | 2039-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TITAN AMERICA SA                                            | TITAN AMERICA SA                                                                            | CUSIP: N/A<br>LEI: 9845007APCB6462D6C46       | Long             | EC               | CORP              | BE        |      73903 | NS      | $1146235.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SCOTTS MIRACLE GRO CO (THE)                                 | SCOTTS MIRACLE GRO CO                                                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       1000 | NS      | $61220.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: BRL/USD settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $58495.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                   | NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A                                            | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1829442 | PA      | $1832573.74    | 0.00%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTG FDG TR                                       | GREENPOINT MTG FDG TR 05-AR4 4A1A STEP 10/25/2045                                           | CUSIP: 39538WBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1267258 | PA      | $1177877.68    | 0.00%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APELLIS PHARMACEUTICALS INC                                 | APELLIS PHARMACEUTICALS INC                                                                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      59469 | NS      | $1639560.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER TECHNOLOGIES INC                                    | VOYAGER TECHNOLOGIES INC                                                                    | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2080 | NS      | $63835.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                 | ORACLE CORP                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    1913789 | NS      | $432765106.57  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ INC                                                    | CBIZ INC                                                                                    | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     117736 | NS      | $7598681.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-10-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4927.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RED ROBIN GOURMET BURGERS INC                               | RED ROBIN GOURMET BURGERS INC                                                               | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      21895 | NS      | $141879.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                         | CLEARWAY ENERGY INC CL C                                                                    | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      11300 | NS      | $336853.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FHF ISSUER TRUST 2024-1                                     | FHF ISSUER TRUST 2024-1A A2 5.69% 02/15/2030 144A                                           | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1999541 | PA      | $2021248.98    | 0.00%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                | UNILEVER PLC SPONS ADR                                                                      | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     239930 | NS      | $15163576.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-29264.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                       | CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A                                         | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     152127 | PA      | $152140.96     | 0.00%             | 2031-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIGA TECHNOLOGIES INC                                       | SIGA TECHNOLOGIES INC                                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18596 | NS      | $156020.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                               | INGEVITY CORP                                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      21722 | NS      | $1268130.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO and RESORT INC                               | MONARCH CASINO and RESORT INC                                                               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      32351 | NS      | $3375179.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                   | BALL CORP                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     532261 | NS      | $28018219.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MTG LN TR SER 2007-3           | FFMER 2007-3 A2C TSFR1M+18 6/37                                                             | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1938318 | PA      | $1933941.33    | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11594.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                                    | ORASURE TECHNOLOGIES INC                                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      12479 | NS      | $41305.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                       | CLEARWATER PAPER CORP                                                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       3700 | NS      | $79809.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.24% 01/01/2034#BZ2691                                                           | CUSIP: 3140NW7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6106000 | PA      | $6386656.79    | 0.01%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENX SE                                                   | ARGENX SE SPONSORED ADR                                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      15056 | NS      | $10722883.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                          | ROYALTY PHARMA PLC                                                                          | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      93146 | NS      | $3351393.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY INC                                      | PUMA BIOTECHNOLOGY INC                                                                      | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56600 | NS      | $285264.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                                              | REALREAL INC                                                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      82300 | NS      | $627949.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                      | FX Forward: USD/AUD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-5498.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | E-MINI RUSS 2000 FUT SEP25 RTYU5                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         50 | NC      | $419208.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANK OF CALIF                              | FIRST INTERNET BANCORP                                                                      | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      11602 | NS      | $291384.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                                 | TREX CO INC                                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     154146 | NS      | $9500017.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                                  | LOEWS CORP                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      68600 | NS      | $6640480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL VEH GROUP INC                                    | COMMERCIAL VEHICLE GROUP INC                                                                | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |        501 | NS      | $881.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFSI BSL XI LTD                                             | OFSI BSL XI LTD AR TSFR3M+127 04/20/2034 144A                                               | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1101092.30    | 0.00%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                 | DELUXE CORP                                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     215300 | NS      | $4232798.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CROWN HOLDINGS INC                                          | CROWN HOLDINGS INC                                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     119295 | NS      | $11855537.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   28300000 | NC      | $6506.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFIRST LN SECURITIZATION TR 2007-1                       | EQUIFIRST LN SECURITIZN TR 071 STEP 04/25/2037 144A                                         | CUSIP: 29445UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     971723 | PA      | $899060.45     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                    | COTY INC CL A                                                                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      26300 | NS      | $112564.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                                           | JM SMUCKER CO/THE                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      98700 | NS      | $10907337.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POTBELLY CORP                                               | POTBELLY CORP                                                                               | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |     827328 | NS      | $10705624.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTEL CORP                                                  | INTEL CORP                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    1127487 | NS      | $27454308.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROPACE INC                                               | NEUROPACE INC                                                                               | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30449 | NS      | $278608.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITY BANCORP INC                                           | UNITY BANCORP INC                                                                           | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       4511 | NS      | $236150.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER INC                                                  | CARTERS INC                                                                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       9100 | NS      | $259896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR 4.04638 09/02/25 27Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    7100000 | NC      | $-51266.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3 A1 VAR 07/25/2069 144A                       | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2269088 | PA      | $2260944.23    | 0.00%             | 2069-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CRITEO SA                                                   | CRITEO SA SPNR ADR                                                                          | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     278879 | NS      | $6924565.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                              | AIR PRODUCTS and CHEMICALS INC                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      10926 | NS      | $3213445.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                         | VULCAN MATERIALS CO                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     142051 | NS      | $41359569.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-09-15                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17123.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY TRUST                                      | AMERICOLD REALTY TRUST                                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     645517 | NS      | $9321265.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                          | UNION PACIFIC CORP                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    1031233 | NS      | $230552761.81  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                                  | ADIENT PLC                                                                                  | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     268243 | NS      | $6652426.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                               | DR HORTON INC                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      51100 | NS      | $8660428.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                | VONTIER CORP W/I                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     337514 | NS      | $14482725.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                | MONOLITHIC POWER SYS INC                                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      61270 | NS      | $51207015.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL                    | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160753 | NS      | $18975284.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CAD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-90325.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLER INDUSTRIES INC TENN                                  | MILLER INDUSTRIES INC TENN                                                                  | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |        100 | NS      | $4209.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD PT MTG TR 2017-6                                       | TOWD PT MTG TR 2017-6 3% 10/25/2057 144A                                                    | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2194737.51    | 0.00%             | 2057-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/MXN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-218.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                                 | STANDARD MOTOR PRODUCTS INC                                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      29833 | NS      | $1157818.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/NZD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $6413.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TABOOLA.COM LTD                                             | TABOOLA.COM LTD                                                                             | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | IL        |      96667 | NS      | $322867.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                      | TYLER TECHNOLOGIES INC                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      32481 | NS      | $18282905.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SOFTBANK GROUP CORP SNR JP SP GST                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     100000 | NC      | $295.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.51000 04-09-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -300000 | NC      | $4121.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055                                          | CUSIP: 3136BXEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7900000 | PA      | $7916438.32    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1218246.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD A2R TSFR3M+148 07/16/2034 144A                           | CUSIP: 05684RAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1996964.00    | 0.00%             | 2034-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                | CHARLES RIVER LABS INTL INC                                                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      14525 | NS      | $2372077.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y P 4.427 L 08/06/35 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $313919.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $387058.58     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 10/01/2055 #TBA                                                                | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38660000 | PA      | $36068569.94   | 0.04%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY FEDL01+82 RBC                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       3998 | NC      | $903446.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                    | HOMETRUST BANCSHARES INC                                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5547 | NS      | $229423.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                               | CDX IG44 5Y ICE SWAP 06/20/2030                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   30900000 | NC      | $-5412.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                | CRANE NXT CO                                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     142605 | NS      | $8517796.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BUNGE GLOBAL SA                                             | BUNGE GLOBAL SA                                                                             | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |     106100 | NS      | $8935742.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES                                | STEWART INFORMATION SERVICES                                                                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      65720 | NS      | $4787044.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB FINANCIAL CORP                                          | MVB FINANCIAL CORP                                                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       3997 | NS      | $97526.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACE SEC CORP HOME EQUITY LN TR                              | ACE SEC CORP HOME EQUITY LN TR STEP 08/25/2035                                              | CUSIP: 004421RH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     236383 | PA      | $233998.60     | 0.00%             | 2035-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB CORP                                             | ROCKET LAB CORP                                                                             | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28883 | NS      | $1403713.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| YUM CHINA HOLDINGS INC                                      | YUM CHINA HOLDINGS INC                                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      72505 | NS      | $3242423.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC CAL USD VS HKD @ 7.8 BOA                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |   19200000 | NC      | $22284.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICOLET BANKSHARES INC                                      | NICOLET BANKSHARES INC                                                                      | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9046 | NS      | $1250971.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33223.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                           | HORMEL FOODS CORP                                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      59100 | NS      | $1503504.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.5025 03/25/25-5Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   14780000 | NC      | $131029.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                              | CANADIAN NATL RESOURCES LTD YCP 0% 09/25/2025                                               | CUSIP: 13638WWR9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3450000 | PA      | $3437819.78    | 0.00%             | 2025-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US ULTRA BOND CBT FUT DEC25 WNZ5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -53 | NC      | $35117.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBILEYE GLOBAL INC                                         | MOBILEYE GLOBAL INC A                                                                       | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        600 | NS      | $8406.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA                               | PREFERRED BANK LOS ANGELES                                                                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      25170 | NS      | $2376048.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | CDX ITRAXX XOV42 5Y 35-100% SP BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |   10437176 | NC      | $2272128.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORP                                            | FIRST BUSEY CORP                                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       6895 | NS      | $170306.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                     | ZEBRA TECHNOLOGIES CORP CL A                                                                | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      74542 | NS      | $23636522.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                                             | NEOGENOMICS INC                                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10900 | NS      | $95702.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-10-21                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $316.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS INC                                | VICTORY CAPITAL HOLDINGS INC CL A                                                           | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      93094 | NS      | $6635740.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROCKY BRANDS INC                                            | ROCKY BRANDS INC                                                                            | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      81122 | NS      | $2468542.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                                 | COMPASS INC                                                                                 | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     119533 | NS      | $1085359.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                  | KORN FERRY                                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      38174 | NS      | $2830220.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JENTECH PRECISION INDUSTRIAL CO LTD                         | JENTECH PRECISION INDUS CO LTD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      32000 | NS      | $2168294.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: GBP/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $4756.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                 | PAGAYA AI DEBT TRUST 2024-3 6.258% 10/15/2031 144A                                          | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2184827 | PA      | $2198700.25    | 0.00%             | 2031-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BALCHEM CORP                                                | BALCHEM CORP                                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      73261 | NS      | $11874875.49   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                | TEXAS CAPITAL BANCSHARES INC                                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      82865 | NS      | $7173623.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                             | LENDINGTREE INC                                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       7438 | NS      | $505412.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKILLZ INC                                                  | SKILLZ INC                                                                                  | CUSIP: 83067L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2300 | NS      | $20286.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                             | MORNINGSTAR INC                                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      79644 | NS      | $20900178.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE INC                                     | GOOSEHEAD INSURANCE                                                                         | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      51933 | NS      | $4399244.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CROCS INC                                                   | CROCS INC                                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     174542 | NS      | $15220062.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RCKT MTG TR 2025 CES1                                       | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                                | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4193789 | PA      | $4213839.52    | 0.01%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                                       | AURORA INNOVATION INC                                                                       | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     665060 | NS      | $3744287.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HARTFORD INSURANCE GROUP INC/THE                            | HARTFORD INSURANCE GROUP INC/THE                                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     707374 | NS      | $93592653.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 09/01/2055 #TBA                                                                | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61710000 | PA      | $60859074.64   | 0.07%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.40000 04/09/25 5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -1800000 | NC      | $-8773.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLE BIOSCIENCES INC                                      | CASTLE BIOSCIENCES INC                                                                      | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     713618 | NS      | $17133968.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ASTERA LABS INC                                             | ASTERA LABS INC                                                                             | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      90983 | NS      | $16577102.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP INC INDIANA                                 | HORIZON BANCORP INC INDIANA                                                                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      55556 | NS      | $936674.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/ZAR settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $14894.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25066.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UFP INDUSTRIES INC                                          | UFP INDUSTRIES INC                                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      63852 | NS      | $6447136.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: SGD/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7544.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON TR BANCORP INC                                   | WASHINGTON TR BANCORP INC                                                                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      20812 | NS      | $631227.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUS INC                                                  | EVOLUS INC                                                                                  | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      22800 | NS      | $173964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERFORMANCE FOOD GROUP CO                                   | PERFORMANCE FOOD GROUP CO                                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     288347 | NS      | $29238385.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                   | KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       6892 | NS      | $230813.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                   | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                             | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     966829 | PA      | $967606.98     | 0.00%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+53 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1057 | NC      | $242098.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                              | HOME DEPOT INC                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     764302 | NS      | $310895124.54  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                              | HALLIBURTON CO                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    1038600 | NS      | $23607378.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA GLOBAL FUNDING TRUST 5.5% 04/01/2032 144A                                                | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204823.78     | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC                                   | EDGEWISE THERAPEUTICS INC                                                                   | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7082 | NS      | $101626.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                               | HDFC BANK LTD SPON ADR                                                                      | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      33120 | NS      | $2356819.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                                           | GENIUS SPORTS LTD                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    1950326 | NS      | $24944669.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                  | GRAND CANYON EDUCATION INC                                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      95567 | NS      | $19263440.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                           | CLEAN HARBORS INC                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      84225 | NS      | $20400137.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/CHF settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-24594.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORP                          | FEDERAL AGRI MTG NON VTG CL C                                                               | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       4400 | NS      | $922108.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                              | DORIAN LPG LTD                                                                              | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      72487 | NS      | $2318134.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                          | RH                                                                                          | CUSIP: 74967X103<br>LEI: 549300H9H1H3OC7C3H47 | Long             | EC               | CORP              | US        |       4596 | NS      | $1037179.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FASTENAL CO                                                 | FASTENAL CO                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      93900 | NS      | $4663074.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                                               | BANDWIDTH INC                                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     346201 | NS      | $5193015.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                                  | STRIDE INC                                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      98929 | NS      | $16144223.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                                  | CIENA CORP                                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     187335 | NS      | $17603869.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                    | RTX CORP                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    1281803 | NS      | $203293955.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                      | F5 INC                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      65824 | NS      | $20612127.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                          | AVANOS MEDICAL INC                                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      39900 | NS      | $476406.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: GBP/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $1055.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                | TELEFLEX INC                                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     151835 | NS      | $19193462.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     286283 | NS      | $41671353.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                        | COLGATE-PALMOLIVE CO                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     679631 | NS      | $57136578.17   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                 | POPULAR INC                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      89045 | NS      | $11187613.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                                | NATIONAL VISION HOLDINGS INC                                                                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     280029 | NS      | $6423865.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                         | DOLLAR GENERAL CORP                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      22288 | NS      | $2424042.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                           | U-HAUL HOLDING CO                                                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      70927 | NS      | $3705226.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KEMPER CORP DEL                                             | KEMPER CORP                                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      11700 | NS      | $627705.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                     | GAP INC                                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     531850 | NS      | $11706018.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP CORP/THE                                                | ODP CORP/THE                                                                                | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5400 | NS      | $109404.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                                        | SPX TECHNOLOGIES INC                                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      15636 | NS      | $2925651.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                                | INNOVIVA INC                                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |        700 | NS      | $14301.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGN THERAPEUTICS INC                                     | DESIGN THERAPEUTICS INC                                                                     | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2052 | NS      | $11347.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ZAR settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3169.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC | PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC A2R5 TSFR3M+160 05/21/2034 144A | CUSIP: 69689ABY5<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4200537.60    | 0.01%             | 2034-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                | UPSTART SECURITIZATION TRUST 7.92% 06/20/2033 144A                                          | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3960930 | PA      | $4006478.42    | 0.00%             | 2033-06-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD BRR TSFR3M+160 10/23/2034 144A                           | CUSIP: 05684CAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001258.00    | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                            | MCGRATH RENTCORP                                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     184585 | NS      | $22425231.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                               | ULTRAGENYX PHARMA INC                                                                       | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     462729 | NS      | $13863360.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INVESTMENTS INC                                  | WISDOMTREE INVESTMENTS INC                                                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     356777 | NS      | $4855734.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6330 09/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -69 | NC      | $-14145.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FLUENCE ENERGY INC                                          | FLUENCE ENERGY INC                                                                          | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |       7900 | NS      | $58460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA HEALTH SCIENCES INC                                   | USANA HEALTH SCIENCES INC                                                                   | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      22179 | NS      | $707731.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                                                | ALKERMES PLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      76015 | NS      | $2202154.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED WATER CO INC                                   | CONSOLIDATED WATER CO LTD                                                                   | CUSIP: N/A<br>LEI: 5299001BMEW8X9VIJA73       | Long             | EC               | CORP              | KY        |      30429 | NS      | $1012372.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPER MICRO COMPUTER INC                                    | SUPER MICRO COMPUTER INC                                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      75569 | NS      | $3139136.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HAIN CELESTIAL GROUP INC                                    | HAIN CELESTIAL GROUP INC                                                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      54007 | NS      | $97212.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX ITRAXX XOV42 5Y 35-100% SP GST                                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |    2899215 | NC      | $631146.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                     | CONSOLIDATED EDISON INC                                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     542057 | NS      | $53246259.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY CMNTYS INC                                          | CENTURY COMMUNITIES INC                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      18182 | NS      | $1197830.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                              | STARBUCKS CORP                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     324693 | NS      | $28634675.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6390 09/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -65 | NC      | $-162825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                                  | THIRD COAST BANCSHARES INC                                                                  | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4801 | NS      | $191223.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                                  | SUNRUN INC                                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      44447 | NS      | $709818.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                                                | WESBANCO INC                                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23571 | NS      | $773128.80     | 0.00%             |  |  |  | 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        |   16057742 | NS      | $374145393.31  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 09/30/2025                                                                     | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40002000 | PA      | $39869926.60   | 0.05%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                  | NUCOR CORP                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     147414 | NS      | $21924884.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLAVIYO INC                                                 | KLAVIYO INC-A                                                                               | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55500 | NS      | $1800420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                 | HUBBELL INC                                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      88227 | NS      | $38024954.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                           | TJX COMPANIES INC NEW                                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     649058 | NS      | $88667813.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                                       | TRANSMEDICS GROUP INC                                                                       | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      27965 | NS      | $3214856.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHAMPION HOMES INC                                          | CHAMPION HOMES INC                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     184543 | NS      | $13925614.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                                        | UPSTART HOLDINGS INC                                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      18402 | NS      | $1348498.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CUMMINS INC                                                 | CUMMINS INC                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     208795 | NS      | $83192279.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 8% 01/31/2030                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  321400000 | PA      | $18146058.16   | 0.02%             | 2030-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $4937.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $895348.26     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                         | EMERSON ELECTRIC CO                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     825219 | NS      | $108928908.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERIS BANCORP                                              | AMERIS BANCORP                                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      11757 | NS      | $861552.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                        | AMKOR TECHNOLOGY INC                                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      16892 | NS      | $408617.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-10-22                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $147.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WATERSTONE FINL INC MD                                      | WATERSTONE FINANCIAL INC                                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      20699 | NS      | $310278.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-3                               | MARLETTE FUNDING TRUST 2022-3A C 6.89% 11/15/2032 144A                                      | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500416 | PA      | $501927.98     | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 10/01/2055 #TBA                                                                | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61710000 | PA      | $60818093.03   | 0.07%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL9 LLC                                          | PRET 2024-NPL9 LLC 5.8514% 12/25/2054 144A                                                  | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-CBDO         | CORP              | US        |    2565915 | PA      | $2583174.83    | 0.00%             | 2054-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                               | APPLOVIN CORP                                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      21590 | NS      | $10332758.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: KRW/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-400.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                                         | BENTLEY SYS INC CL B                                                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     151739 | NS      | $8444275.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC                                      | GROUP 1 AUTOMOTIVE INC                                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      22989 | NS      | $10684827.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                                        | MANHATTAN ASSOCIATES INC                                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     197576 | NS      | $42565773.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A                                                | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411249.06     | 0.00%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                     | ENERGIZER HLDGS INC                                                                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     319500 | NS      | $8805420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TRI POINTE HOMES INC                                        | TRI POINTE HOMES INC                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     205427 | NS      | $7257735.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARSH and MCLENNAN COS INC                                  | MARSH and MCLENNAN COS INC                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     515586 | NS      | $106112754.66  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.9271 05/08/25 01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   37800000 | NC      | $-14546.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                 | SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A                                     | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5581382 | PA      | $5574707.86    | 0.01%             | 2052-06-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QUAKER HOUGHTON                                             | QUAKER HOUGHTON                                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      31738 | NS      | $4604231.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3872.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABFC 2006-HE1 TR                                            | ABFC 2006-HE1 TR STEP 01/25/2037                                                            | CUSIP: 00075WAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7189424 | PA      | $4012196.36    | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                 | METLIFE INC                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     926062 | NS      | $75344404.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OUSTER INC                                                  | OUSTER INC                                                                                  | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14766 | NS      | $421273.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO 28 LTD                                              | KKR CLO 28 LTD AR TSFR3M+144 02/09/2035 144A                                                | CUSIP: 48253WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $2101014.30    | 0.00%             | 2035-02-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                         | BELLRING BRANDS INC                                                                         | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     473291 | NS      | $19428595.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                       | WORLD ACCEPTANCE CORP                                                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $68572.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                               | SYNAPTICS INC                                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      61244 | NS      | $4278505.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                       | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                          | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3157366 | PA      | $3208099.87    | 0.00%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                    | DANA INC                                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      74042 | NS      | $1492686.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                | ALIMENTATION COUCHE-TARD INC CP 0% 09/11/2025                                               | CUSIP: 01626UWB7<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1198014.24    | 0.00%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                             | IHEARTMEDIA INC                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13100 | NS      | $27903.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE INC                                             | HYSTER-YALE INC                                                                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6900 | NS      | $258750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                                        | TENABLE HOLDINGS INC                                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      99101 | NS      | $3064202.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                                  | VIASAT INC                                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      66914 | NS      | $2163329.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: IDR/USD settle 2025-09-26                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-30470.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                | GRAPHIC PACKAGING HOLDING CO                                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     483944 | NS      | $10777432.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MATADOR RESOURCES COMPANY                                   | MATADOR RESOURCES COMPANY                                                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     675346 | NS      | $34010424.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-09-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2122.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                             | SHAKE SHACK INC - CLASS A                                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       9907 | NS      | $1050142.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                     | WINTRUST FINANCIAL CORP                                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      68271 | NS      | $9372925.59    | 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        |   31238269 | NS      | $596338554.47  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FIELDSTONE MTG INVT CORP                                    | FIELDSTONE MTG INVT CORP STEP 02/25/2035                                                    | CUSIP: 31659TCS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $2509006.40    | 0.00%             | 2035-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                   | QORVO INC                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      17773 | NS      | $1612011.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                             | HECLA MINING CO                                                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     285748 | NS      | $2431715.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                                 | BANNER CORP                                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     206844 | NS      | $13864753.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | ORO FWD USD 30Y P 4.11 L 8/23/27 GLM                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |   37400000 | NC      | $3105118.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 6.75% 07/11/2039 REGS                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2200000 | PA      | $2612386.71    | 0.00%             | 2039-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                             | MAREX GROUP PLC                                                                             | CUSIP: N/A<br>LEI: 549300DWX0SVICJAL507       | Long             | EC               | CORP              | GB        |     107273 | NS      | $3793173.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                                         | GUARDANT HEALTH INC                                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      47962 | NS      | $3233598.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                            | SENSATA TECHNOLOGIES HOLDING PLC                                                            | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      20451 | NS      | $665475.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                                       | ESCO TECHNOLOGIES INC                                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       5271 | NS      | $1058996.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                 | CORTEVA INC                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     562715 | NS      | $41747825.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                               | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                                | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     378278 | PA      | $378959.35     | 0.00%             | 2032-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN FINANCIAL CORP                                      | OPORTUN FIN CORP                                                                            | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     241639 | NS      | $1597233.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                  | PFIZER INC                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    2651312 | NS      | $65646485.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                                           | REVOLVE GROUP INC                                                                           | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     668128 | NS      | $14946023.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXSTEEL INDUSTRIES INC                                    | FLEXSTEEL IND                                                                               | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |        100 | NS      | $4638.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                             | WEYERHAEUSER CO                                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      62489 | NS      | $1616590.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                   | TESLA INC                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    2315062 | NS      | $772929749.94  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                      | CACI INTERNATIONAL INC                                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     133756 | NS      | $64165428.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                            | REINSURANCE GROUP OF AMERICA                                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      68944 | NS      | $13429601.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRINDR INC                                                  | GRINDR INC                                                                                  | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |     107179 | NS      | $1676279.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | OTC ECAL USD VS HKD @ 7.85 BOA                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |  -48300000 | NC      | $-33867.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                         | SUMITOMO MITSUI FINL GRP INC 4.66%/VAR 07/08/2031                                           | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2528838.80    | 0.00%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUL CENTERS INC                                            | SAUL CENTERS INC                                                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5900 | NS      | $201603.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/TRY settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-7715.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-09-29                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10987.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LTD                              | FIDELIS INSURANCE HOLDINGS LTD                                                              | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      34409 | NS      | $601469.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                 | TEXTRON INC                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     373000 | NS      | $29899680.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTO INGREDIENTS INC                                        | ALTO INGREDIENTS INC                                                                        | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      23400 | NS      | $26442.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                        | CRACKER BARREL OLD CTRY ST INC                                                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     103682 | NS      | $6202257.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 4.62% 11/15/2028                              | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1503594.90    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                                | SANMINA CORP                                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     145065 | NS      | $17048038.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                        | WABASH NATIONAL CORP                                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     145200 | NS      | $1610268.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 3.222 L 08/04/26 BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $6009.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                   | HEALTHPEAK PROPERTIES INC                                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      21000 | NS      | $376740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                    | BALTA 06-1 21A2 CSTR 2/36                                                                   | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3751027 | PA      | $2655728.43    | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                                  | ACADIA PHARMACEUTICALS INC                                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     127347 | NS      | $3309748.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                            | RBC BEARINGS INC                                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45039 | NS      | $17563408.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)                                  | OLD NATIONAL BANCORP (IND)                                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     650430 | NS      | $14888342.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                                           | PROS HLDGS INC                                                                              | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     225961 | NS      | $3502395.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2015-B                                 | SMB PRIVATE ED LN TR 2015-B 3.5% 12/17/2040 144A                                            | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-CBDO         | CORP              | US        |     740766 | PA      | $737230.86     | 0.00%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENTEX CORP                                                 | GENTEX CORP                                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     612651 | NS      | $17160354.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                     | ANI PHARMACEUTICALS INC                                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      19093 | NS      | $1785195.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CR FDG 13 LTD / LLC                               | ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A                                     | CUSIP: 03290AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $285415.80     | 0.00%             | 2039-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACYS INC                                                   | MACYS INC                                                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     499536 | NS      | $6608861.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ANCHORAGE CREDIT FUNDING 3 LTD                              | ANCHORAGE CREDIT FUNDING 3 LTD A1R 2.871% 01/28/2039 144A                                   | CUSIP: 03330EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $477884.00     | 0.00%             | 2039-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 14.0087 05/12/25 01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    7800000 | NC      | $-1501.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 1Y P 3.1625 L 8/23/27 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  548300000 | NC      | $2546738.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.64% 01/15/2030                                    | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $751379.93     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC                                        | RUSH ENTERPRISES INC CL A                                                                   | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       4267 | NS      | $244925.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                                   | JFROG LTD                                                                                   | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      24235 | NS      | $1196481.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PLN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-174.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/KRW settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $383.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG and E CORP                                               | PG and E CORP                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    4467106 | NS      | $68257379.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO INC NEW                                          | GANNETT CO INC                                                                              | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     167200 | NS      | $687192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR VOYIX CORP                                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     284958 | NS      | $3755746.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QUINSTREET INC                                              | QUINSTREET INC                                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     132707 | NS      | $2080845.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                 | TARGET CORP                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     165000 | NS      | $15836700.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $692.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENSIGN GROUP INC                                            | ENSIGN GROUP INC                                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      12953 | NS      | $2225066.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                                                | NOVOCURE LTD                                                                                | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     193328 | NS      | $2383734.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PLN settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2448.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROGYNY INC                                                 | PROGYNY INC                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     222109 | NS      | $5257320.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                          | PPG INDUSTRIES INC                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     342691 | NS      | $38117519.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBMATIC INC                                                | PUBMATIC INC CL A                                                                           | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2338 | NS      | $20270.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                                | CUSIP: 61744CHP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     304270 | PA      | $304618.24     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CHURCHILL DOWNS INC                                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     200836 | NS      | $20832718.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4% 11/01/2054#DC2693                                                              | CUSIP: 3140AP7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     673934 | PA      | $629549.05     | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.86500 11/20/24 10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2000000 | NC      | $35986.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                              | SOLVENTUM CORP                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      18793 | NS      | $1373580.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                                | FEDERAL REALTY INVESTMENT TR                                                                | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       3700 | NS      | $372035.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                                           | GAMESTOP CORP CL A                                                                          | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      33354 | NS      | $747463.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.01% 11/01/2029#BZ2116                                                           | CUSIP: 3140NWK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1998536.40    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                                 | HUBSPOT INC                                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       1400 | NS      | $676438.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+55 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1078 | NC      | $246664.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                 | NOVARTIS AG SPON ADR                                                                        | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     114809 | NS      | $14529078.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                                  | RUBRIK INC                                                                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      19403 | NS      | $1734628.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                               | INDEPENDENCE REALTY TR INC                                                                  | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     570325 | NS      | $10328585.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                                              | VICI PPTYS INC                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      65264 | NS      | $2204617.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-09-30                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $24615.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     433700 | NS      | $5946027.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONSTAR HOME EQUITY LOAN TR 2007 B                       | NATIONSTAR HM EQT LOAN TR 07B TSFR1M+43.448 04/25/2037                                      | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     565421 | PA      | $559071.09     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORP                                          | KILROY REALTY CORP                                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      30382 | NS      | $1263587.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                               | SNOWFLAKE INC                                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      54590 | NS      | $13028449.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                      | PATRIA INVESTMENTS LTD                                                                      | CUSIP: N/A<br>LEI: 254900MZMZN2NNVXYO82       | Long             | EC               | CORP              | KY        |      12678 | NS      | $171660.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                                    | MICROCHIP TECHNOLOGY                                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     262800 | NS      | $17082000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                      | MARVELL TECHNOLOGY INC                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     438982 | NS      | $27596603.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: EUR/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7632.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMBACH HOLDINGS INC                                        | LIMBACH HOLDINGS INC                                                                        | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      19070 | NS      | $2184659.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDITY BIOSCIENCES INC                                     | AVIDITY BIOSCIENCES                                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37259 | NS      | $1735524.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSCOUT SYSTEMS INC                                        | NETSCOUT SYSTEMS INC                                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      14403 | NS      | $358490.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                       | SPOTIFY TECHNOLOGY SA                                                                       | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      34772 | NS      | $23710331.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                        | KAISER ALUM CORP                                                                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17816 | NS      | $1387331.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                      | PENN ENTERTAINMENT INC                                                                      | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7378 | NS      | $149256.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                     | ADT INC                                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4309828 | NS      | $37538601.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-1           | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-1 4.66% 02/16/2028                          | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1345337 | PA      | $1348240.18    | 0.00%             | 2028-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING TRUST                                       | CHATHAM LODGING TRUST                                                                       | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22784 | NS      | $173841.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                              | TECHNIPFMC PLC                                                                              | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     551015 | NS      | $20255311.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8208.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                               | MARRIOTT INTERNATIONAL INC A                                                                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      95261 | NS      | $25516611.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                                                | GRIFFON CORP                                                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       9727 | NS      | $740808.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                         | TE CONNECTIVITY PLC                                                                         | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     218679 | NS      | $45157213.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                 | AMEREN CORP                                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     193548 | NS      | $19312219.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC EPUT FN 4.5% 9-55 @ 94 28 BOA                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -11000000 | NC      | $-1610.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIONTECH SE                                                 | BIONTECH SE ADR                                                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      18000 | NS      | $1800000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                                  | QUALYS INC                                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     105909 | NS      | $14383501.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                               | TOLL BROTHERS INC                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     254857 | NS      | $35425123.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                  | NELNET INC CL A                                                                             | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       1497 | NS      | $192529.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEHR TEST SYSTEMS                                           | AEHR TEST SYSTEMS                                                                           | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |      58427 | NS      | $1457753.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: KRW/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-355.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLI CORP                                                    | RLI CORP                                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     273806 | NS      | $18544880.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                         | ELEVANCE HEALTH INC                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      86761 | NS      | $27646392.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                                 | ARCUTIS BIOTHERAPEUTICS INC                                                                 | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27603 | NS      | $428398.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $996.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                                   | VANDA PHARMACEUTICALS INC                                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     201227 | NS      | $951803.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                    | WILLIS TOWERS WATSON PLC                                                                    | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      43646 | NS      | $14263076.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                              | SERVICE CORP INTERNATIONAL INC                                                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     337045 | NS      | $26710816.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                 | WALMART INC                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    3204212 | NS      | $310744479.76  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                    | MARKETAXESS HLDGS INC                                                                       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     153871 | NS      | $28287644.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                     | MKS INC                                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      55683 | NS      | $5754281.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5 PUT 111 09/26/2025                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -440 | NC      | $-61875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                                            | PURE STORAGE INC CL A                                                                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     813876 | NS      | $63164916.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                          | EQUITY RESIDENTIAL REIT                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     190181 | NS      | $12574767.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 10/01/2055 #TBA                                                                | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  114735000 | PA      | $117128303.26  | 0.14%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                     | ENOVA INTL INC                                                                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      74031 | NS      | $8979960.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                  | INLAND AMERICN REAL EST TR INC                                                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      18800 | NS      | $559676.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/CAD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-27442.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                            | AMERICAN INTERNATIONAL GROUP                                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     931318 | NS      | $75734779.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                    | SLM CORP                                                                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     563971 | NS      | $17641012.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUX THERAPEUTICS INC                                      | JANUX THERAPEUTICS INC                                                                      | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40000 | NS      | $908800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                                 | CINTAS CORP                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     252357 | NS      | $53002540.71   | 0.06%             |  |  |  | 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        |  134432106 | NS      | $3169909063.16 | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                          | MIDEA GROUP CO LTD H                                                                        | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     364537 | NS      | $3822833.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH INC                                                  | UIPATH INC A                                                                                | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     111900 | NS      | $1244328.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                           | EVERSOURCE ENERGY CP 0% 09/24/2025                                                          | CUSIP: 30040XWQ5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398667.32     | 0.00%             | 2025-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDIAALPHA INC                                              | MEDIAALPHA INC CL A                                                                         | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37439 | NS      | $395730.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                             | CMS ENERGY CORP                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     286072 | NS      | $20474173.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                 | IDACORP INC                                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     219732 | NS      | $27488473.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD BUSINESS CORP                                    | BROOKFIELD BUSINESS CORP-CL A                                                               | CUSIP: 11259V106<br>LEI: 2549005XWAHF5YCLN502 | Long             | EC               | CORP              | CA        |       7424 | NS      | $244992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES INC                       | FIRST BUSINESS FIN SVCS INC                                                                 | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       5976 | NS      | $312664.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007-HE3                    | MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE3 A2A STEP 12/25/2036                         | CUSIP: 617538AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     237822 | PA      | $117892.41     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                          | EVOLENT HEALTH INC A                                                                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      89700 | NS      | $865605.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $432.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC ECAL USD VS HKD @ 7.85 GLM                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               | CORP              | US        |   -4900000 | NC      | $-3325.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                               | LIVE NATION ENTERTAINMENT INC                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      33300 | NS      | $5544117.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                | SEMTECH CORP                                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     269266 | NS      | $15641661.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET LABS PBC                                             | PLANET LABS PBC A                                                                           | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |     369408 | NS      | $2619102.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                     | KBR INC                                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     403934 | NS      | $20382509.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                       | LANTHEUS HLDGS INC                                                                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     215616 | NS      | $11837318.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PMV PHARMACEUTICALS INC                                     | PMV PHARMACEUTICALS INC                                                                     | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1400 | NS      | $1960.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-11-28                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-53562.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                        | BWX TECHNOLOGIES INC                                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      90920 | NS      | $14732676.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055                                       | CUSIP: 3136BXKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7200000 | PA      | $7228448.64    | 0.01%             | 2055-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                                  | FASTLY INC CL A                                                                             | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       1000 | NS      | $7610.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC                                  | UNITED COMMUNITY BANKS GA                                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      21663 | NS      | $723544.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS INC                             | INTERNATIONAL MONEY EXPRESS INC                                                             | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      59778 | NS      | $866781.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                                        | ESTEE LAUDER COS INC CL A                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     152700 | NS      | $14007171.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                         | TRONOX HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |      76508 | NS      | $327454.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                         | APPLIED INDUSTRIAL TECH INC                                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      76107 | NS      | $20060283.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAMA'S CREATIONS INC                                        | MAMA'S CREATIONS INC                                                                        | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1166412 | NS      | $9307967.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUEPRINT MEDICINES CORP                                    | BLUEPRINT MEDICINES CORP CVR                                                                | CUSIP: N/A<br>LEI: 5299004CC60O9T5HVM83       | Long             | EC               | CORP              | US        |      24629 | NS      | $0.25          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOOKING HOLDINGS INC                                        | THE BOOKING HOLDINGS INC                                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      28720 | NS      | $160804716.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTCAR AMERICA INC                                      | FREIGHTCAR AMERICA INC                                                                      | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |        400 | NS      | $3416.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                               | AMPHASTAR PHARMACEUTICALS INC                                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       2100 | NS      | $64302.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC                                | CATALYST PHARMACEUTICALS INC                                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      84050 | NS      | $1730589.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | USTN TII 1% 2/15/46                                                                         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6820000 | PA      | $6965808.68    | 0.01%             | 2046-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                       | REGIONS FINANCIAL CORP                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    1567504 | NS      | $42933934.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCH INC                                 | OIS MXN TIIE1-9.39000 12-12-25-9Y CME                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -12200000 | NC      | $-49843.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYSTAR HOLDING CORP                                        | WAYSTAR HOLDING CORP                                                                        | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     322829 | NS      | $12228762.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORP                                                    | IDT CORP CL B NEW                                                                           | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       4100 | NS      | $262687.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 09/25/2055                                          | CUSIP: 3137HMXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5000000 | PA      | $5004021.50    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                 | ROLLINS INC                                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     597767 | NS      | $33797746.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDSTONE PEAK LTD                                          | SANDSTONE PEAK LTD A1R TSFR3M+128 10/15/2034 144A                                           | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501479.00    | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        809 | NC      | $235556.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 6% 12/01/2053#RJ0139                                                              | CUSIP: 3142GQEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53106 | PA      | $54421.43      | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA and OMEGA SEMICONDUCTOR LTD                           | ALPHA and OMEGA SEMICNDTR LTD                                                               | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |       5396 | NS      | $155242.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                        | MILL CITY MORTGAGE LOAN TRUST 2017-1 3.25% 11/25/2058 144A                                  | CUSIP: 59981HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4560000 | PA      | $4402789.44    | 0.01%             | 2058-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                          | CARETRUST REIT INC                                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      12970 | NS      | $446297.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                              | CHROMA ATE INC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      96000 | NS      | $1818472.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAMBUS INC                                                  | RAMBUS INC                                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      32857 | NS      | $2423860.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                      | MUELLER INDUSTRIES INC                                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     285708 | NS      | $27410825.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                                          | GLOBUS MEDICAL INC                                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     381884 | NS      | $23398032.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                  | MONDELEZ INTL INC                                                                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    1837845 | NS      | $112917196.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                        | CHART INDUSTRIES INC                                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       3209 | NS      | $639746.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1991.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMONEIRA CO                                                | LIMONEIRA CO                                                                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |       1089 | NS      | $17162.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                               | PRINCIPAL FINL GROUP INC                                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     128985 | NS      | $10384582.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                    | UGI CORP NEW                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     415000 | NS      | $14375600.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HISCOX LTD                                                  | HISCOX LTD (NE HISCOX BERMUDA)                                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     176484 | NS      | $3112891.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                             | INSTALLED BUILDING PRODUCTS INC                                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      45257 | NS      | $11849187.74   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTIER COMMUNICATIONS PARENT INC                          | FRONTIER COMMUNICATIONS PARENT INC                                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      81063 | NS      | $3005816.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                                              | FIVE BELOW INC                                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      17513 | NS      | $2541136.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: INR/USD settle 2025-09-26                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-41429.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPORTRADAR HOLDING AG                                       | SPORTRADAR GROUP AG                                                                         | CUSIP: N/A<br>LEI: 39120099GMDR0HYDS163       | Long             | EC               | CORP              | CH        |      96195 | NS      | $2976273.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                                             | SMITH (AO) CORP                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     289183 | NS      | $20615856.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUGO FUNDING DAC                                            | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1233336 | PA      | $1442863.80    | 0.00%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MONRO INC                                                   | MONRO INC                                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58860 | NS      | $975898.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EMPLOYERS HOLDINGS INC                                      | EMPLOYERS HOLDINGS INC                                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        700 | NS      | $30282.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MASS                                  | INDEPENDENT BANK CORP MASS                                                                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     123614 | NS      | $8839637.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WORTHINGTON ENTERPRISES INC                                 | WORTHINGTON ENTERPRISES INC                                                                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      55062 | NS      | $3623079.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI INC                                                     | ATI INC                                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     121900 | NS      | $9452126.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                              | GLOBE LIFE INC                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     203468 | NS      | $28475346.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MTG LN TR                                        | HVMLT 2005-9 2A1A TSFR1M+79.448 6/35                                                        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     473217 | PA      | $432029.65     | 0.00%             | 2035-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP PLC                                              | EATON CORP PLC                                                                              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     345893 | NS      | $120765082.02  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                        | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                               | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3711656 | PA      | $3608392.90    | 0.00%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                    | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    5300000 | PA      | $5377168.00    | 0.01%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERACYTE INC                                                | VERACYTE INC                                                                                | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     366870 | NS      | $11130835.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| M and T BANK CORP                                           | M and T BANK CORP                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      58843 | NS      | $11866279.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/IDR settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $91.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 7.3% 08/12/2033 144A REGS                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    1000000 | PA      | $311315.34     | 0.00%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                        | KEURIG DR PEPPER INC                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    4622971 | NS      | $134482226.39  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                    | ASGN INC                                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      92072 | NS      | $4994906.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                    | NIKE INC CL B                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     338840 | NS      | $26216050.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $24680.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMNEAL INTERMEDIATE INC                                     | AMNEAL PHARMACEUTICALS INC                                                                  | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      59127 | NS      | $565254.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                      | GENWORTH FINANCIAL INC                                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    1832486 | NS      | $15704405.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC IMSC MTG LN TR 2007-AR1                             | INDYMAC IMSC MTG LN TR 2007-AR1 VAR 06/25/2037                                              | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     916788 | PA      | $560267.31     | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC                                            | HENRY SCHEIN INC                                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      46600 | NS      | $3242428.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                                    | REVOLUTION MEDICINES INC                                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      59664 | NS      | $2265442.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                               | AIB GROUP PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     332211 | NS      | $2697256.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                         | EASTMAN CHEMICAL CO                                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      98500 | NS      | $6928490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2271.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                        | PARKER HANNIFIN CORP                                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     142839 | NS      | $108464794.65  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                                            | PAYPAL HLDGS INC                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     960056 | NS      | $67386330.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                        | BRIDGEBIO PHARMA INC                                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     209826 | NS      | $10860593.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VELO3D INC                                                  | VELO3D INC                                                                                  | CUSIP: 92259N302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     503310 | NS      | $2169266.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTERN UNION CO/THE                                        | WESTERN UNION CO                                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     526900 | NS      | $4568223.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI WORLDWIDE INC                                           | ACI WORLDWIDE INC                                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     463341 | NS      | $22865878.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOSSAMER BIO INC                                            | GOSSAMER BIO INC                                                                            | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      15400 | NS      | $38038.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                                        | WARRIOR MET COAL INC                                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      85365 | NS      | $5219216.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKROCK INC                                               | BLACKROCK INC                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      63999 | NS      | $72135832.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                    | ENCORE CAP GROUP INC                                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      43179 | NS      | $1806609.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVERNMENT OF                                         | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  620000000 | PA      | $3637940.87    | 0.00%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPLITUDE INC                                               | AMPLITUDE INC                                                                               | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |     125770 | NS      | $1437551.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SPTR TRS EQUITY SOFR+40 GST                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |        841 | NC      | $193859.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: PLN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $4218.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                | ARTHUR J GALLAGHAR AND CO                                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     503454 | NS      | $152420698.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                | NISOURCE INC                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      46600 | NS      | $1969782.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COURSERA INC                                                | COURSERA INC                                                                                | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     192511 | NS      | $2213876.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT STUDENT LOAN TR                                     | NAVIENT STUDENT LOAN TR 3.48% 04/15/2060 144A                                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1945459 | PA      | $1824591.98    | 0.00%             | 2060-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                               | HUDSON PACIFIC PROPERTIES INC                                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23000 | NS      | $64630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM EUROPEAN CLO I DAC                                     | BBAM EUROPEAN CLO I DAC AR 3MEUR+87 07/22/2034 144A                                         | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1165618.17    | 0.00%             | 2034-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AXOS FINANCIAL INC                                          | AXOS FINANCIAL INC                                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     118692 | NS      | $10825897.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J P MORGAN MTG TR 2024-10                                   | JP MORGAN MORTGAGE TRUST 2024-10 A11 VAR 03/25/2055 144A                                    | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2205036 | PA      | $2202331.38    | 0.00%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                    | GRANITE CONSTRUCTION INC                                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       6900 | NS      | $743475.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PETCO HEALTH AND WELLNESS CO INC                            | PETCO HEALTH AND WELLNESS CO INC                                                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     127776 | NS      | $509826.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVATION BIO INC                                            | NUVATION BIO INC                                                                            | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42169 | NS      | $125241.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ CORP                                                    | LKQ CORP                                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     632983 | NS      | $20647905.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS INC                             | ESTABLISHMENT LABS HOLDINGS INC                                                             | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |     100134 | NS      | $4132530.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JOBY AVIATION INC                                           | JOBY AVIATION INC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      63149 | NS      | $893558.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JEFFERIES FINANCIAL GROUP INC                               | JEFFERIES FINANCIAL GROUP INC                                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     704302 | NS      | $45673984.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME EQUITY ASSET TR                                        | HOME EQUITY ASSET TR TSFR1M+56 08/25/2036                                                   | CUSIP: 437084VN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     191701 | PA      | $189868.63     | 0.00%             | 2036-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                 | CHEMOURS CO/ THE                                                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      24899 | NS      | $383444.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK INC                                                    | BARK INC                                                                                    | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27159 | NS      | $24505.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSPIN TECHNOLOGIES INC                                   | EVERSPIN TECHNOLOGIES INC                                                                   | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |       5400 | NS      | $34722.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDAY.COM LTD                                              | MONDAY.COM LTD                                                                              | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |      31501 | NS      | $6079693.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 12/25/2054                                       | CUSIP: 3137HHLU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1012535 | PA      | $1017963.55    | 0.00%             | 2054-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUOLINGO INC                                                | DUOLINGO INC                                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14142 | NS      | $4212336.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-2                           | FLAGSHIP CREDIT AUTO TRUST 2023-2 B 5.21% 05/15/2028 144A                                   | CUSIP: 33843EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2354000 | PA      | $2361288.69    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                                      | FLAGSTAR FINANCIAL INC                                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     437553 | NS      | $5609429.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHRODINGER INC                                             | SCHRODINGER INC                                                                             | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      78399 | NS      | $1529564.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OREILLY AUTOMOTIVE INC                                      | O'REILLY AUTOMOTIVE INC                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     795889 | NS      | $82517771.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORP                                        | FIRST ADVANTAGE CORP                                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     471486 | NS      | $7713510.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERIX INC                                                 | ANTERIX INC                                                                                 | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        400 | NS      | $9496.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $315795.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCYTE CORP                                                 | INCYTE CORP                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     277834 | NS      | $23507534.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CHF/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $6580.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 6.85% 08/12/2035 144A REGS                                                 | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   37400000 | PA      | $10995841.39   | 0.01%             | 2035-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                               | SELECTIVE INSURANCE GROUP INC                                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       2802 | NS      | $219200.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEMD INC                                                  | LIFEMD INC                                                                                  | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3691 | NS      | $22847.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                   | APTIV PLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      51400 | NS      | $4087842.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                               | NEWS CORP NEW CL B                                                                          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      33388 | NS      | $1130851.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.75000 05/07/25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2500000 | NC      | $16767.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: KRW/USD settle 2025-09-29                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2288.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | ORO USD 1Y P 5.85000 L 11/21/25 CBK                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   20900000 | NC      | $2.09          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                          | VALERO ENERGY CORP                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     638446 | NS      | $97050176.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                                          | BOK FINANCIAL COMMON NEW                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        180 | NS      | $20053.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                 | VAXCYTE INC                                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      50000 | NS      | $1539500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PURETECH HEALTH PLC                                         | PURETECH HEALTH PLC ADR                                                                     | CUSIP: 746237106<br>LEI: 213800LVPDNO2Z9T9I39 | Long             | EC               | CORP              | GB        |       1279 | NS      | $21755.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                    | GLS AUTO SELECT RECEIVABLES TRUST 2024-4A B 4.5% 11/15/2030 144A                            | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2009357.00    | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025                                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   34000000 | PA      | $6191633.37    | 0.01%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                  | CADENCE DESIGN SYSTEMS INC                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     312349 | NS      | $109456460.07  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                            | VAIL RESORTS INC                                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      82054 | NS      | $13440445.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-09-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2303.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLEBRITE DI LTD                                           | CELLEBRITE DI LTD                                                                           | CUSIP: N/A<br>LEI: 254900G03462YGP1IO36       | Long             | EC               | CORP              | IL        |    1137951 | NS      | $18662396.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-5                                 | PAGAYA AI DEBT TRUST 2023-5 C 9.099% 04/15/2031 144A                                        | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2326131 | PA      | $2338128.67    | 0.00%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                     | NEXSTAR MEDIA GROUP INC                                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     105059 | NS      | $21487717.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HANCOCK WHITNEY CORP                                        | HANCOCK WHITNEY CORP                                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      19714 | NS      | $1240404.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                                 | MODERNA INC                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     569953 | NS      | $13730167.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                                                | DILLARDS INC CL A                                                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       1145 | NS      | $610147.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-53.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA INC                                           | DOMINOS PIZZA INC                                                                           | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      40525 | NS      | $18572607.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUECAR INC                                                 | TRUECAR INC                                                                                 | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |        499 | NS      | $1097.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERSALE CORP                                                | AERSALE CORP                                                                                | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9450 | NS      | $81553.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                                  | CASEY GENERAL STORES                                                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       6387 | NS      | $3158499.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                          | C N A FINANCIAL CORP                                                                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     147983 | NS      | $7332557.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                      | ROPER TECHNOLOGIES INC                                                                      | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     234807 | NS      | $123581272.17  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO USD 1Y C 3.29000 L 10/30/25 BRC                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |  -64400000 | NC      | $-39899.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEAR CORP                                                   | LEAR CORP NEW                                                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      86510 | NS      | $9516100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERMENEGILDO ZEGNA HOLDITALIA SPA                            | ERMENEGILDO ZEGNA HOLDITALIA SPA                                                            | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | NL        |     752864 | NS      | $6354172.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NUTRIEN LTD                                                 | NUTRIEN LTD                                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      13383 | NS      | $771128.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CORDATUS LOAN FUND XIV DAC                              | CVC CORDATUS LOAN FUND XIV DAC A1R 3MEUR+85 05/22/2032 144A                                 | CUSIP: N/A<br>LEI: 635400UH3DTSYN3K2540       | Long             | ABS-CBDO         | CORP              | IE        |    3297797 | PA      | $3850816.38    | 0.00%             | 2032-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                  | LATTICE SEMICONDUCTOR CORP                                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     265803 | NS      | $17644003.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                                          | KONTOOR BRANDS INC                                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     107644 | NS      | $8315499.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                             | BERKLEY (WR) CORP                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     256936 | NS      | $18419741.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/SEK settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2173.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                                | AMERICAN HEALTHCARE REIT INC                                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     305370 | NS      | $13066782.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICETITAN INC                                            | SERVICETITAN INC-A                                                                          | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      98100 | NS      | $10519263.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC                                | OIL STATES INTERNATIONAL INC                                                                | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      92800 | NS      | $519680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                 | VIATRIS INC                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    3613620 | NS      | $38123691.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRINGTON MTG LN TR SER 2006 NC2                           | CARRINGTON MTG LN TR 06 NC2 A4 TSFR1M+59.448 06/25/2036                                     | CUSIP: 14453FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2222187 | PA      | $2128719.41    | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                   | L3HARRIS TECHNOLOGIES INC                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     200029 | NS      | $55532050.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                                           | SITE CENTERS CORP                                                                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     144390 | NS      | $1773109.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLENO THERAPEUTICS INC                                     | SOLENO THERAPEUTICS INC                                                                     | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      51856 | NS      | $3509095.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH INC                                      | FORRESTER RESEARCH INC                                                                      | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     254820 | NS      | $2481946.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB CAP INC                                               | CPPIB CAP INC 4.3% 06/02/2034 REGS                                                          | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1435912.19    | 0.00%             | 2034-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCORP INC DEL                                             | BANCORP INC DEL                                                                             | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     116889 | NS      | $8911617.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                   | PROSPERITY BANCSHARES INC                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     105115 | NS      | $7266599.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GITLAB INC                                                  | GITLAB INC CL A                                                                             | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |      61827 | NS      | $2968932.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                                | INTERPUBLIC GROUP OF COS INC                                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      60964 | NS      | $1636273.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                              | FORMFACTOR INC                                                                              | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     299002 | NS      | $8727868.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT SKYDANCE CORP                                     | PARAMOUNT SKYDANCE CORP                                                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |     180016 | NS      | $2646235.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-09-09                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $10576.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY FINANCIAL INC                                      | VELOCITY FINANCIAL INC                                                                      | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39750 | NS      | $758430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PATHWARD FINANCIAL INC                                      | PATHWARD FINANCIAL INC                                                                      | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      78678 | NS      | $6252540.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP                                       | KEARNY FINANCIAL CORP                                                                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     165060 | NS      | $1114155.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                   | QIAGEN NV                                                                                   | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      15723 | NS      | $731119.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                               | GOLDMAN SACHS GROUP INC (THE) 5.851%/VAR 04/25/2035                                         | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $9943368.07    | 0.01%             | 2035-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                               | NORTHWESTERN ENERGY GROUP INC                                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     234141 | NS      | $13465448.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | ORO USD 10Y C 3.24500 08/07/26 JPM                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $6321.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIGEL PHARMACEUTICALS INC                                   | RIGEL PHARMACEUTICALS INC                                                                   | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      12420 | NS      | $482517.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                     | KEYCORP                                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    1721007 | NS      | $33318695.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                               | INSPERITY INC                                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     154606 | NS      | $8537343.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRIMERICA INC                                               | PRIMERICA INC                                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      89836 | NS      | $24196428.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                | FLOOR and DECOR HOLDINGS INC                                                                | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      41339 | NS      | $3386490.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUT ASSET BACKED CTFS WMABS SER 2006 HE3 TR      | WASHINGTON MUT ABC SR 06HE3 TR STEP 08/25/2036                                              | CUSIP: 93934MAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2802045 | PA      | $1772620.83    | 0.00%             | 2036-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 5.7% 03/01/2035                                                 | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304084.07     | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                  | NEUROCRINE BIOSCIENCES INC                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     109764 | NS      | $15323054.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                    | UNITED NATURAL FOODS INC                                                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     202715 | NS      | $5732780.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASTRAZENECA PLC                                             | ASTRAZENECA PLC SPONS ADR                                                                   | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     140849 | NS      | $11253835.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO NEVADA CORP                                          | FRANCO-NEVADA CORP                                                                          | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     147434 | NS      | $27769193.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CORPAY INC                                                  | CORPAY INC                                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     447616 | NS      | $145775102.72  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                                    | BANK OZK                                                                                    | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     142662 | NS      | $7485475.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NUTANIX INC                                                 | NUTANIX INC CL A                                                                            | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      50318 | NS      | $3381872.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                                    | YELP INC                                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     279261 | NS      | $8830232.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Concord Street Trust                               | FIDELITY EXTENDED MARKET INDEX FUND                                                         | CUSIP: 315911743<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |   22485562 | NS      | $2227644637.35 | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                           | HYATT HOTELS CORP CL A                                                                      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     129458 | NS      | $18678200.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERESCO INC                                                | AMERESCO INC-CL A                                                                           | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      13400 | NS      | $340762.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                              | NEXPOINT RESIDENTIAL TRUST INC                                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      35360 | NS      | $1220273.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORT TERM INVTS TR                                         | Invesco Short-Term Investments Trust Government and Agency Portfolio Institutional Class    | CUSIP: 825252885<br>LEI: 549300DC1W0JSX3QRC47 | Long             | EC               | RF                | US        |  727882268 | NS      | $727882268.04  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                | FORTIVE CORP                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     335864 | NS      | $16074451.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC                      | CCC INTELLIGENT SOLUTIONS HOLD CL A                                                         | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1021747 | NS      | $10115295.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Salem Street Trust                                 | FIDELITY MID CAP INDEX FUNDFIDELITY ADV                                                     | CUSIP: 316146265<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      89176 | NS      | $3287036.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                   | MILLICOM INTL CELL SA                                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       3688 | NS      | $178167.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TR 2007 NC1                                           | GSAMP TR 2007 NC1 STEP 12/25/2046                                                           | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1068597 | PA      | $562743.96     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                             | PULTEGROUP INC                                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     285900 | NS      | $37744518.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                 | MAXIMUS INC                                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       9361 | NS      | $823019.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                                            | TRINET GROUP INC                                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      27724 | NS      | $2007772.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6270 09/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -62 | NC      | $-6510.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                                     | V2X INC                                                                                     | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36457 | NS      | $2096277.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER and BALDWIN INC                                   | ALEXANDER and BALDWIN INC                                                                   | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      63567 | NS      | $1229385.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                         | TEXAS ROADHOUSE INC                                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      84581 | NS      | $14594451.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HLDGS INC                                           | PALOMAR HLDGS INC                                                                           | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       5575 | NS      | $685836.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                                | CHUGAI PHARMACEUTICAL CO LTD UNSP ADR                                                       | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     436825 | NS      | $9562099.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                    | INTERNATIONAL FLAVORS and FRAGRA                                                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      31866 | NS      | $2151273.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                              | GE HEALTHCARE TECHNOLOGIES INC WI                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      82900 | NS      | $6112217.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                | WOODWARD INC                                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     113409 | NS      | $27991609.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EFMT 2025-CES1                                              | EFMT 2025-CES1 A1A 5.726% 01/25/2060 144A                                                   | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1853506 | PA      | $1881612.11    | 0.00%             | 2060-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 7.01% 11/15/2028 144A                          | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $485887.67     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMARTRENT INC                                               | SMARTRENT INC                                                                               | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8300 | NS      | $12284.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONZA GROUP AG                                              | LONZA GROUP AG UNSPON ADR                                                                   | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      92157 | NS      | $6528401.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CAD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26117.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BADGER METER INC                                            | BADGER METER INC                                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      70104 | NS      | $12823423.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                                         | THOR INDUSTRIES INC                                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       1093 | NS      | $119792.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                                    | AXCELIS TECHNOLOGIES INC                                                                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      60672 | NS      | $4856186.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                                           | CNH INDUSTRIAL NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    2588084 | NS      | $29633561.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                      | BOSTON SCIENTIFIC CORP                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    1838971 | NS      | $194011440.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                               | HEWLETT PACKARD ENTERPRISE CO                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     860848 | NS      | $19429339.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                         | STAG INDUSTRIAL INC CL A                                                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     218698 | NS      | $8059021.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                  | FISERV INC                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     282498 | NS      | $39035573.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                             | ZURN ELKAY WATER SOLUTIONS CORP                                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      89882 | NS      | $4077047.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                    | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     309334 | NS      | $13579762.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF 5513 MF GT SOFR30A+ 11/25/2054                                  | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3693018 | PA      | $3685673.66    | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECS TR 2007-2                                  | SAXON ASSET SECS TR 2007-2 STEP 05/25/2047                                                  | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     472747 | PA      | $343954.55     | 0.00%             | 2047-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                           | PAGAYA AI DEBT GRANTOR TR 2024-11 A 5.092% 07/15/2032 144A                                  | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050997 | PA      | $1054110.63    | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                              | CALIFORNIA WATER SVC GRP                                                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       7766 | NS      | $364458.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PELOTON INTERACTIVE INC                                     | PELOTON INTERACTIVE INC CL A                                                                | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     872815 | NS      | $6633394.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $56825.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SAU                                         | CELLNEX TELECOM SAU                                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       6665 | NS      | $236962.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES EUROPEAN CLO XIV DAC                                   | ARES EUROPEAN CLO XIV DAC AR 3MEUR+103 10/21/2034 144A                                      | CUSIP: N/A<br>LEI: 635400CPKWIBFGMQTE81       | Long             | ABS-CBDO         | CORP              | IE        |    2911307 | PA      | $3407017.43    | 0.00%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-18-24-2Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -11690000 | NC      | $170777.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                  | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                 | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2528765.20    | 0.00%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                            | ELI LILLY and CO                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     751562 | NS      | $550579289.96  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                              | APTARGROUP INC                                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     208339 | NS      | $29015372.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANDEL THERAPEUTICS INC                                     | CANDEL THERAPEUTICS INC                                                                     | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     878665 | NS      | $5087470.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TOAST INC                                                   | TOAST INC                                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     136699 | NS      | $6165124.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                        | VERISK ANALYTICS INC                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      93771 | NS      | $25141880.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                              | HEICO CORP CL A                                                                             | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      94205 | NS      | $23081167.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEAVE COMMUNICATIONS INC                                    | WEAVE COMMUNICATIONS INC                                                                    | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     542444 | NS      | $4220214.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                  | FIDELITY NATL INFORM SVCS INC                                                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    1837044 | NS      | $128244041.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FUBOTV INC                                                  | FUBOTV INC                                                                                  | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $1059.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP                            | INTEGRAL AD SCIENCE HOLDING CORP                                                            | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15928 | NS      | $143192.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                | FORTINET INC                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     674404 | NS      | $53122803.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                          | FIRST HORIZON CORP                                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    1375856 | NS      | $31094345.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                         | TRANSDIGM GROUP INC                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     125458 | NS      | $175500687.04  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                                      | EASTERN BANKSHARES INC                                                                      | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       8246 | NS      | $141089.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                                   | BAIDU INC SPON ADR                                                                          | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      14136 | NS      | $1347160.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                | COCA COLA CO                                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    4244272 | NS      | $292812325.28  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/MXN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-170505.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERONA PHARMA PLC                                           | VERONA PHARMA PLC ADR                                                                       | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |      47329 | NS      | $5012614.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                         | NORTHERN TRUST CORP                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     120100 | NS      | $15766728.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                           | TALEN ENERGY CORP                                                                           | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     103575 | NS      | $39246639.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH and DWIGHT INC                                       | CHURCH and DWIGHT CO INC                                                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      15198 | NS      | $1415845.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.87000 03-05-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-13764.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO-3.75000 09-17-25-5Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   79200000 | NC      | $-9105.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                        | FREEPORT MCMORAN INC                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    1244169 | NS      | $55241103.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                              | ARMSTRONG WORLD INDUSTRIES INC                                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     129260 | NS      | $25305230.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                                   | CLOROX CO                                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     107964 | NS      | $12761344.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.515 03-27-25-5Y LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   20100000 | NC      | $162632.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                            | RADIAN GROUP INC                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     431631 | NS      | $15055289.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                                      | HERON THERAPEUTICS INC                                                                      | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      42450 | NS      | $57307.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC GROUP INC                                               | BGC GROUP INC A                                                                             | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |       7667 | NS      | $75213.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURE THERAPEUTICS INC                                  | STRUCTURE THERAPEUTICS INC ADR                                                              | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      60209 | NS      | $1162033.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSENSUS CLOUD SOLUTIONS INC                               | CONSENSUS CLOUD SOLUTION                                                                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4744 | NS      | $126048.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE and FITCH CO                                    | ABERCROMBIE and FITCH CO CL A                                                               | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       4006 | NS      | $374681.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                       | ANTERO MIDSTREAM CORP                                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     356300 | NS      | $6338577.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-4.0535* 09/02/25 27Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    7390000 | NC      | $-44599.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                         | ABBOTT LABORATORIES                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    1592287 | NS      | $211232793.42  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                       | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                          | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |    3200000 | PA      | $3747749.39    | 0.00%             | 2038-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MACERICH CO                                                 | MACERICH COMPANY                                                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      84275 | NS      | $1550660.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED FINANCIAL CORP                                  | AMALGAMATED FINANCIAL CORP                                                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6124 | NS      | $176922.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     700000 | PA      | $524132.00     | 0.00%             | 2048-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                             | EMCOR GROUP INC                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      95285 | NS      | $59076700.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                                       | WALKER and DUNLOP INC                                                                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      93927 | NS      | $7988491.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                   | USTN TII 1.875% 07/15/2034                                                                  | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9800000 | PA      | $10212885.39   | 0.01%             | 2034-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 12/25/2034                                                | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     316101 | PA      | $299131.25     | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                         | OWENS AND MINOR INC                                                                         | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      62700 | NS      | $307230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO SPA                                                | LEONARDO SPA                                                                                | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      37756 | NS      | $2144859.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MYRIAD GENETICS INC                                         | MYRIAD GENETICS INC                                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     149361 | NS      | $951429.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3408.04      | -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        |      52300 | NS      | $999453.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                                  | RAPID7 INC                                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      43352 | NS      | $897819.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                                         | ADDUS HOMECARE CORP                                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       7817 | NS      | $900283.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                                               | HUB GROUP INC CL A                                                                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     217036 | NS      | $8121487.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                     | WESCO INTERNATIONAL INC                                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     155791 | NS      | $34249093.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                         | SYNCHRONY FINANCIAL                                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     402804 | NS      | $30750057.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.46500 10-30-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     200000 | NC      | $-2610.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A2R TSFR3M+145 10/20/2034 144A      | CUSIP: 05685AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $798429.60     | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VNET GROUP INC                                              | VNET GROUP INC                                                                              | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |     315057 | NS      | $2728393.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS INC                                  | CAMPING WORLD HOLDINGS INC CLS A                                                            | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       6916 | NS      | $121099.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                | UBS GROUP AG 6.537%/VAR 08/12/2033 144A                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9150000 | PA      | $10033763.64   | 0.01%             | 2033-08-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TWD settle 2025-09-26                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $7927.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIMVIE INC                                                  | ZIMVIE INC                                                                                  | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       2800 | NS      | $52864.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/18/24-5Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        | -104600000 | NC      | $-483130.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                             | SEAGATE TECHNOLOGY HOLDINGS PLC                                                             | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     605694 | NS      | $101393175.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                                        | GENEDX HOLDINGS CORP-A                                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     123426 | NS      | $15982432.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ATEA PHARMACEUTICALS INC                                    | ATEA PHARMACEUTICALS INC                                                                    | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     110737 | NS      | $372076.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                                | GE AEROSPACE                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     865453 | NS      | $238172665.60  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                                | SYLVAMO CORP                                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      77626 | NS      | $3580887.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WK KELLOGG CO                                               | WK KELLOGG CO                                                                               | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |     119900 | NS      | $2748108.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADCOM INC                                                | BROADCOM INC                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    4281648 | NS      | $1273319298.72 | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: BRL/USD settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                               | CAPITOL FED FINL (2ND STEP CV)                                                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34315 | NS      | $222361.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                            | CROWN CASTLE INC                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     122393 | NS      | $12134042.02   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD PT MTG TR 2017-3                                       | TOWD PT MTG TR 2017 3.918704% 07/25/2057 144A                                               | CUSIP: 89169DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1800607.00    | 0.00%             | 2057-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                          | ENPHASE ENERGY INC                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      19200 | NS      | $723840.00     | 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        |       5802 | NS      | $845699.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                 | PENSKE AUTOMOTIVE GROUP INC                                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     101606 | NS      | $18737162.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WHEATON PRECIOUS METALS CORP                                | WHEATON PRECIOUS METALS CORP                                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      13063 | NS      | $1311786.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                           | PAGAYA AI DEBT GRANTOR TRUST 2024-11 5.637% 07/15/2032 144A                                 | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     811280 | PA      | $815505.44     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARLO TECHNOLOGIES INC                                       | ARLO TECHNOLOGIES INC                                                                       | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      51700 | NS      | $900097.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                          | NVENT ELECTRIC PLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     141374 | NS      | $12778795.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY INC                                             | GCI LIBERTY INC CL A ESCROW LINE                                                            | CUSIP: N/A<br>LEI: 5493003JDENERRDYFN86       | Long             | EC               | CORP              | US        |     105502 | NS      | $1.06          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SALLY BEAUTY HLDGS INC                                      | SALLY BEAUTY HLDGS INC                                                                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     247200 | NS      | $3426192.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE INC                                            | CLEAR SECURE INC                                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     186026 | NS      | $6754604.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STERIS PL                                                   | STERIS PLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      17744 | NS      | $4348344.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC                                                     | TPG INC                                                                                     | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     347092 | NS      | $20947002.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                                  | CAREDX INC                                                                                  | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     836318 | NS      | $11424103.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYWOLF CLO III LTD                                        | GREYWOLF CLO III LTD A2R2 TSFR3M+185 04/22/2033 144A                                        | CUSIP: 39809CBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1201030.80    | 0.00%             | 2033-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT REALTY TRUST INC                                   | PIEDMONT REALTY TRUST INC                                                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     784400 | NS      | $6643868.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                                  | LAZARD INC                                                                                  | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     236162 | NS      | $13499019.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                     | BLACKSKY TECHNOLOGY INC CL A                                                                | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     137862 | NS      | $2420856.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03-19-25-10y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -19940000 | NC      | $-630721.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                                   | OLIN CORP                                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      84591 | NS      | $2001423.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO-3.50000 03-19-25-10Y LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   10020000 | NC      | $-56008.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.61000 03/24/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     400000 | NC      | $-1610.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                           | UPBOUND GROUP INC                                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      25714 | NS      | $653392.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VERISIGN INC                                                | VERISIGN INC                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       1197 | NS      | $327223.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/BRL settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8918.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                               | ECHOSTAR CORP CL A                                                                          | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       7371 | NS      | $455454.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                                       | PAGSEGURO DIGITAL LTD CL A                                                                  | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     165314 | NS      | $1481213.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK PL SECS INC                                            | PARK PL SECS INC STEP 09/25/2034                                                            | CUSIP: 70069FBV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     435047 | PA      | $420701.73     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DONEGAL GROUP INC                                           | DONEGAL GROUP INC CL A                                                                      | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16805 | NS      | $300641.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                                 | CORVEL CORP                                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      61322 | NS      | $5460724.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                         | DEUTSCHE TELEKOM AG (REGD)                                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     157500 | NS      | $5763715.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                             | CATERPILLAR INC                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     530764 | NS      | $222411346.56  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                                     | METHODE ELECTRONICS INC                                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      52672 | NS      | $407154.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CONSOLIDATED INC                                  | COCA COLA CONSOLIDATED INC                                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     173173 | NS      | $20302802.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                 | STERLING INFRASTRUCTURE INC                                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      76956 | NS      | $21434554.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                                         | VERRA MOBILITY CORP                                                                         | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     410028 | NS      | $10189195.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                            | WILLIAMS COMPANIES INC                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    1155620 | NS      | $66887285.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                                               | MARINEMAX INC                                                                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     211900 | NS      | $5583565.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: CAD/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $90663.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                              | BANKUNITED INC                                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       1075 | NS      | $42129.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/MXN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4101.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101499.40     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIODES INC                                                  | DIODES INC                                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      88590 | NS      | $4822396.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM GROSVENOR INC                                           | GCM GROSVENOR INC - CLASS A                                                                 | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         23 | NS      | $298.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE INCOME PROPERTY TRUST INC                            | ALPINE INCOME PROPERTY TRUST INC                                                            | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5400 | NS      | $82458.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/INR settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8651.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                           | GXO LOGISTICS INC                                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     601874 | NS      | $31688666.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| GARRETT MOTION INC                                          | GARRETT MOTION INC                                                                          | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     815243 | NS      | $10590006.57   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SEK settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3651.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                  | CF INDUSTRIES HOLDINGS INC                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     405642 | NS      | $35140766.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROIVANT SCIENCES LTD                                        | ROIVANT SCIENCES LTD                                                                        | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |     241800 | NS      | $2884674.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                        | KYNDRYL HOLDINGS INC                                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      43697 | NS      | $1389127.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                                               | TEMPUS AI INC                                                                               | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |      20788 | NS      | $1576977.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL FUEL GAS CO NJ                                     | NATIONAL FUEL GAS CO NJ                                                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     175959 | NS      | $15262683.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                    | NICE LTD SPON ADR                                                                           | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      39120 | NS      | $5529612.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPARE THERAPEUTICS INC                                     | REPARE THERAPEUTICS INC                                                                     | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       7699 | NS      | $12857.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/GBP settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-22518.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    3166671 | NS      | $305805418.47  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                   | CONSTRUCTION PARTNERS INC CL A                                                              | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |       4349 | NS      | $521445.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4% 04/01/2053#CB6012                                                              | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     630999 | PA      | $589737.05     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO USD 1Y C 3.75000 L 10/30/25 BRC                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |   64400000 | NC      | $156294.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                                   | BROOKFIELD RENEWABLE CORP                                                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |        725 | NS      | $24432.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                  | RESTAURANT BRANDS INTERNATIONAL INC                                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      48900 | NS      | $3096685.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORKS INC                                              | FRESHWORKS INC CL A                                                                         | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      91110 | NS      | $1227251.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                   | BRIGHTHOUSE FINANCIAL INC                                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      32243 | NS      | $1523804.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH INDUSTRIES INC                                          | KVH INDUSTRIES INC                                                                          | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1756 | NS      | $9886.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                                       | JACKSON FINANCIAL INC                                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        474 | NS      | $46831.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC                       | ARTISAN PARTNERS ASSET MANAGEMENT INC A                                                     | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     146298 | NS      | $6845283.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DRYDEN 55 CLO LTD                                           | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                         | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     177048 | PA      | $177128.20     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 09/17/25 5Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   11200000 | NC      | $133679.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERATED HERMES INC                                        | FEDERATED HERMES INC                                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     434428 | NS      | $23068126.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SERIES 2006-QS14 TRUST                                 | RALI SERIES 2006-QS14 TRUST QS14 A1 6.5% 11/25/2036                                         | CUSIP: 74922GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     671543 | PA      | $567627.71     | 0.00%             | 2036-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                      | US TREASURY RP 4.42% 9/2/25                                                                 | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |  196800000 | PA      | $196800000.02  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FITNESS INC                                          | PLANET FITNESS INC CL A                                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      10433 | NS      | $1093378.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055                                       | CUSIP: 3136BWL46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4931944 | PA      | $4940206.68    | 0.01%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                       | ESSENTIAL PROPERTIES REALTY TRUST INC                                                       | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54209 | NS      | $1697825.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT LITHIUM INC                                        | PIEDMONT LITHIUM INC                                                                        | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |       8411 | NS      | $60979.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                                  | EZCORP INC CL A NON VTG                                                                     | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      90264 | NS      | $1504700.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE INC                               | INTERCONTINENTAL EXCHANGE INC                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     418072 | NS      | $73831515.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                               | TAKE-TWO INTERACTV SOFTWR INC                                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      39162 | NS      | $9135319.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                                 | UNISYS CORP NEW                                                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      89300 | NS      | $349163.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PURSUIT ATTRACTIONS AND HOSPITALITY INC                     | PURSUIT ATTRACTIONS AND HOSPITALITY INC                                                     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     156425 | NS      | $5834652.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-D                                 | SMB PRIVATE ED LN TR 2021-D 1.34% 03/17/2053 144A                                           | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     661919 | PA      | $620506.14     | 0.00%             | 2053-03-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IOVANCE BIOTHERAPEUTICS INC                                 | IOVANCE BIOTHERAPEUTICS INC                                                                 | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      59139 | NS      | $131879.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 8X8 INC NEW                                                 | 8X8 INC                                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      43965 | NS      | $87050.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                              | WHIRLPOOL CORP                                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      74800 | NS      | $6967620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FACTSET RESEARCH SYSTEMS INC                                | FACTSET RESEARCH SYSTEMS INC                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      30247 | NS      | $11291810.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                     | NVR INC                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       5270 | NS      | $42780015.50   | 0.05%             |  |  |  | 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        |   17559200 | NS      | $613869615.57  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                            | QUIDELORTHO CORP                                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       1700 | NS      | $48773.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                        | INVITATION HOMES INC                                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     116497 | NS      | $3645191.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1068.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEWY INC                                                   | CHEWY INC                                                                                   | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23142 | NS      | $947896.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007-HE4 TR                 | WAMU AB CTFS WAMU 2007-HE4 TR STEP 07/25/2047                                               | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3856038 | PA      | $2883597.40    | 0.00%             | 2047-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUREATE EDUCATION INC                                      | LAUREATE EDUCATION INC                                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     634795 | NS      | $17444166.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                          | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4780000 | PA      | $5101970.81    | 0.01%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PEN settle 2025-10-07                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1477.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPEXI INC                                                   | UPEXI INC                                                                                   | CUSIP: 39959A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     301677 | NS      | $2181124.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MONGODB INC                                                 | MONGODB INC CL A                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        636 | NS      | $200727.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                | QUALCOMM INC                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    1423855 | NS      | $228856214.15  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                        | VORNADO REALTY TRUST                                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24465 | NS      | $930403.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4.5% 09/01/2055 #TBA                                                                | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3220000 | PA      | $3100278.79    | 0.00%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY SOFR+40 CIB                                                                 | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |      21117 | NC      | $4867702.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASANA INC                                                   | ASANA INC                                                                                   | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     167245 | NS      | $2441777.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COINBASE GLOBAL INC                                         | COINBASE GLOBAL INC                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      17030 | NS      | $5186316.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                                              | RLJ LODGING TRUST                                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     306315 | NS      | $2358625.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                | COMCAST CORP CL A                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    2948791 | NS      | $100170430.27  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                                | COLLEGIUM PHARMACEUTICAL INC                                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       7587 | NS      | $294375.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                      | TEXAS INSTRUMENTS INC                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    1041262 | NS      | $210834729.76  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                                         | SHERWIN WILLIAMS CO                                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     256767 | NS      | $93933071.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-8                                 | PAGAYA AI DEBT TRUST 2023-8 9.538% 06/16/2031 144A                                          | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2463533 | PA      | $2531238.39    | 0.00%             | 2031-06-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 09/01/2055 #TBA                                                                | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38660000 | PA      | $36082162.80   | 0.04%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 09/01/2055 #TBA                                                                | CUSIP: 01F040693<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -38660000 | PA      | $-36082162.80  | -0.04%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 09/01/2055 #TBA                                                                | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  114735000 | PA      | $117226906.52  | 0.14%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.34% 10/01/2032#                                                                 | CUSIP: 3140NW5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3109424 | PA      | $3253208.46    | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC                                    | GREENBRIER COMPANIES INC                                                                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      49627 | NS      | $2314107.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MARATHON PETROLEUM CORP                                     | MARATHON PETROLEUM CORP                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     209814 | NS      | $37705673.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                   | KROGER CO                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    1085355 | NS      | $73630483.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                                           | EVEREST GROUP LTD                                                                           | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     114509 | NS      | $39148336.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S and P 500 ETF TRUST                                  | SPDR S and P 500 ETF                                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      56084 | NS      | $36176984.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENT SECS INC                                             | ARGENT SECS INC STEP 01/25/2034                                                             | CUSIP: 040104EN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     281279 | PA      | $267561.40     | 0.00%             | 2034-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                                  | SPROUTS FMRS MKT INC                                                                        | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |      63312 | NS      | $8897868.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | CDX ITRAXX XOV42 5Y 35-100% SP BPS                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |   12853189 | NC      | $2798083.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIENT INC                                                 | ALLIENT INC                                                                                 | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      81774 | NS      | $3710904.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                              | PAGAYA AI DEBT SELECTION TRUST 2024-1 B 7.109% 07/15/2031 144A                              | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2375614 | PA      | $2397798.97    | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CR FDG 2 LTD / LLC                                | ANCHORAGE CR FDG 2 LTD / LLC ARV 3.928% 04/25/2038 144A                                     | CUSIP: 03329LAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $591325.80     | 0.00%             | 2038-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                                      | INTUITIVE SURGICAL INC                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     329102 | NS      | $155762331.09  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                     | ILLINOIS TOOL WORKS INC                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     163380 | NS      | $43238517.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055                   | CUSIP: 38381PHD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1568843 | PA      | $1574489.91    | 0.00%             | 2055-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                              | JBT MAREL CORP                                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     159402 | NS      | $22840712.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5825 09/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         69 | NC      | $1725.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                     | CRH PLC                                                                                     | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     240400 | NS      | $27153180.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSCALE POWER CORP                                          | NUSCALE POWER CORP                                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      64294 | NS      | $2227787.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MARS INC                                                    | MARS INC 5.2% 03/01/2035 144A                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201854.14     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $28279.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACM RESEARCH INC                                            | ACM RESEARCH INC-CLASS A                                                                    | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     220740 | NS      | $6229282.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DEXCOM INC                                                  | DEXCOM INC                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      55087 | NS      | $4150254.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRADIMED CORP                                               | IRADIMED CORP                                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      17250 | NS      | $1249590.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                                          | SNAP-ON INCORPORATED                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      99389 | NS      | $32325278.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA VITAL COMPONENTS CO LTD                                | ASIA VITAL COMPONENTS CO LTD                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      29000 | NS      | $946695.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUSHING FINANCIAL CORP                                     | FLUSHING FINANCIAL CORP                                                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41290 | NS      | $568150.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6360 09/24/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -70 | NC      | $-324800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX HY43 5Y ICE                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    2560000 | NC      | $14151.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYLIION HOLDINGS CORP                                       | HYLIION HOLDINGS CORP CL A                                                                  | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        800 | NS      | $1344.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MASCO CORP                                                  | MASCO CORPORATION                                                                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     111500 | NS      | $8182985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                      | CENTERPOINT ENERGY INC                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      67747 | NS      | $2554739.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                     | COPT DEFENSE PROPERTIES                                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     488603 | NS      | $14061994.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17876.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                    | CURBLINE PROPERTIES CORP                                                                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      41036 | NS      | $924541.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                                           | AGILON HEALTH INC                                                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     968700 | NS      | $1239936.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                          | FORESTAR GROUP INC                                                                          | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       7800 | NS      | $215826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                                  | CABOT CORP                                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      26046 | NS      | $2124311.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                            | CYTOKINETICS INC                                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     379071 | NS      | $13392578.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WEIS MARKETS INC                                            | WEIS MARKETS INC                                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31671 | NS      | $2269227.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADRIDGE FINL SOLUTIONS INC                               | BROADRIDGE FINANCIAL SOL                                                                    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      18301 | NS      | $4678101.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOCA STATIC CLO I DESIGNATED ACTIVITY COMPANY              | AVOCA STATIC CLO I DESIGNATED ACTIVITY COMPANY BR 3MEUR+170 01/15/2035 144A                 | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |    2700000 | PA      | $3142816.33    | 0.00%             | 2035-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                  | ZOETIS INC CL A                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     242935 | NS      | $37995034.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                             | MURPHY OIL CORP                                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     484100 | NS      | $12034726.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ARES MANAGEMENT CORP                                        | ARES MANAGEMENT CORP CL A                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     167732 | NS      | $30057574.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CWALT INC                                                   | CWALT 2005-56 1A1 TSFR1M+146 11/35                                                          | CUSIP: 12668AGN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5353419 | PA      | $4992117.96    | 0.01%             | 2035-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                          | PRET 2024-NPL7 LLC VAR 10/25/2054 144A                                                      | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1013059 | PA      | $1013352.50    | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                             | FIDELITY NATIONAL FINL INC                                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      88622 | NS      | $5305799.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4251.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTREPID POTASH INC                                         | INTREPID POTASH INC                                                                         | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |        800 | NS      | $24344.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PEN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $125690.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                               | ALBEMARLE CORP                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      53239 | NS      | $4521055.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERSYS                                                     | ENERSYS INC                                                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       2629 | NS      | $269866.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                | THERMO FISHER SCIENTIFIC INC CP 0% 09/22/2025                                               | CUSIP: 88355LWN5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4187379.42    | 0.01%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $5035778.34    | 0.01%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIS WATER SOLUTION INC                                     | ARIS WATER SOLUTION INC CL A                                                                | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13771 | NS      | $334222.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                                   | MONSTER BEVERAGE CORP                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     984615 | NS      | $61449822.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                            | PRESTIGE CONSUMER HEALTHCARE INC                                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     117210 | NS      | $7974968.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MANITOWOC CO INC                                            | MANITOWOC CO INC                                                                            | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      44105 | NS      | $436639.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIPADVISOR INC                                             | TRIPADVISOR INC                                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     350864 | NS      | $6112050.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5825 09/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         70 | NC      | $10150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                      | DIAMONDBACK ENERGY INC                                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     176964 | NS      | $26325164.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                    | MOOG INC CL A                                                                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      31207 | NS      | $6111890.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                                               | HCI GROUP INC                                                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      15504 | NS      | $2584671.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECKERT and ZIEGLER SE                                       | ECKERT and ZIEGLER SE                                                                       | CUSIP: N/A<br>LEI: 391200EUDABLUKXCKG48       | Long             | EC               | CORP              | DE        |     172041 | NS      | $3475946.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                                              | FLUOR CORP                                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     595768 | NS      | $24438403.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                                | WINGSTOP INC                                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      60832 | NS      | $19960195.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NOMAD FOODS LTD                                             | NOMAD FOODS LTD                                                                             | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |    1038799 | NS      | $16142936.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1840.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WIDEOPENWEST INC                                            | WIDEOPENWEST INC                                                                            | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      16000 | NS      | $81440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                  | BERKSHIRE HATHAWAY INC CL B                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    1258937 | NS      | $633220132.26  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                  | PHINIA INC                                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     164874 | NS      | $9641831.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                               | FRONTDOOR INC                                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     152771 | NS      | $9280838.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                    | LENNOX INTERNATIONAL INC                                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       1578 | NS      | $880303.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                       | KINDER MORGAN INC                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    1528000 | NS      | $41225440.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                                      | POWER INTEGRATIONS INC                                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     116649 | NS      | $5260869.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC                                              | DUTCH BROS INC                                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82528 | NS      | $5927986.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-7139.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                          | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2489115.65    | 0.00%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                    | CULLEN FROST BANKERS INC                                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      42424 | NS      | $5473968.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                     | CNO FINANCIAL GROUP INC                                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        100 | NS      | $3947.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                  | VERIZON COMMUNICATIONS INC                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    2830124 | NS      | $125176384.52  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                  | FANNIEMAE 30YR 4.705133% 09/01/2031#BM7581                                                  | CUSIP: 3140JCM76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3900000 | PA      | $3980997.93    | 0.00%             | 2031-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                       | BURLINGTON STORES INC                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     576358 | NS      | $167535743.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTG LN TR                                         | CITIGROUP MTG LN TR 05-HE1 M4 TSFR1M+114.948 05/25/2035                                     | CUSIP: 17307GQS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1272144 | PA      | $1208641.80    | 0.00%             | 2035-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                      | NATIONAL BEVERAGE CORPORATION                                                               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      67641 | NS      | $2844304.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERITAGE GROWTH PPTYS                                       | SERITAGE GROWTH PPTYS CL-A                                                                  | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      30600 | NS      | $112302.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTICA INC                                               | CELESTICA INC                                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     133411 | NS      | $25981792.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PHILIP MORRIS INTERNATIONAL INC                             | PHILIP MORRIS INTL INC                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    1460186 | NS      | $244040886.18  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                                     | BOX INC CL A                                                                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      53900 | NS      | $1758757.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORP                                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     489631 | NS      | $90253682.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                               | LINCOLN ELECTRIC HLDGS INC                                                                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     116181 | NS      | $28188996.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                | PORTLAND GENERAL ELECTRIC CO                                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      80053 | NS      | $3424667.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                        | MGIC INVESTMENT CORP                                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     644400 | NS      | $17933652.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PULMONX CORP                                                | PULMONX CORP                                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      25000 | NS      | $42750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKILLSOFT CORP                                              | SKILLSOFT CORP                                                                              | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |        800 | NS      | $12296.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                    | AGILENT TECHNOLOGIES INC                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      48428 | NS      | $6085462.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                               | MAXEON SOLAR TECHNOLOGIES LTD                                                               | CUSIP: N/A<br>LEI: 5493007JPB074ITT6Y72       | Long             | EC               | CORP              | SG        |        232 | NS      | $846.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTUMSCAPE CORP                                           | QUANTUMSCAPE CORP A                                                                         | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46616 | NS      | $369664.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SALESFORCE INC                                              | SALESFORCE INC                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    1076763 | NS      | $275920518.75  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYONEER GLOBAL INC                                         | PAYONEER GLOBAL INC                                                                         | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      30900 | NS      | $214755.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.90500 03-12-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-13969.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                 | IVORY COAST (COTE D'IVOIRE) 6.625% 03/22/2048 REGS                                          | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1700000 | PA      | $1605363.69    | 0.00%             | 2048-03-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                                   | OCEANFIRST FINANCIAL CORP                                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160353 | NS      | $2948891.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                                            | NMI HOLDINGS INC                                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     131212 | NS      | $5163192.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC 3.419% 04/15/2033 144A                                                         | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $911304.76     | 0.00%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                          | SUNCOKE ENERGY INC                                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     152387 | NS      | $1176427.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES INC                               | ARMADA HOFFLER PROPERTIES INC                                                               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |        836 | NS      | $6086.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                  | MATTEL INC                                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     582367 | NS      | $10657316.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                    | IRHYTHM TECHNOLOGIES INC                                                                    | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      11453 | NS      | $1946780.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT 5557 FM SOFR30A+ 07/25/2055                                  | CUSIP: 3137HLZ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     491340 | PA      | $491656.97     | 0.00%             | 2055-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                        | AGNC INVESTMENT CORP                                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      21400 | NS      | $208864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INFORMATICA INC                                             | INFORMATICA INC                                                                             | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |      74615 | NS      | $1860151.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 A3 4.72% 09/15/2028                    | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3105476.15    | 0.00%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Cash Central Fund                                                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   25000047 | NS      | $25005047.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP INC                               | EVERUS CONSTRUCTION GROUP INC                                                               | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     144164 | NS      | $11308224.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OTTER TAIL CORP                                             | OTTER TAIL CORPORATION                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        150 | NS      | $12598.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKERO THERAPEUTICS INC                                      | AKERO THERAPEUTICS INC                                                                      | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      13079 | NS      | $611181.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAVE LIFE SCIENCES LTD                                      | WAVE LIFE SCIENCES LTD                                                                      | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      50000 | NS      | $480000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP                                       | WARNER MUSIC GRP CORP CL A                                                                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1619787 | NS      | $54019896.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                                         | ASCENDIS PHARMA AS SPON ADR                                                                 | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      35374 | NS      | $6872106.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                            | IES HOLDINGS INC                                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      16630 | NS      | $5809025.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DENTSPLY SIRONA INC                                         | DENTSPLY SIRONA INC                                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     151288 | NS      | $2163418.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                   | VIPER ENERGY PARTNERS LLC 5.7% 08/01/2035                                                   | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     800000 | PA      | $802136.00     | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.72% 10/01/2028#BS9669                                                           | CUSIP: 3140LLW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1023822.50    | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSUNION                                                  | TRANSUNION                                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     192923 | NS      | $17054393.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1 7.76000 04/09/25 4Y* CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    9500000 | NC      | $6782.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                       | ATHENE GLOBAL FUNDING 5.033% 07/17/2030 144A                                                | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4672281.13    | 0.01%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | USTN TII 1.375% 07/15/2033                                                                  | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17350000 | PA      | $18171793.52   | 0.02%             | 2033-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                               | MCKESSON CORP                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     149672 | NS      | $102770782.08  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                      | TRANE TECHNOLOGIES PLC                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     510767 | NS      | $212274765.20  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.73% 11/01/2030#BZ2671                                                           | CUSIP: 3140NW6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1998000 | PA      | $2118710.37    | 0.00%             | 2030-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                   | EDWARDS LIFESCIENCES CORP                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    1217919 | NS      | $99065531.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                                         | LEGEND BIOTECH CORP SPON ADR                                                                | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     156000 | NS      | $5417880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                        | LOCKHEED MARTIN CORP                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     122080 | NS      | $55623310.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                                     | BATH and BODY WORKS INC                                                                     | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     695348 | NS      | $20311115.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                           | EXPEDIA INC                                                                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     163956 | NS      | $35217748.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.875% 03/01/2049                                             | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $499664.74     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.51500 11-06-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    1600000 | NC      | $-14830.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                       | AMERICAN HOMES 4 RENT                                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      35494 | NS      | $1271395.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                | VERICEL CORP                                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     233841 | NS      | $8502458.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 07/25/2035                                                | CUSIP: 61744CSZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2207150.00    | 0.00%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.5% 12/01/2054#MA5553                                                            | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187566 | PA      | $188712.46     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                | DOORDASH INC                                                                                | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     196214 | NS      | $48121483.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                          | REALTY INCOME CORP REIT                                                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      75400 | NS      | $4430504.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONITY GROUP INC                                             | ONITY GROUP INC                                                                             | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       5428 | NS      | $224556.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                            | COSTAR GROUP INC                                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     359087 | NS      | $32134695.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                    | FABRINET                                                                                    | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      98499 | NS      | $32631733.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                                | OPENLANE INC                                                                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     223668 | NS      | $6468478.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEPOINT INC                                                | AVEPOINT INC                                                                                | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     267776 | NS      | $4380815.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                           | GAMING AND LEISURE PROPRTI INC                                                              | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      30425 | NS      | $1460704.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                   | TELEDYNE TECHNOLOGIES INC                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      75556 | NS      | $40661972.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                                              | HOMESTREET INC                                                                              | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2203 | NS      | $30555.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC CL A                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     926439 | NS      | $73781601.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                         | VIRTU FINANCIAL INC- CL A                                                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     542134 | NS      | $22726257.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                                     | STRATEGIC EDUCATION INC                                                                     | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       1874 | NS      | $152449.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                      | SIRIUS XM HOLDINGS INC                                                                      | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     298913 | NS      | $7066303.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO INC                                                     | QXO INC                                                                                     | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39353 | NS      | $792175.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GIGACLOUD TECHNOLOGY INC                                    | GIGACLOUD TECHNOLOGY INC A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     224159 | NS      | $5933488.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPERNUS PHARMACEUTICALS INC                                | SUPERNUS PHARMACEUTICALS INC                                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      32216 | NS      | $1453585.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                             | TAIWAN SEMIC MFG CO LTD SP ADR                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     540189 | NS      | $124713434.43  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                                  | CACTUS INC CL A                                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     123362 | NS      | $5175035.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC                              | FIRST FINL BANKSHARES INC                                                                   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      80911 | NS      | $3007461.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                     | MIRION TECHNOLOGIES INC-A                                                                   | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      36700 | NS      | $752350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                                 | SPTR TRS EQUITY SOFR+42 GST                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |        841 | NC      | $193669.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                              | ACCR 04-4 A2D TSFR1M+70 1/35                                                                | CUSIP: 004375CF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     738851 | PA      | $727302.95     | 0.00%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                              | BLACKSTONE INC                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     154100 | NS      | $26412740.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                       | ELEMENT SOLUTIONS INC                                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      32827 | NS      | $844310.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERQUOTE INC                                               | EVERQUOTE INC CL A                                                                          | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80640 | NS      | $1874880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ADJ RATE MTG TR 2006 OA2                              | MARM 06-OA2 1A1 12MTA+80 12/46                                                              | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     504063 | PA      | $375582.78     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                                   | ZEGONA COMMUNICATIONS PLC                                                                   | CUSIP: N/A<br>LEI: 213800ASI1VZL2ED4S65       | Long             | EC               | CORP              | GB        |      72700 | NS      | $1149657.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METSERA INC                                                 | METSERA INC                                                                                 | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      59864 | NS      | $2112600.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/MXN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2939.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                            | BLACK HILLS CORP                                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       3523 | NS      | $210710.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                    | ICON PLC                                                                                    | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     126043 | NS      | $22428091.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC                                                    | IONQ INC                                                                                    | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39202 | NS      | $1675493.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL CORP                                               | CARNIVAL CORP                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     230414 | NS      | $7347902.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                    | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 A2 4.43% 12/17/2029 144A                           | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3165566 | PA      | $3167658.55    | 0.00%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                   | AGCO CORP                                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     222000 | NS      | $24018180.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC                                        | LABCORP HOLDINGS INC                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51319 | NS      | $14266168.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                                           | CIRRUS LOGIC INC                                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     210080 | NS      | $23989035.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                                              | PERRIGO CO PLC                                                                              | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      10626 | NS      | $252261.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                                              | API GROUP CORP                                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    1007779 | NS      | $35957554.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                                | RAYONIER INC REIT                                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       8700 | NS      | $228636.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                                           | PC CONNECTION INC                                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      28870 | NS      | $1853742.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER STANDARD HOLDING INC                                 | COOPER STANDARD HOLDING INC                                                                 | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      22100 | NS      | $813722.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                                      | FRANKLIN RESOURCES INC                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     165683 | NS      | $4251425.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                       | MOLINA HEALTHCARE INC                                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      26617 | NS      | $4813152.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                           | HAMILTON LANE INC - A                                                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      91320 | NS      | $14094328.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                                | FRESHPET INC                                                                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     229063 | NS      | $12786296.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/18/24 10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -61510000 | NC      | $32180.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3             | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A                       | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     528993 | PA      | $529815.98     | 0.00%             | 2032-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS INC                                   | DOUBLEVERIFY HOLDINGS INC                                                                   | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76255 | NS      | $1240668.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5 CALL 113.50 09/26/2025                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -440 | NC      | $-137500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP                              | BROOKFIELD INFRASTRUCTURE CORP                                                              | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       6080 | NS      | $244537.60     | 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        |     720681 | NS      | $8403140.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | IRS MXN 9.39000 11-15-24-1Y* (WHT) CME                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -12200000 | NC      | $-2623.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CDO                                                    | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                      | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3507063.00    | 0.00%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-5966.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                      | THE CAMPBELL'S COMPANY                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     234800 | NS      | $7497164.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-451669.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-10-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4688.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC BR TSFR3M+165 10/20/2034 144A       | CUSIP: 05685AAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800113.60     | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                            | FHF TRUST 2023-1 6.57% 06/15/2028 144A                                                      | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     103073 | PA      | $103939.85     | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH                                    | SARTORIUS STEDIM BIOTECH                                                                    | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |       9600 | NS      | $1964308.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                 | ASBURY AUTOMOTIVE GROUP INC                                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      35815 | NS      | $9008905.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADEMY SPORTS and OUTDOORS INC                             | ACADEMY SPORTS and OUTDOORS INC                                                             | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     513429 | NS      | $27494122.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                                           | FTAI AVIATION LTD                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      20529 | NS      | $3158386.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: ILS/USD settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2296.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URBAN OUTFITTERS                                            | URBAN OUTFITTERS                                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      24183 | NS      | $1622195.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC                                              | DRAFTKINGS HOLDINGS INC                                                                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     490473 | NS      | $23532894.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORP                               | QUANEX BUILDING PRODUCTS                                                                    | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       9055 | NS      | $192599.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -264 | NC      | $-136455.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/AUD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-29217.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                             | BROOKFIELD ASSET MANAGEMENT LTD A                                                           | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      70795 | NS      | $4259027.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 7 LTD                              | ANCHORAGE CREDIT FUNDING 7 LTD A 4.62% 04/25/2037 144A                                      | CUSIP: 03331FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     241444 | PA      | $240707.11     | 0.00%             | 2037-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS                                 | RAYONIER ADVANCED MATERIALS                                                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      66280 | NS      | $369179.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                                           | KURA ONCOLOGY INC                                                                           | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      18329 | NS      | $144799.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                     | CBOE GLOBAL MARKETS INC                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     117649 | NS      | $27759281.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                          | HEXCEL CORPORATION                                                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     143091 | NS      | $9036196.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WEATHERFORD INTERNATIONAL PLC                               | WEATHERFORD INTERNATIONAL PLC                                                               | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      89806 | NS      | $5721091.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                  | VERTEX PHARMACEUTICALS INC                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     432460 | NS      | $169100509.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCASTLE MTG SECS TR 2007 1                                | NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037                                                | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1806678 | PA      | $1754180.26    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/PEN settle 2026-01-26                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-39806.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                            | EXXON MOBIL CORP                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    6102726 | NS      | $697480554.54  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2024-NPL8 LLC                                          | PRET 2024-NPL8 LLC 5.9632% 11/25/2054 144A                                                  | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3960079 | PA      | $3961476.97    | 0.00%             | 2054-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | ALLY FINANCIAL INC                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     177834 | NS      | $7300085.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+72 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |      13792 | NC      | $3132218.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEACOAST BANKING CORP FLA                                   | SEACOAST BANKING CORP FLORIDA                                                               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     291792 | NS      | $9077649.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                | DANAHER CORP                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    1384692 | NS      | $284997307.44  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                       | DELEK US HOLDINGS INC                                                                       | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     304443 | NS      | $8436115.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $59042.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                             | ARGENT SECS INC STEP 11/25/2035                                                             | CUSIP: 040104PC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2613223 | PA      | $2547491.36    | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RUSH STREET INTERACTIVE INC                                 | RUSH STREET INTERACTIVE INC                                                                 | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     258687 | NS      | $5768720.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP                    | MADISON SQUARE GARDEN ENTERTAINMENT CORP                                                    | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1600 | NS      | $65136.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                               | TOPBUILD CORP                                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      68927 | NS      | $29001724.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-18-24-20Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -260000 | NC      | $27342.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LTD                                            | IMPERIAL OIL LTD                                                                            | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      90000 | NS      | $8166745.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WASTE CONNECTION INC                                        | WASTE CONNECTIONS INC                                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     122240 | NS      | $22591174.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                         | WILLIAMS-SONOMA INC                                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     108700 | NS      | $20456253.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: BRL/USD settle 2025-09-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11357.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS AUD 4.50000 06-18-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   12800000 | NC      | $-10353.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.35000 04/29/25 5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -900000 | NC      | $-2384.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN LENDING CORP                                           | OPEN LENDING CORP                                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1456038 | NS      | $3072240.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $20140.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMILTON INSURANCE GROUP LTD                                | HAMILTON INSURANCE GROUP LTD                                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     170305 | NS      | $4060071.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDWIN INSURANCE GROUP INC/THE                             | BALDWIN INSURANCE GROUP INC/THE                                                             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     342243 | NS      | $10838835.81   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BAKER HUGHES CO                                             | BAKER HUGHES CO                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3002502 | NS      | $136313590.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                  | RENAISSANCERE HLDGS LTD                                                                     | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     150109 | NS      | $36474985.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                                            | WARBY PARKER INC                                                                            | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     384659 | NS      | $10078065.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024                             | VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A                                      | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1700608 | PA      | $1709823.72    | 0.00%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2024-2                               | OPORTUN ISSUANCE TRUST 2024-2 6.61% 02/09/2032 144A                                         | CUSIP: 68377KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1777000 | PA      | $1794741.21    | 0.00%             | 2032-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                               | ALLSTATE CORPORATION                                                                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     434212 | NS      | $88340431.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.40000 02-12-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -400000 | NC      | $8918.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                             | DOLLAR TREE INC                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     278235 | NS      | $30374914.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-10-21                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $317.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERUS CORP                                                  | CERUS CORP                                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      14500 | NS      | $18995.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                       | ENCOMPASS HEALTH CORP                                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     204912 | NS      | $24950085.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NB BANCORP INC                                              | NB BANCORP INC                                                                              | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57846 | NS      | $1092710.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVERSAL INSURANCE HLDGS INC                               | UNIVERSAL INSURANCE HLDGS INC                                                               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      30612 | NS      | $746626.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                                      | PALO ALTO NETWORKS INC                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     336657 | NS      | $64139891.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODRX HOLDINGS INC                                         | GOODRX HOLDINGS INC                                                                         | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1300 | NS      | $5655.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                   | AVNET INC                                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     304515 | NS      | $16617383.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                                  | PINNACLE FINL PARTNERS INC                                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     198849 | NS      | $19332099.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT II DAC                             | INDIGO CREDIT MANAGEMENT II DAC B 3MEUR+210 07/15/2038 144A                                 | CUSIP: N/A<br>LEI: 635400ZBUBZKOZYRMX14       | Long             | ABS-CBDO         | CORP              | IE        |    2500000 | PA      | $2929137.13    | 0.00%             | 2038-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2017-RPL3                      | CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 B1 VAR 08/01/2057 144A                               | CUSIP: 12651YAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     616364 | PA      | $603977.54     | 0.00%             | 2057-08-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                    | TURNING POINT BRANDS INC                                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      56136 | NS      | $5585532.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NATERA INC                                                  | NATERA INC                                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74903 | NS      | $12602429.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                                 | AMN HEALTHCARE SERVICES INC                                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      16938 | NS      | $351971.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CORP                                              | SOUTH BOW CORP                                                                              | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      43000 | NS      | $1191670.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                           | LITHIA MOTORS INC CL A                                                                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      85899 | NS      | $28920475.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| STANDARDAERO INC                                            | STANDARDAERO INC                                                                            | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     316102 | NS      | $8373541.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTRACKER INC                                              | NEXTRACKER INC CL A                                                                         | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53280 | NS      | $3583612.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                                         | PAYCOM SOFTWARE INC                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     106828 | NS      | $24265980.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                               | AFFILIATED MANAGERS GRP INC                                                                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      51000 | NS      | $11465820.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                   | CONSTELLATION ENERGY CORP                                                                   | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     237144 | NS      | $73035609.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/SGD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6061.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                              | MCDONALDS CORP                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     783860 | NS      | $245771464.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL BROKERAGE INC/THE                                      | REAL BROKERAGE INC                                                                          | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |    1838559 | NS      | $9891447.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                                       | VIR BIOTECHNOLOGY INC                                                                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21613 | NS      | $106768.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCELERANT HOLDINGS                                         | ACCELERANT HOLDINGS                                                                         | CUSIP: N/A<br>LEI: 213800VS4CX9ZONTD965       | Long             | EC               | CORP              | KY        |      52882 | NS      | $1060284.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SENTINELONE INC                                             | SENTINELONE INC                                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      12400 | NS      | $233864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT and PLATT INC                                       | LEGGETT and PLATT INC                                                                       | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     247955 | NS      | $2382847.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY ABS CAP I INC TR 2007 HE4                    | MSAC 07-HE4 A2A TSFR1M+11 2/37                                                              | CUSIP: 61753VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     243092 | PA      | $72375.44      | 0.00%             | 2037-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                                        | GALP ENERGIA SGPS SA                                                                        | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      49900 | NS      | $969074.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                 | MERRILL LYNCH MTGE INVS INC STEP 07/25/2035                                                 | CUSIP: 59020UMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5651508 | PA      | $5685732.55    | 0.01%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RYERSON HOLDING CORP                                        | RYERSON HOLDING CORP                                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      12353 | NS      | $281648.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.65% 10/01/2030#BZ3018                                                           | CUSIP: 3140NXK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1910660 | PA      | $2025139.47    | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LANDSTAR SYSTEM INC                                         | LANDSTAR SYSTEM INC                                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      69917 | NS      | $9252116.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                                           | UWM HOLDINGS CORP CL A                                                                      | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     431996 | NS      | $2462377.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                 | AVIENT CORP                                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     497988 | NS      | $18624751.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      24856 | NS      | $2294954.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLEBEAR INC                                               | MAPLEBEAR INC                                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     227913 | NS      | $9884586.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                            | AMC NETWORKS INC CL A                                                                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      12600 | NS      | $88956.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-CES2                                              | EFMT 2025-CES2 5.655% 02/25/2060 144A                                                       | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1877440 | PA      | $1893353.66    | 0.00%             | 2060-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BUCKLE INC (THE)                                            | BUCKLE INC (THE)                                                                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      63856 | NS      | $3613611.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                        | SMURFIT WESTROCK PLC                                                                        | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      84400 | NS      | $3997184.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALARM.COM HOLDINGS INC                                      | ALARM.COM HOLDINGS INC                                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      49038 | NS      | $2875097.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO. INC.                                  | FRANKLIN ELECTRIC CO. INC.                                                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       9871 | NS      | $965976.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                               | MARTIN MARIETTA MATERIALS INC                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     164375 | NS      | $101320750.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                                          | AUTONATION INC                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     110633 | NS      | $24237477.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                                   | XPERI INC                                                                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68748 | NS      | $412488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                       | NORTHROP GRUMMAN CORP                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     192678 | NS      | $113687727.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA COCO CO INC/THE                                        | VITA COCO CO INC/THE                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     112964 | NS      | $4037333.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                   | MINERALS TECHNOLOGIES INC                                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     107950 | NS      | $7065327.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                          | VOYA FINANCIAL INC                                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     542899 | NS      | $40766285.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS INC                                | MADRIGAL PHARMACEUTICALS INC                                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       3559 | NS      | $1558308.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.48% 04/16/2029                                    | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $749961.38     | 0.00%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC                           | KKR REAL ESTATE FINANCE TRUST INC                                                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |       9500 | NS      | $91485.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXACT SCIENCES CORP                                         | EXACT SCIENCES CORP                                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     304444 | NS      | $14436734.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COML REAL ESTAT FIN INC                              | APOLLO COML REAL ESTAT FIN INC                                                              | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |        362 | NS      | $3833.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2822.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                           | MADISON SQUARE GARDEN SPORTS CORP                                                           | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        690 | NS      | $136509.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP 2006-HE5                                              | GSAMP 06-HE5 A2D TSFR1M+24 8/36                                                             | CUSIP: 362437AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1319205 | PA      | $1238202.74    | 0.00%             | 2036-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEPHONE and DATA SYSTEMS INC                              | TELEPHONE and DATA SYSTEMS INC                                                              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14300 | NS      | $573287.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/ILS settle 2025-11-13                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-17979.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPART INC                                                  | COPART INC                                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     433244 | NS      | $21146639.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                               | CORECIVIC INC                                                                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    1012792 | NS      | $20539421.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BEL FUSE INC                                                | BEL FUSE INC NV CL B                                                                        | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      54330 | NS      | $7310644.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.75000 09/17/25 10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -36400000 | NC      | $-189257.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                     | AMERIQUEST MTG SECS INC 04-R6 M4 STEP 07/25/2034                                            | CUSIP: 03072SSQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1370857 | PA      | $1133571.61    | 0.00%             | 2034-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                                        | PTC THERAPEUTICS INC                                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     142379 | NS      | $7023556.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                                            | CHEVRON CORP                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1000538 | NS      | $160686402.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                            | PAGAYA AI DEBT GRANTOR TRUST 2024-8 A 5.331% 01/15/2032 144A                                | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     971687 | PA      | $975161.46     | 0.00%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHIME FINANCIAL INC                                         | CHIME FINANCIAL INC                                                                         | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50556 | NS      | $1335183.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                           | HUNTINGTON INGALLS INDUSTRIES INC                                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     144704 | NS      | $39184396.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                             | FOOT LOCKER INC                                                                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      15153 | NS      | $374279.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/ZAR settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10964.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.9255 05/08/25-01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    4000000 | NC      | $-1527.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y P 4.69300 L 08/27/35/ BOA                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5100000 | NC      | $436346.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACROGENICS INC                                             | MACROGENICS INC                                                                             | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      14300 | NS      | $25311.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.90750 03-04-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-16182.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                                    | KLA CORP                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      77768 | NS      | $67813696.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: ZAR/USD settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2920.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ILS settle 2025-11-13                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7059.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WD-4O CO                                                    | WD 40 CO                                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      70054 | NS      | $15134466.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                 | GOODYEAR TIRE and RUBBER CO                                                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     700337 | NS      | $5938857.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                                                | FLYWIRE CORP                                                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      30500 | NS      | $401075.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     205500 | NS      | $6000600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCADOLIBRE INC                                            | MERCADOLIBRE INC                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        713 | NS      | $1763184.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A A3 4.71% 04/17/2028 144A                      | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3011112.00    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                               | TIDEWATER INC                                                                               | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |        300 | NS      | $18060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/INR settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4774.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOXIMITY INC                                                | DOXIMITY INC                                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     574851 | NS      | $39055376.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMANS WHSE HLDGS INC                                   | SPORTSMANS WHSE HLDGS INC                                                                   | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     459164 | NS      | $1230559.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE CO INC                                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     270981 | NS      | $6221723.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                  | ADVANCED DRAINAGE SYSTEMS INC                                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      29304 | NS      | $4218896.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PHOTRONICS INC                                              | PHOTRONIC INC                                                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     127302 | NS      | $2885936.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUS INTERNATIONAL GROUP INC                               | JANUS INTERNATIONAL GROUP INC                                                               | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     469496 | NS      | $4859283.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SLIDE INSURANCE HOLDINGS INC                                | SLIDE INSURANCE HOLDINGS INC                                                                | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      58799 | NS      | $786730.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                   | BOEING CO                                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     893749 | NS      | $209745015.32  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP                            | BOOZ ALLEN HAMILTON HLDG CL A                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      75876 | NS      | $8249238.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.42000 03/07/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-10417.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                        | MERCURY GENERAL CORP                                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       5534 | NS      | $427944.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHF ISSUER TRUST 2024-3                                     | FHF ISSUER TRUST 2024-3 A2 4.94% 11/15/2030 144A                                            | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     806071 | PA      | $810232.74     | 0.00%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                          | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    3406113 | PA      | $3980890.26    | 0.00%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC                              | DAY ONE BIOPHARMACEUTICALS INC                                                              | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     145582 | NS      | $1093320.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT INC                                        | CITY OFFICE REIT INC                                                                        | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       8300 | NS      | $57519.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                        | WEC ENERGY GROUP INC                                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      68900 | NS      | $7338539.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-09-15                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2253.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                              | FAIRFAX FINL HLDGS LTD SUB VTG                                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       3721 | NS      | $6405966.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                | ENVISTA HOLDINGS CORP                                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     532353 | NS      | $11275236.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064                             | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2797951 | PA      | $2722958.10    | 0.00%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                      | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      26900 | NS      | $6289341.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+72 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       3262 | NC      | $740813.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                       | FIRST AMERICAN FINANCIAL CORP                                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      28011 | NS      | $1848726.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                                                | HARMONIC INC                                                                                | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     271203 | NS      | $2608972.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                                           | VICOR CORPORATION                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      30172 | NS      | $1542090.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                         | PUBLIC SVC ENTERPRISE GRP INC                                                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     265279 | NS      | $21840420.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                              | KENNAMETAL INC                                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      17735 | NS      | $380061.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                                         | UPLAND SOFTWARE INC                                                                         | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      16700 | NS      | $47261.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEONE MEDICINES LTD                                         | BEONE MEDICINES LTD ADR                                                                     | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CH        |      73000 | NS      | $22341650.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                  | AXALTA COATING SYSTEMS LTD                                                                  | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      96161 | NS      | $3005992.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                                             | SCHOLASTIC CORP                                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4488 | NS      | $115162.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                           | MP MATERIALS CORP                                                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      17040 | NS      | $1212225.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS FINANCIAL HOLDINGS SA                               | PIRAEUS FINANCIAL HOLDINGS SA                                                               | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |     395510 | NS      | $3060857.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                               | SCRIPPS (EW) CO CL A                                                                        | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      60200 | NS      | $179998.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                                        | GENERAC HOLDINGS INC                                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      18188 | NS      | $3369327.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                   | PACKAGING CORP OF AMERICA                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     138112 | NS      | $30102891.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 5.4% 08/12/2034 REGS                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   23900000 | PA      | $6471639.37    | 0.01%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.                                 | UNITED BANKSHARES INC. W VA.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      29340 | NS      | $1124895.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHABASCA OIL CORP                                          | ATHABASCA OIL CORP                                                                          | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |    1033200 | NS      | $4528972.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                                              | GREEN DOT CORP CLASS-A                                                                      | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     855389 | NS      | $11907014.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: CHF/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $3656.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO GROUP HOLDINGS INC                                      | TKO GROUP HOLDINGS INC                                                                      | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     138033 | NS      | $26165535.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                   | AGIOS PHARMACEUTICALS INC                                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     238262 | NS      | $8984860.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                      | IDEXX LABS INC                                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      26972 | NS      | $17453311.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CNY settle 2025-09-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4372.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1+24 9.4300 12/25/25 9Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -10700000 | NC      | $-44726.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75157 09-29-23-25Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -7030000 | NC      | $-43840.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $150.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-688.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRANE CO                                                    | CRANE CO                                                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       4954 | NS      | $917976.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                         | OTC ECAL USD VS TRY @ 54.0 UAG                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DE               | CORP              | GB        |   -1500000 | NC      | $-19211.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                           | ATMOS ENERGY CORP                                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     230282 | NS      | $38256748.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                                    | CDW CORPORATION                                                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      84532 | NS      | $13927492.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                   | LINCOLN NATIONAL CORP                                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     293100 | NS      | $12582783.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.00000 03-19-25-2Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -11680000 | NC      | $-69687.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                         | ARISTA NETWORKS INC                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     930450 | NS      | $127052947.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH and NEPHEW PLC                                        | SMITH and NEPHEW PLC SPON ADR                                                               | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     337782 | NS      | $12649935.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED PARCEL SERVICE INC                                   | UNITED PARCEL SERVICE INC CL B                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     236597 | NS      | $20688041.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG 5580 FA SOFR30A+ 09/25/2055                                             | CUSIP: 3137HMXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6200000 | PA      | $6215699.02    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                    | TANDEM DIABETES CARE INC                                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     125277 | NS      | $1567215.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                        | HOWMET AEROSPACE INC                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     876846 | NS      | $152658888.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC CORP                                        | ASSOCIATED BANC CORP                                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     255305 | NS      | $6885575.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32807.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMPLY GOOD FOODS CO                                        | SIMPLY GOOD FOODS CO                                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     311773 | NS      | $8926060.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                                       | UNITED FIRE GROUP INC                                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3927 | NS      | $120715.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                 | GENPACT LTD                                                                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     598195 | NS      | $27122161.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y C 4.65600 L 08/20/35 BOA                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $289658.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                     | GSK PLC SPONS ADR                                                                           | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     145787 | NS      | $5783370.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: MXN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $664.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP INC                                                      | HP INC                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     641843 | NS      | $18318199.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                 | NETFLIX INC                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     494683 | NS      | $597700734.75  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD             | CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD ARRR TSFR3M+109 07/20/2034 144A             | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4604931.20    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                     | BECTON DICKINSON and CO                                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     113118 | NS      | $21829511.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7.21         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KURA SUSHI USA INC                                          | KURA SUSHI USA INC CL A                                                                     | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     109412 | NS      | $9278684.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVISFIRST BANCSHARES INC                                  | SERVISFIRST BANCSHARES INC                                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9074 | NS      | $799873.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                                                                           | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      82660 | NS      | $10811101.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVELERS COS INC                                           | TRAVELERS COMPANIES INC                                                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     200833 | NS      | $54528167.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                  | ATKORE INC                                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      58852 | NS      | $3424597.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                  | EVERGY INC                                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     129245 | NS      | $9209998.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS INC                                 | PHATHOM PHARMACEUTICALS INC                                                                 | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     904062 | NS      | $11011475.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS INC                                 | ALNYLAM PHARMACEUTICALS INC                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      25678 | NS      | $11465483.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC                              | GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A                                  | CUSIP: N/A<br>LEI: 635400MCCB6TWMK1AY05       | Long             | ABS-CBDO         | CORP              | IE        |    2200000 | PA      | $2574003.93    | 0.00%             | 2039-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 NC1                                           | GSAMP 07-NC1 A2B TSFR1M+10 12/46                                                            | CUSIP: 3622MGAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     431083 | PA      | $211508.31     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                             | FOX CORPORATION B                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     263798 | NS      | $14390180.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                            | GREEN PLAINS INC                                                                            | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      15600 | NS      | $173316.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                                  | TWILIO INC CLASS A                                                                          | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      12741 | NS      | $1345577.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                                             | INTL BUS MACH CORP                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     481475 | NS      | $117234347.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                              | ALLISON TRANSMISSION HLDGS INC                                                              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     353810 | NS      | $30891151.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    1045680 | NS      | $157353926.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                                 | CAMECO CORP                                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     189573 | NS      | $14671054.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS INC                                 | APPLIED OPTOELECTRONICS INC                                                                 | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     108019 | NS      | $2614059.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADSTONE NET LEASE INC                                    | BROADSTONE NET LEASE INC                                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     269993 | NS      | $5019169.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $5026439.04    | 0.01%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CURIOSITYSTREAM INC                                         | CURIOSITYSTREAM INC CL A                                                                    | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |       2327 | NS      | $10657.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.79% 04/15/2027                                    | CUSIP: 30165BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      82387 | PA      | $82396.76      | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL INC                                       | ICF INTERNATIONAL INC                                                                       | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      28704 | NS      | $2819306.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC                                  | HOWARD HUGHES HOLDINGS INC                                                                  | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      63221 | NS      | $4821865.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIKES PEAK CLO 4                                            | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                             | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4499779.50    | 0.01%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTREME NETWORKS INC                                        | EXTREME NETWORKS INC                                                                        | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       6059 | NS      | $129541.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZETA GLOBAL HOLDINGS CORP                                   | ZETA GLOBAL HOLDINGS CORP                                                                   | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     765060 | NS      | $15025778.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                     | SCIENCE APPLICATIONS INTERNATIONAL CORP                                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     133008 | NS      | $15655041.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                  | DIAGEO PLC                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      28300 | NS      | $784868.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-2                          | ALLY AUTO RECEIVABLES TRUST 2024-2 A3 4.14% 07/16/2029                                      | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1500460.05    | 0.00%             | 2029-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                 | CORNING INC                                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      79845 | NS      | $5352010.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE BIRD CORP                                              | BLUE BIRD CORP                                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      21100 | NS      | $1232029.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HARMONY BIOSCIENCES HOLDINGS INC                            | HARMONY BIOSCIENCES HOLDINGS INC                                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22809 | NS      | $841424.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG RESOURCES INC                                           | EOG RESOURCES INC                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    1811285 | NS      | $226084593.70  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                                    | PROCORE TECHNOLOGIES INC                                                                    | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     227700 | NS      | $15827427.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP                             | FRANKLIN STREET PPTYS CORP                                                                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      15640 | NS      | $25962.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRINGTON MTG LN TR SER 2007 RFC1                          | CARR 2007-RFC1 A3 TSFR1M+25.448 12/36                                                       | CUSIP: 144526AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     167255 | PA      | $163988.72     | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-09-12                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $20381.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                                   | NEW JERSEY RESOURCES CORP                                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     164045 | NS      | $7757688.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA               | BANCO LATINOAMERICANO DE COMER(BLADEX)                                                      | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | CORP              | PA        |       6362 | NS      | $293479.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                          | PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A                                                    | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2836896 | PA      | $2778201.91    | 0.00%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                       | INDUSTRIAL LOGISTICS PROPERTIES TR                                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      13800 | NS      | $85008.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                                     | G-III APPAREL GROUP LTD                                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      72799 | NS      | $1965573.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                         | GLOBAL PAYMENTS INC                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      85788 | NS      | $7619690.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 04/01/2054#DB1377                                                            | CUSIP: 3140AAQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     576386 | PA      | $598708.86     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                  | FEDEX CORP                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     126651 | NS      | $29265246.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                        | EDISON INTL                                                                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     377301 | NS      | $21177905.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/SEK settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-15537.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MRC GLOBAL INC                                              | MRC GLOBAL INC                                                                              | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      38272 | NS      | $577141.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 1Y 3.16250 L 08/23/27 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  548300000 | NC      | $2915716.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y C 4.42700 L 08/06/35 BOA                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $266643.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13085.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                   | AMERICAN ASSETS TRUST INC                                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17600 | NS      | $367840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                        | JACOBS SOLUTIONS INC                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3469 | NS      | $507271.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                 | PAGAYA AI DEBT TRUST 2024-3 7.297% 10/15/2031 144A                                          | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2680083 | PA      | $2707902.10    | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC ECAL USD VS HKD @ 7.85 BOA                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |  -19200000 | NC      | $-13031.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDU RESOURCES GROUP INC                                     | MDU RESOURCES GROUP INC                                                                     | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     490178 | NS      | $7984999.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                  | GARMIN LTD                                                                                  | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      10508 | NS      | $2541044.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4777.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOGO INC                                                    | GOGO INC                                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     791436 | NS      | $8689967.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GRANITE POINT MORTGAGE TRUST INC                            | GRANITE POINT MORTGAGE TRUST INC                                                            | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |       4659 | NS      | $13464.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/SGD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $213.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE MATLS INC                                             | EAGLE MATERIALS INC                                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     137904 | NS      | $31842033.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A                          | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4310320.00    | 0.01%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                         | ECUADOR REPUBLIC OF 0% 07/31/2030 REGS                                                      | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1500000 | PA      | $1126312.50    | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARSUS PHARMACEUTICALS INC                                  | TARSUS PHARMACEUTICALS INC                                                                  | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14835 | NS      | $869034.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                     | LIVE OAK BANCSHARES INC                                                                     | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7805 | NS      | $301975.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEWAY FOODS INC                                           | LIFEWAY FOODS INC                                                                           | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1400 | NS      | $42658.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                                       | DEVON ENERGY CORP                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      51800 | NS      | $1869980.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                       | MICRON TECHNOLOGY INC                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    1579831 | NS      | $188015687.31  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                                     | NOW INC                                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     194171 | NS      | $3106736.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGE BANCORP INC                                          | DIME COMMUNITY BANCSHARES INC                                                               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4690 | NS      | $144264.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                                 | NORTHWEST BANCSHARES INC                                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1710 | NS      | $21631.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10865.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                    | MSCI INC                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     150789 | NS      | $85605931.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY WEST BANCSHARES                                   | COMMUNITY WEST BANCSHARES                                                                   | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12881 | NS      | $274622.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | TRUIST FINL CORP                                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    1033647 | NS      | $48395352.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING INC                                        | JELD-WEN HOLDING INC                                                                        | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      12300 | NS      | $78597.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY FEDL01+82 RBC                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       3903 | NC      | $881978.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS HEALTH CORP                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    1744793 | NS      | $127631607.95  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.48100 10-29-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     900000 | NC      | $-10622.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 09/11/2025                                                                     | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      24000 | PA      | $23974.57      | 0.00%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC                                | PLYMOUTH INDL REIT INC                                                                      | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $4400.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.86% 08/01/2030#                                                                 | CUSIP: 3140NWSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $615061.02     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                     | PTC INC                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      89200 | NS      | $19044200.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                  | CHIPOTLE MEXICAN GRILL INC                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3477959 | NS      | $146561192.26  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                               | ANNALY CAPITAL MGMT INC REIT                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     542000 | NS      | $11484980.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                                              | PBF ENERGY INC CL A                                                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      20285 | NS      | $554186.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                             | EQUITY LIFESTYLE PPTYS INC                                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     187908 | NS      | $11328973.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                      | SYNOVUS FINANCIAL CORP.                                                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     146248 | NS      | $7547859.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                      | MOTOROLA SOLUTIONS INC                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     149870 | NS      | $70807580.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEMED HEALTHCARE INC                                       | VIEMED HEALTHCARE INC                                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      19686 | NS      | $145085.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                              | TARGA RESOURCES CORP                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     250586 | NS      | $42038307.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                      | LOUISIANA PACIFIC CORP                                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      64072 | NS      | $6093887.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                 | STARWOOD PROPERTY TRUST INC                                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      27521 | NS      | $557850.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CORCEPT THERAPEUTICS INC                                    | CORCEPT THERAPEUTICS INC                                                                    | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      43109 | NS      | $3005559.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                 | SHOPIFY INC CL A                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     282123 | NS      | $39858337.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Securities Lending Cash Central Fund                                               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  784916594 | NS      | $784995085.91  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                       | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A B 5.08% 01/16/2029 144A                           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1510692.45    | 0.00%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                      | SAP SE SPON ADR                                                                             | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      58986 | NS      | $16053629.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2085.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENTAIR PLC                                                 | PENTAIR PLC                                                                                 | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     267933 | NS      | $28810835.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC                                        | FORTREA HOLDINGS INC                                                                        | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      13606 | NS      | $134019.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                               | UNIVERSAL HEALTH SVCS INC CL B                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     244566 | NS      | $44408294.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                  | BELDEN INC                                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      18339 | NS      | $2387737.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                       | APPLIED MATERIALS INC                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     410969 | NS      | $66067376.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC                                 | HOST HOTELS and RESORTS INC                                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     800626 | NS      | $13778773.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                  | ECOLAB INC                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     482386 | NS      | $133640217.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                                              | IMMUNOVANT INC                                                                              | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15458 | NS      | $227078.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596612.37     | 0.00%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                      | FAIR ISAAC CORP                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      19439 | NS      | $29579159.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                                           | OWENS CORNING INC                                                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     229526 | NS      | $34467919.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTR 2017-29A                                              | VENTR 2017-29A AR TSFR3M+125.161 09/07/2030 144A                                            | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      41328 | PA      | $41337.55      | 0.00%             | 2030-09-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                                     | KYMERA THERAPEUTICS INC                                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15299 | NS      | $630318.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                                 | ROBLOX CORP                                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56345 | NS      | $7020023.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                 | NVIDIA CORP                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   24872476 | NS      | $4332287869.68 | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                     | PILGRIM'S PRIDE CORP NEW                                                                    | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      70000 | NS      | $3111500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENBRIDGE US INC                                             | ENBRIDGE US INC CP 0% 09/29/2025                                                            | CUSIP: 29251UWV6<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992266.60    | 0.00%             | 2025-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SITIME CORP                                                 | SITIME CORP                                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32331 | NS      | $7813432.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ONE MTG LOAN TR 2007 5                               | OOMLT 2007-5 2A4 TSFR1M+30 5/37                                                             | CUSIP: 68403HAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2264600 | PA      | $1204874.90    | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-2 DAC                    | PALMER SQUARE EUROPEAN LN FDG 2023-2 DAC B 3MEUR+185 05/15/2034 144A                        | CUSIP: N/A<br>LEI: 549300XJWVHAIRILDH71       | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2336627.24    | 0.00%             | 2034-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                      | PACIRA BIOSCIENCES INC                                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34796 | NS      | $928009.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $20829.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                 | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     699000 | PA      | $596543.21     | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUSTOM TRUCK ONE SOURCE INC                                 | CUSTOM TRUCK ONE SOURCE INC A                                                               | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     645236 | NS      | $3961749.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/KRW settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-971.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                     | UDR INC                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       1400 | NS      | $55398.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                       | DAIKIN INDUSTRIES LTD UNSP ADR                                                              | CUSIP: 23381B106<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     313849 | NS      | $3916835.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                            | INTERDIGITAL INC                                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1102 | NS      | $299424.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 6.15% 08/12/2032 144A                                                      | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   11600000 | PA      | $3446025.04    | 0.00%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                       | NORFOLK SOUTHERN CORP                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      75204 | NS      | $21055615.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                | ALIMENTATION COUCHE-TARD INC                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      28500 | NS      | $1444558.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                      | WILLSCOT HOLDINGS CORP                                                                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     907309 | NS      | $21993170.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                                    | VICTORIA'S SECRET and CO                                                                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      29555 | NS      | $680356.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                                       | CARLYLE GROUP INC (THE)                                                                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     380107 | NS      | $24539707.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                | ASSURANT INC                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      20445 | NS      | $4408146.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARIS LIFE SCIENCES INC                                     | CARIS LIFE SCIENCES INC                                                                     | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       7454 | NS      | $286159.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMARK CREDIT FUNDING II LTD                                | ROMARK CREDIT FUNDING II LTD A 2.625% 10/25/2039 144A                                       | CUSIP: 77588JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $378189.60     | 0.00%             | 2039-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHSTREAM INC                                            | HEALTHSTREAM INC                                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      48731 | NS      | $1368366.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LEVI STRAUSS and CO                                         | LEVI STRAUSS and COMPANY CL A                                                               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |       5990 | NS      | $133996.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                                               | VEEVA SYS INC CL A                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      50928 | NS      | $13709817.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $8.32          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2015-R6               | MORGAN STANLEY RESECURITIZATION TRUST 2015-R6 STEP 07/26/2045 144A                          | CUSIP: 61690XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2427813 | PA      | $2395949.26    | 0.00%             | 2045-07-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    2382602 | NS      | $718163894.84  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/CAD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-90.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 6.95% 08/12/2031 REGS                                                      | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3281000 | PA      | $1017857.96    | 0.00%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALAVO GROWERS INC                                          | CALAVO GROWERS INC                                                                          | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35115 | NS      | $960395.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM EUROPEAN CLO                                           | BBAM EUROPEAN CLO A 3MEUR+92 01/15/2036 144A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1748595.72    | 0.00%             | 2036-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/TWD settle 2025-09-30                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $147.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.875% 07/31/2030                                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12900000 | PA      | $13003804.75   | 0.02%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DBT SELECTION TRUST                               | PAGAYA AI DBT SELECTION TRUST 8.798% 07/15/2031 144A                                        | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7193860 | PA      | $7250626.61    | 0.01%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORP                                           | AGREE REALTY CORP                                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     249540 | NS      | $18151539.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| XENON PHARMACEUTICALS INC                                   | XENON PHARMACEUTICALS INC                                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      51800 | NS      | $2005178.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REAL MATTERS INC                                            | REAL MATTERS INC                                                                            | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |     201619 | NS      | $941040.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTLEFUSE INC                                              | LITTELFUSE INC                                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        883 | NS      | $229429.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                    | TRAVERE THERAPEUTICS INC                                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77250 | NS      | $1351875.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/IDR settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $22.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                           | PROG HOLDINGS INC                                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     186676 | NS      | $6578462.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                                            | CENTENE CORP                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     742369 | NS      | $21558395.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INS GROUP INC                                        | SAFETY INSURANCE GROUP INC                                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       1200 | NS      | $88812.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                              | MASTERCARD INC CL A                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    1384033 | NS      | $823901004.57  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES INC                                          | DELTA AIR INC                                                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     546846 | NS      | $33784145.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                     | ZOOM COMMUNICATIONS INC CL A                                                                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       6174 | NS      | $502687.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                              | PRICESMART INC                                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     116817 | NS      | $12529791.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/AUD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-9957.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: GBP/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16250.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    6682511 | NS      | $549168753.98  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TR 2006-WM4        | SABR 2006-WM4 A2C TSFR1M+16 11/36                                                           | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6468382 | PA      | $1769973.71    | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RE/MAX HOLDINGS INC                                         | RE/MAX HOLDINGS INC CL A                                                                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      12581 | NS      | $118513.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                      | WEBSTER FINANCIAL                                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     183324 | NS      | $11406419.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5850 09/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         68 | NC      | $29920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                       | DUPONT DE NEMOURS INC                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      95149 | NS      | $7318861.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                  | SYSCO CORP                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     308700 | NS      | $24841089.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                              | BRUNSWICK CORP                                                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     145548 | NS      | $9255397.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSEX PROPERTY TRUST INC                                    | ESSEX PROPERTY TRUST INC                                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      57052 | NS      | $15416020.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                                                | GENTHERM INC                                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |        600 | NS      | $22062.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI Real Estate Index Fund                                                         | CUSIP: 31635V810<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     447663 | NS      | $2372612.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS CORP                                         | REPAY HOLDINGS CORP                                                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |     375661 | NS      | $2223913.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                             | PPL CORPORATION                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    2669646 | NS      | $97361989.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.89000 03-03-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -350000 | NC      | $-6585.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERITEX HOLDINGS INC                                        | VERITEX HOLDINGS INC                                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |        500 | NS      | $17175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANAPTYSBIO INC                                              | ANAPTYSBIO INC                                                                              | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       6800 | NS      | $138244.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XPO INC                                                     | XPO INC                                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      10393 | NS      | $1347972.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                         | CARDINAL HEALTH INC                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     371758 | NS      | $55310155.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                                              | TECHTARGET INC                                                                              | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       4189 | NS      | $24715.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7305.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                       | ATHENE GLOBAL FUNDING 2.673% 06/07/2031 144A                                                | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     700000 | PA      | $624646.80     | 0.00%             | 2031-06-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING and RESID ENTIAL FINANCE TRUST       | SPECIALTY UNDERWRIT and RESID FIN 04-BC1 M1 STEP 02/25/2035                                 | CUSIP: 84751PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     426701 | PA      | $442587.49     | 0.00%             | 2035-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREIF INC                                                   | GREIF INC CL A                                                                              | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       4824 | NS      | $315055.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT BIOSCIENCES INC                                      | COGENT BIOSCIENCES INC                                                                      | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     123762 | NS      | $1495044.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                            | ZILLOW GROUP INC CL A                                                                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       7701 | NS      | $627477.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 4% 08/24/2034                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   42998524 | PA      | $2155495.77    | 0.00%             | 2034-08-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DONALDSON INC                                               | DONALDSON CO INC                                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     296078 | NS      | $23588534.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                   | PROSUS NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      34900 | NS      | $2158896.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.7% 06/01/2027                                               | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $804323.25     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                 | ENVIRI CORP                                                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      23600 | NS      | $266680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTEC INC                                                  | MASTEC INC                                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      81074 | NS      | $14730335.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                 | BANK OF AMERICA CORPORATION                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   11496629 | NS      | $583338955.46  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTPATH TECHNOLOGIES INC                                  | LIGHTPATH TECHNOLOGIES CL A                                                                 | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     771810 | NS      | $4129183.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MED HLDGS CORP                                       | SELECT MEDICAL HLDGS CORP                                                                   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     524700 | NS      | $6826347.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL LTD                                          | LIBERTY GLOBAL LTD CL A                                                                     | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |      40328 | NS      | $473450.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC                                         | PEOPLES BANCORP INC                                                                         | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4251 | NS      | $131525.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4498.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15605.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 10/01/2055 #TBA                                                              | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57400000 | PA      | $55169022.72   | 0.07%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6375 09/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -68 | NC      | $-260780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                                                | MEDIFAST INC                                                                                | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      19300 | NS      | $270779.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ULTRA CLEAN HLDGS INC                                       | ULTRA CLEAN HOLDINGS INC                                                                    | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |        300 | NS      | $7206.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                             | HANESBRANDS INC                                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      34323 | NS      | $216578.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                     | METTLER-TOLEDO INTL INC                                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      18063 | NS      | $23500685.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                   | GRACO INC                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     353817 | NS      | $30212433.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| RITHM PROPERTY TRUST INC                                    | RITHM PROPERTY TRUST INC                                                                    | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       5900 | NS      | $15163.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                | SK HYNIX INC                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      55740 | NS      | $10635471.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.50000 12-18-24-30Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -17310000 | NC      | $890687.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: THB/USD settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $1859.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATN INTERNATIONAL INC                                       | ATN INTERNATIONAL INC                                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      27604 | NS      | $469268.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC                    | PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC BR 3MEUR+165 05/15/2033 144A                       | CUSIP: N/A<br>LEI: 54930004WJL9ZPQZOM50       | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3507748.62    | 0.00%             | 2033-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BIO TECHNE CORP                                             | BIO TECHNE CORP                                                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      35352 | NS      | $1931279.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 09/01/2055 #TBA                                                                | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -114735000 | PA      | $-117226906.52 | -0.14%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 09/01/2055 #TBA                                                              | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67400000 | PA      | $64830375.00   | 0.08%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                 | WORKDAY INC CL A                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     134556 | NS      | $31058215.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/AUD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-17309.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                                     | DENALI THERAPEUTICS INC                                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      48712 | NS      | $743832.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN SECURITIES PLC                                     | ORO USD 10Y C 2.995 L 08/07/26 JPM                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              | CORP              | GB        |    1300000 | NC      | $8231.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     971993 | NS      | $5754198.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                  | WESTAMERICA BANCORPORATION                                                                  | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      54016 | NS      | $2701340.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTIS CORP                                                 | VESTIS                                                                                      | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      28300 | NS      | $132444.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                             | BJS WHSL CLUB HLDGS INC                                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     441889 | NS      | $43163717.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AMETEK INC NEW                                              | AMETEK INC NEW                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     187336 | NS      | $34619692.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGALZOOM.COM INC                                           | LEGALZOOM.COM INC                                                                           | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     113344 | NS      | $1255851.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/NOK settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8459.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                              | TD SYNNEX CORP                                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     297176 | NS      | $44002850.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 03/25/2055                                       | CUSIP: 3137HKCY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4840684 | PA      | $4847503.64    | 0.01%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                                         | SCORPIO TANKERS INC                                                                         | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     168203 | NS      | $8477431.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                                            | OSCAR HEALTH INC - CLASS A                                                                  | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |      67799 | NS      | $1129531.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LEIDOS HLDGS INC                                            | LEIDOS HOLDINGS INC                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      49300 | NS      | $8919356.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                            | BRIGHTSPRING HEALTH SERVICES INC                                                            | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     174673 | NS      | $4138003.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | IRS PLN 4.93 11/04/24 5Y CME                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -6800000 | NC      | $-50994.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                 | WAYFAIR INC                                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      27706 | NS      | $2066867.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                           | SOLARIS ENERGY INFRASTRUCTURE INC CL A                                                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     349073 | NS      | $11027216.07   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                                               | DTE ENERGY CO                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     267728 | NS      | $36585031.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                    | SOUTHERN COPPER CORP                                                                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      21212 | NS      | $2038261.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                     | SBA COMMUNICATIONS CORP                                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       2600 | NS      | $532610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                                           | BROWN FORMAN CORP CL A                                                                      | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      28978 | NS      | $879482.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HARBORVIEW MTG LOAN TR 2006 7                               | HVMLT 06-7 2A1A TSFR1M+40 9/46                                                              | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3560443 | PA      | $3384764.89    | 0.00%             | 2046-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                                    | SILICON LABORATORIES INC                                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       7697 | NS      | $1034091.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                               | PRA GROUP INC                                                                               | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      99317 | NS      | $1697327.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                  | AIRBNB INC CLASS A                                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     566731 | NS      | $73975397.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/EUR settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-51259.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KIRBY CORP                                                  | KIRBY CORP                                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      92500 | NS      | $8991000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/NOK settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-123.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME and MINERAL                              | UNITED STATES LIME and MIN INC                                                              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      24831 | NS      | $3126719.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                  | INSMED INC                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     171338 | NS      | $23319101.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC                                | COVENANT LOGISTICS GROUP INC                                                                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7308 | NS      | $176342.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                                       | ORION PROPERTIES INC.                                                                       | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               | CORP              | US        |      15100 | NS      | $44847.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TACTILE SYSTEMS TECHNOLOGY INC                              | TACTILE SYSTEMS TECHNOLOGY INC                                                              | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |        262 | NS      | $3487.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                                  | TENNANT CO                                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |        198 | NS      | $16243.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                                         | WW GRAINGER INC                                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       5329 | NS      | $5400941.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG US CLO 2021-3 LTD                                       | ICG US CLO 2021-3 LTD AR TSFR3M+115 10/20/2034 144A                                         | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4803460.80    | 0.01%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                        | DECKERS OUTDOOR CORP                                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       9800 | NS      | $1172374.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOVER HEALTH INVESTMENTS CORP                              | CLOVER HEALTH INVESTEMENTS CORP                                                             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      49256 | NS      | $129050.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VARONIS SYS INC                                             | VARONIS SYSTEMS INC                                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      51199 | NS      | $3021764.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: ILS/USD settle 2025-11-13                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-560.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST SOLAR INC                                             | FIRST SOLAR INC                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     287731 | NS      | $56162213.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                    | EASTGROUP PPTYS INC                                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      53400 | NS      | $9054504.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC                                                  | REDDIT INC A                                                                                | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36288 | NS      | $8167703.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                            | ZILLOW GROUP INC CL C                                                                       | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      17156 | NS      | $1446422.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ZAR settle 2025-09-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7935.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                              | OMEGA HEALTHCARE INVESTORS INC                                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     348105 | NS      | $14818829.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTFLOW INC                                               | HEARTFLOW INC                                                                               | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19800 | NS      | $623700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORP                                | AMERICAN SUPERCONDUCTOR CORP                                                                | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      16800 | NS      | $838320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                  | HUMANA INC                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      75540 | NS      | $22938476.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDAX PHARMACEUTICALS INC                                  | SYNDAX PHARMACEUTICALS INC                                                                  | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     103245 | NS      | $1685990.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                      | EQUITABLE HOLDINGS INC                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    1291621 | NS      | $68791734.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: IDR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11023.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PDF SOLUTIONS INC                                           | PDF SOLUTIONS INC                                                                           | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       3100 | NS      | $63395.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                             | BROOKFIELD CORP CL A                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     984709 | NS      | $64715075.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                 | PEPSICO INC                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    1844032 | NS      | $274115356.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MEREN ENERGY INC                                            | MEREN ENERGY INC                                                                            | CUSIP: 588914101<br>LEI: 549300071188HIDJEB11 | Long             | EC               | CORP              | CA        |     592700 | NS      | $768198.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 11/13/2025                                                                     | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     359000 | PA      | $356070.87     | 0.00%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                      | WHITECAP RESOURCES INC                                                                      | CUSIP: 96467A200<br>LEI: 5493000LCNZNCWCBHW56 | Long             | EC               | CORP              | CA        |     602402 | NS      | $4535505.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                                 | LENNAR CORP CL A                                                                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       8901 | NS      | $1185079.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS INC                                             | AMER SPORTS INC                                                                             | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |      71517 | NS      | $2812048.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/NZD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2809.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/SEK settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13041.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                                 | INSPIRE MEDICAL SYSTEMS INC                                                                 | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      16171 | NS      | $1515060.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC AVE 2024-3 LTD / ATLANTIC AVE 2024-3 LLC           | ATLANTIC AVE 2024-3 LTD / ATLANTIC AVE 2024-3 LLC A TSFR3M+126 01/20/2035 144A              | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2504637.50    | 0.00%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                              | FLOWSERVE CORP                                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     382785 | NS      | $20540243.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                         | DIEBOLD NIXDORF INC                                                                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     285352 | NS      | $17437860.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PRET 2021-RN2 LLC                                           | PRET 2021-RN2 LLC STEP 07/25/2051 144A                                                      | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     697096 | PA      | $695511.49     | 0.00%             | 2051-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SLEEP NUMBER CORP                                           | SLEEP NUMBER CORP                                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       1799 | NS      | $18943.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB CORP PA                                                 | FNB CORP PA                                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     273828 | NS      | $4570189.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                         | GILEAD SCIENCES INC                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    1922062 | NS      | $217135344.14  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                                | AGILYSYS INC                                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      75637 | NS      | $8253509.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                  | NETAPP INC                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     171532 | NS      | $19347094.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INVTS II TRUST                         | SAMI 2006-AR3 12A1 TSFR1M+55.448 5/36                                                       | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3518658 | PA      | $2881736.93    | 0.00%             | 2036-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OLAPLEX HOLDINGS INC                                        | OLAPLEX HOLDINGS INC                                                                        | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1867103 | NS      | $2669957.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                               | EMPIRE STATE REALTY TRUST INC CL A                                                          | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       5482 | NS      | $41937.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                         | DOUGLAS ELLIMAN INC                                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    1088774 | NS      | $2961465.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ICU MEDICAL INC                                             | ICU MEDICAL INC                                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      72460 | NS      | $9250243.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6310 09/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -70 | NC      | $-90650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $4423.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.45000 05/05/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -200000 | NC      | $4044.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                       | SOUTHWEST AIRLINES CO                                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     210778 | NS      | $6934596.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/KRW settle 2025-09-26                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4581.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TETRA TECHNOLOGIES INC DEL                                  | TETRA TECHNOLOGIES INC                                                                      | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      14900 | NS      | $70030.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    1035905 | NS      | $320995882.35  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                          | FIRST HAWAIIAN INC                                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     413644 | NS      | $10734061.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                              | ADVANCED ENERGY INDUSTRIES INC                                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      59051 | NS      | $8838753.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                 | EXELON CORP                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     403080 | NS      | $17606534.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XP INC                                                      | XP INC CL A                                                                                 | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     129811 | NS      | $2354771.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROCK RESORTS INC                                        | RED ROCK RESORTS INC                                                                        | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3595 | NS      | $222422.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC INC                                                     | BRC INC CL A                                                                                | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50600 | NS      | $78430.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CABLE ONE INC                                               | CABLE ONE INC                                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       2364 | NS      | $381738.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | TURKEY EM SP BRC                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     900000 | NC      | $3028.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISHAY PRECISION GROUP INC                                  | VISHAY PRECISION GROUP INC                                                                  | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     374636 | NS      | $10647155.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                     | DOW INC                                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     151100 | NS      | $3721593.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                    | SIMON PPTY GROUP INC - REIT                                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     131383 | NS      | $23735652.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                          | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                    | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1925120 | PA      | $1858248.57    | 0.00%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                            | UL SOLUTIONS INC CL A                                                                       | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     247699 | NS      | $15647145.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VIKING THERAPEUTICS INC                                     | VIKING THERAPEUTICS INC                                                                     | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      71619 | NS      | $1937293.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IRONWOOD PHARMACEUTICALS INC                                | IRONWOOD PHARMA CL A (PEND)                                                                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      28455 | NS      | $37560.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE INC                                | CROSS COUNTRY HEALTHCARE INC                                                                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       5788 | NS      | $77443.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: JPY/USD settle 2025-09-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $24987.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD                          | CREDO TECHNOLOGY GROUP HOLDING LTD                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      63565 | NS      | $7821991.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                                       | RPM INTERNATIONAL INC                                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     476504 | NS      | $59710716.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.93000 03-24-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -2200000 | NC      | $-48040.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | ORO FWD USD 30Y C4.1100 L 08/23/27 GLM                                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   28600000 | NC      | $2230017.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                   | FIVE9 INC                                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      52146 | NS      | $1403770.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DARDEN RESTAURANTS INC                                      | DARDEN RESTAURANTS INC                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      44836 | NS      | $9278361.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                      | LENDMARK FUNDING TRUST 2024-2 4.47% 02/21/2034 144A                                         | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $700074.62     | 0.00%             | 2034-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERTEC INC                                                 | EVERTEC INC                                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     198324 | NS      | $7076200.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGEN BIOSCIENCE INC                                       | NIAGEN BIOSCIENCE INC                                                                       | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      96600 | NS      | $956340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                              | KRAFT HEINZ CO                                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     929330 | NS      | $25993360.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                            | ALTRIA GROUP INC                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    2000266 | NS      | $134437877.86  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053                                                 | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1984000 | PA      | $2049606.30    | 0.00%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                             | GEN DIGITAL INC                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    1484547 | NS      | $44833319.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO DRS INC                                            | LEONARDO DRS INC                                                                            | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      17280 | NS      | $719884.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/AUD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1722.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UTAH MEDICAL PRODUCTS INC                                   | UTAH MEDICAL PRODUCTS INC                                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       6504 | NS      | $404613.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                      | FX Forward: ILS/USD settle 2025-10-15                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $1933.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWEST INC                                                 | SKYWEST INC                                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      37871 | NS      | $4597539.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                 | ASHLAND INC                                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      18800 | NS      | $1055620.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                                          | LIBERTY ENERGY INC CL A                                                                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29114 | NS      | $327532.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HACKETT GROUP INC                                           | HACKETT GROUP INC                                                                           | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      50064 | NS      | $1042332.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MTG PASS THRU CTFS SER 2007-OA1 TR                     | WAMU 07-OA1 A1A 12MTA+70 2/47                                                               | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1815101 | PA      | $1647986.87    | 0.00%             | 2047-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                         | SHIFT4 PAYMENTS INC                                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     153905 | NS      | $13917629.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REPLIGEN CORP                                               | REPLIGEN                                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      31369 | NS      | $3837056.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                                   | MOSAIC CO NEW                                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     686936 | NS      | $22943662.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                                     | RXO INC                                                                                     | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44996 | NS      | $734784.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                           | NEWMARK GROUP INC CL A                                                                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19288 | NS      | $351234.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                                        | GLOBAL INDUSTRIAL CO                                                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |        196 | NS      | $7316.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                  | KENVUE INC                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    2556862 | NS      | $52952612.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                                                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      46493 | NS      | $1710012.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-10-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-971.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                                    | ETSY INC                                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      56880 | NS      | $3015208.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERUS NV                                                    | MERUS B.V.                                                                                  | CUSIP: N/A<br>LEI: 549300W8GPUWU8QNU293       | Long             | EC               | CORP              | NL        |      63747 | NS      | $4197102.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                            | SMB PRIVATE EDUCATION LOAN TRUST 3.25% 11/15/2040 144A                                      | CUSIP: 78449KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     489804 | PA      | $483561.21     | 0.00%             | 2040-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD                                          | ARES XXVII CLO LTD AR3 TSFR3M+115 10/28/2034 144A                                           | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000018.00    | 0.00%             | 2034-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN LTD                                              | TRANSOCEAN LTD                                                                              | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |     609233 | NS      | $1845975.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN TOWER CORP                                         | AMERICAN TOWER CORP                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     637794 | NS      | $130014306.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                      | HERITAGE COMMERCE CORP                                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      25350 | NS      | $261865.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | PUT 5.85 11/24/2025                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    8000000 | NC      | $0.80          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWELL INDUSTRIES INC                                       | POWELL INDUSTRIES INC                                                                       | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      87664 | NS      | $23332650.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPONENT INC                                                | EXPONENT INC                                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     105994 | NS      | $7565851.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                               | DYNATRACE INC                                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     222047 | NS      | $11235578.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     367900 | NS      | $10503545.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEBI SCHMIDT HOLDING AG                                     | AEBI SCHMIDT HOLDING AG                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      16609 | NS      | $204124.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                                  | DEFINITIVE HEALTHCARE CORP                                                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8281 | NS      | $33372.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS INC                                                   | ENNIS INC                                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54865 | NS      | $1002383.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                      | TRINITY INDUSTRIES INC                                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      21700 | NS      | $616714.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO USD 1Y C 2.83000 L 10/30/25 BRC                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |  -64400000 | NC      | $-10201.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAMACO RESOURCES INC                                        | RAMACO RESOURCES INC-B                                                                      | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        281 | NS      | $4566.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                             | ROSS STORES INC                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     306878 | NS      | $45160166.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                           | FLOWERS FOODS INC                                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     335754 | NS      | $5049740.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DIAMONDROCK HOSPITALITY CO                                  | DIAMONDROCK HOSPITALITY CO                                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      59622 | NS      | $510364.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/CHF settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-419.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                       | MOHAWK INDUSTRIES INC                                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       4900 | NS      | $650181.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1729.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2600.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OOMA INC                                                    | OOMA INC                                                                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22185 | NS      | $286630.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                               | HILTON WORLDWIDE HOLDINGS INC                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     663865 | NS      | $183266571.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDSTONE PEAK LTD                                          | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                           | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4010000.00    | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                           | DXC TECHNOLOGY CO                                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     292494 | NS      | $4226538.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                                        | MARTEN TRANSPORT LTD                                                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4900 | NS      | $58016.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                       | US FOODS HOLDING CORP                                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     320301 | NS      | $24855357.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES                                 | HENRY (JACK) and ASSOCIATES INC                                                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        426 | NS      | $69548.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 09/04/2025                                                                     | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7310000 | PA      | $7308280.10    | 0.01%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                         | FIFTH THIRD BANCORP                                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    3975749 | NS      | $181970031.73  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | ORO USD 7Y P 4.13100 L 11/06/25 GLM                                                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |  -22000000 | NC      | $-7669.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR ULTRA FUT DEC25 UXYZ5                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        148 | NC      | $67096.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                 | CENCORA INC                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     231085 | NS      | $67386696.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                | INSULET CORP                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      23500 | NS      | $7987180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                                       | REXFORD INDUSTRIAL REALTY INC                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     970473 | NS      | $40187286.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                       | EAST WEST BANCORP INC                                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     144801 | NS      | $15224377.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                              | AMDOCS LTD                                                                                  | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     430136 | NS      | $36806737.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                 | OVINTIV INC                                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     381186 | NS      | $16055554.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+62 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1092 | NC      | $249773.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURTISS-WRIGHT CORP                                         | CURTISS WRIGHT CORPORATION                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      77528 | NS      | $37070013.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX LTD                                                    | IBEX LTD                                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      11697 | NS      | $345412.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                         | JOHNSON and JOHNSON                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    2425453 | NS      | $429717508.01  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO BRANDS CORP                                           | PRIMO BRANDS CORP A                                                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     674233 | NS      | $16929990.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 3.3% 12/01/2027                                                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195250.14     | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 2.97200 L 08/04/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $7194.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERFACE INC                                               | INTERFACE INC                                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     610837 | NS      | $16321564.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)                                  | REGENCY CENTERS CORP REIT                                                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     440156 | NS      | $31911310.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2022-A                           | CPS AUTO RECEIVABLES TRUST 2022-A 2.84% 04/16/2029 144A                                     | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4073500 | PA      | $4042417.90    | 0.00%             | 2029-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                       | CUSIP: 3137HHKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4198019 | PA      | $4203567.54    | 0.01%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO LTD                                                 | INVESCO LTD                                                                                 | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     892575 | NS      | $19538466.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 8.5% 03/01/2029                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   75000000 | PA      | $4049776.98    | 0.00%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                              | WYNDHAM HOTELS and RESORTS INC                                                              | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      23500 | NS      | $2035335.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST FRANKLIN MTG LOAN TR                                  | FIRST FRANKLIN MTG LOAN TR STEP 10/25/2034                                                  | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1162404 | PA      | $1053958.80    | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | ORO FWD USD 10Y P 4.48500 L 07/31/35 JPM                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |   23100000 | NC      | $2098959.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                   | MERIT MEDICAL SYSTEMS INC                                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     105352 | NS      | $9538570.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                                             | SIRIUSPOINT LTD                                                                             | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     108014 | NS      | $2022022.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMSCOPE HOLDING CO INC                                    | COMMSCOPE HLDG CO INC                                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     131036 | NS      | $2101817.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CR FDG 4 LTD / LLC                                | ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A                                      | CUSIP: 03329TAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $284605.20     | 0.00%             | 2039-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                        | RANGE RESOURCES CORP                                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     400100 | NS      | $13711427.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY MORT LOAN TR                                 | MORGAN STANLEY MORT LOAN TR 2005-9AR 1A TSFR1M+40.448 12/25/2035                            | CUSIP: 61748HQW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1174800 | PA      | $860114.58     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN EDUCATIONAL SERVICES CORP                           | LINCOLN EDUCATIONAL SERVICES                                                                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     419088 | NS      | $7883045.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/PEN settle 2025-09-22                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-63828.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                    | BIO RAD LABS CL A                                                                           | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      70684 | NS      | $21055349.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKLINE BANCORP INC DEL                                   | BROOKLINE BANCORP INC                                                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        971 | NS      | $10632.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                              | BORGWARNER INC                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    1009098 | NS      | $43149030.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                                | AMERICAN FINL GROUP INC OHIO                                                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     315804 | NS      | $42905131.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                                         | URANIUM ENERGY CORP                                                                         | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      49985 | NS      | $534339.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHNSON CONTROLS INTERNATIONAL PLC                          | JOHNSON CONTROLS INTERNATIONAL PLC                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     487038 | NS      | $52059491.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                                  | CARMAX INC                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     107496 | NS      | $6594879.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 7% 02/28/2031                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   60300000 | PA      | $3203517.15    | 0.00%             | 2031-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                  | PINNACLE WEST CAPITAL CORP                                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       8272 | NS      | $739185.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                                           | OLYMPIC STEEL INC                                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      37148 | NS      | $1252259.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                           | TRACTOR SUPPLY CO.                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      56500 | NS      | $3489440.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TR 2007 FM1                                           | GSAMP TR 2007 FM1 A1 STEP 12/25/2036                                                        | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     744611 | PA      | $393514.78     | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                           | CISCO SYSTEMS INC                                                                           | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    5130179 | NS      | $354444067.11  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4963164.47    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES CO                                           | NEW YORK TIMES CO CL A                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     611646 | NS      | $36600896.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARZETTI COMPANY/THE                                        | MARZETTI COMPANY/THE                                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      97895 | NS      | $17875627.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                                    | CELLDEX THERAPEUTICS INC                                                                    | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      26837 | NS      | $592560.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | OTC ECAL USD VS HKD @ 7.8 BOA                                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |   48300000 | NC      | $57838.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTERIX CORP                                              | QUANTERIX CORP                                                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2054021 | NS      | $9345795.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VISTRA CORP                                                 | VISTRA CORP                                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     266813 | NS      | $50457006.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                                    | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200575.28     | 0.00%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMBAC FINANCIAL GROUP IN                                    | AMBAC FINANCIAL GROUP INC                                                                   | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      68667 | NS      | $620063.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORP                                             | NCR ATLEOS CORP                                                                             | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     470594 | NS      | $18644934.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                                  | MATSON INC                                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       6674 | NS      | $694429.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INTEGER HOLDINGS CORP                                       | INTEGER HOLDINGS CORP                                                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     154400 | NS      | $16655128.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5750 09/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        129 | NC      | $2580.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                     | ROCKWELL AUTOMATION INC                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     104980 | NS      | $36053281.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                               | REGENXBIO INC                                                                               | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     151412 | NS      | $1352109.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MOODYS CORP                                                 | MOODYS CORP                                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     115584 | NS      | $58920099.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                                           | TERADATA CORP                                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     215201 | NS      | $4514916.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS INC                                 | KENNEDY-WILSON HOLDINGS INC                                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      62985 | NS      | $554268.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC                                    | HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A                                       | CUSIP: N/A<br>LEI: 549300FO5F55WI5RCR50       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1637421.06    | 0.00%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                               | M/I HOMES INC                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      30253 | NS      | $4455056.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER INC                                                  | TANGER INC- REIT                                                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      35166 | NS      | $1201973.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | AMERICAN EXPRESS CO                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     528749 | NS      | $175163968.72  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                   | COLUMBUS MCKINNON CORP NY                                                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        289 | NS      | $4329.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                                         | AMERIPRISE FINANCIAL INC                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     227922 | NS      | $117336524.82  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC                             | SS and C TECHNOLOGIES HOLDINGS INC                                                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     160719 | NS      | $14249346.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/BRL settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12322.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                    | JAZZ PHARMA PLC                                                                             | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     170154 | NS      | $21737173.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y C 4.693 L 08/27/35 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5100000 | NC      | $440210.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                             | RINGCENTRAL INC CL A                                                                        | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      70826 | NS      | $2160901.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                         | COGNIZANT TECH SOLUTIONS CL A                                                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    1214366 | NS      | $87737943.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 10/21/2025                                                                     | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1591000 | PA      | $1582007.65    | 0.00%             | 2025-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                             | PORCH GROUP INC                                                                             | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     604684 | NS      | $10261487.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                | PROLOGIS INC REIT                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     442288 | NS      | $50323528.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                     | HCA INC CP 0% 09/15/2025                                                                    | CUSIP: 40412BWF6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     420000 | PA      | $419034.76     | 0.00%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                                | CADENCE BANK                                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     249936 | NS      | $9407591.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT CO                      | APARTMENT INV and MGMT CO A REIT                                                            | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      26200 | NS      | $205146.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                                         | ADTRAN HOLDINGS INC                                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      64445 | NS      | $604494.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PLC                                                    | DOLE PLC                                                                                    | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     348558 | NS      | $5130773.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| J P MORGAN SEASONED MTG TR 2024-1                           | J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A                                 | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1821040 | PA      | $1789146.62    | 0.00%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO                                       | WEST FRASER TIMBER LTD                                                                      | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     201147 | NS      | $14665627.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MATCH GROUP INC                                             | MATCH GROUP INC                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     346461 | NS      | $12936853.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                               | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4342708 | PA      | $4419013.79    | 0.01%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                 | SMB PRIVATE ED LN TR 2024-C A1A 5.5% 06/17/2052 144A                                        | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2618598 | PA      | $2698863.44    | 0.00%             | 2052-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                   | IONIS PHARMACEUTICALS INC                                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     320400 | NS      | $13660254.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: MXN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1570.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEST CO INC/THE                                           | HONEST CO INC (THE)                                                                         | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4114444 | NS      | $16293198.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                        | LAS VEGAS SANDS CORP                                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     540654 | NS      | $31157890.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                       | REPUBLIC SERVICES INC                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      22300 | NS      | $5217531.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                              | SSR MINING INC                                                                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     150244 | NS      | $2901211.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                    | WINNEBAGO INDUSTRIES INC                                                                    | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      22762 | NS      | $818976.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVII LTD                        | OCTAGON INVESTMENT PARTNERS XVII LTD A1R2 TSFR3M+126.161 01/25/2031 144A                    | CUSIP: 67590GBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2340 | PA      | $2341.08       | 0.00%             | 2031-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HARBORONE NORTHEAST BANCORP INC                             | HARBORONE NORTHEAST BANCORP INC                                                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      69433 | NS      | $892908.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                      | GUIDEWIRE SOFTWARE INC                                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      36776 | NS      | $7981127.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                                 | MASIMO CORP                                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      67000 | NS      | $9360570.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-10-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8491.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUVALENT INC                                                | NUVALENT INC-A                                                                              | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12800 | NS      | $980224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR STEP 02/25/2036                                              | CUSIP: 07387UDU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6244096 | PA      | $5724600.33    | 0.01%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARPARTS COM INC                                            | CARPARTS COM INC                                                                            | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      50611 | NS      | $41516.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.72% 08/01/2030#BS9220                                                           | CUSIP: 3140LLG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     683386 | PA      | $701062.60     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                   | LINDE PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     464563 | NS      | $222195837.27  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                    | CENTEX HOME EQUITY LN TR STEP 09/25/2034                                                    | CUSIP: 152314LU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     573882 | PA      | $528272.88     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                   | AVALONBAY COMMUNITIES INC REIT                                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      64635 | NS      | $12658764.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                                           | CELANESE CORP                                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     113465 | NS      | $5404337.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MAXLINEAR INC                                               | MAXLINEAR INC                                                                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      37928 | NS      | $596228.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC CL A                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    4783250 | NS      | $1018401757.50 | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                         | ONTO INNOVATION INC                                                                         | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |     120696 | NS      | $12793776.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                       | UBER TECHNOLOGIES INC                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     544811 | NS      | $51076031.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                  | 522 FUNDING CLO 2020-6 LTD A1R2 TSFR3M+120 10/23/2034 144A                                  | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3244107.75    | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-F A1A 5.06% 03/16/2054 144A                           | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     534466 | PA      | $542422.62     | 0.00%             | 2054-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                    | FERGUSON ENTERPRISES INC                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      47958 | NS      | $11085491.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5850 09/24/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         70 | NC      | $53200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                         | CHENIERE ENERGY INC                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     113137 | NS      | $27358789.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                                            | SHUTTERSTOCK INC                                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      23977 | NS      | $501838.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                | NEWMONT CORP                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     958983 | NS      | $71348335.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APIDOS CLO XXX                                              | APIDOS CLO XXX A2R TSFR3M+150 10/18/2031 144A                                               | CUSIP: 03768CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1550575.05    | 0.00%             | 2031-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COUPANG INC                                                 | COUPANG INC A                                                                               | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     472339 | NS      | $13499448.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                               | INTERACTIVE BROKERS GROUP INC                                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      60135 | NS      | $3742802.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-7 LLC                                             | PRPM 2024-7 A1 LLC VAR 12/25/2029 144A                                                      | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2445570 | PA      | $2445672.18    | 0.00%             | 2029-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                      | BOOT BARN HOLDINGS INC                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      13093 | NS      | $2327542.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                    | ANYWHERE REAL ESTATE INC                                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     307789 | NS      | $1880590.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                       | ARCUS BIOSCIENCES INC                                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12437 | NS      | $131707.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                               | SEABOARD CORP                                                                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |          7 | NS      | $27784.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTURUS THERAPEUTICS HOLDINGS INC                          | ARCTURUS THERAPEUTICS HOLDINGS INC                                                          | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42984 | NS      | $731157.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AON PLC                                                     | AON PLC                                                                                     | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     300106 | NS      | $110138902.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                       | SOFI TECHNOLOGIES INC                                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     683688 | NS      | $17461391.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                                    | PAR PACIFIC HOLDINGS INC                                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      19601 | NS      | $678978.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 09/01/2055 #TBA                                                              | CUSIP: 01F062697<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -111700000 | PA      | $-115744757.53 | -0.14%            | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                                   | DYNAVAX TECHNOLOGIES CORP                                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      38400 | NS      | $388608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LAMAR ADVERTISING CO                                        | LAMAR ADVERTISING CO CL A                                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     184084 | NS      | $23424689.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                                          | LUMEN TECHNOLOGIES INC                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      37700 | NS      | $187369.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC                                                  | UPWORK INC                                                                                  | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     933333 | NS      | $14363994.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC                                              | ALTICE USA INC A                                                                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       5790 | NS      | $13548.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTEGRIS INC                                                | ENTEGRIS INC                                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     143375 | NS      | $12006222.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DT MIDSTREAM INC                                            | DT MIDSTREAM INC                                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     128425 | NS      | $13379316.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                             | ULTA BEAUTY INC                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      41727 | NS      | $20560144.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                   | KELLANOVA                                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       5400 | NS      | $429300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDTHINKING INC                                           | SOUNDTHINKING INC                                                                           | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       2680 | NS      | $34116.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT INC                                                  | ALIGHT INC CL A                                                                             | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    1217878 | NS      | $4725366.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE and MAIN INC                                           | CORE and MAIN INC                                                                           | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     157030 | NS      | $10162981.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN FIRST BANCSHARES INC                               | SOUTHERN FIRST BANCSHARES INC                                                               | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9330 | NS      | $420783.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.77% 10/01/2028#BS9613                                                           | CUSIP: 3140LLVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $512647.00     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/BRL settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $14.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                                          | SAMSONITE GROUP SA                                                                          | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |    1890414 | NS      | $4117661.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 11/25/2054                                       | CUSIP: 3137HHFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     518702 | PA      | $516509.88     | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVENTBRITE INC                                              | EVENTBRITE INC                                                                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     284600 | NS      | $754190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                              | PNC FINANCIAL SERVICES GRP INC                                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     205146 | NS      | $42555486.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                   | MGM RESORTS INTERNATIONAL                                                                   | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     288950 | NS      | $11468425.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                              | DISNEY (WALT) CO                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    3574985 | NS      | $423206724.30  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                | OMNICELL INC                                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      67953 | NS      | $2214588.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                    | TPG RE FINANCE TRUST INC                                                                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        159 | NS      | $1486.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                 | AUTOLIV INC                                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     240579 | NS      | $29848636.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS PACIFIC INC                                           | JAKKS PACIFIC INC                                                                           | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       1027 | NS      | $18249.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                         | VIAVI SOLUTIONS INC                                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     101994 | NS      | $1150492.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FULCRUM THERAPEUTICS INC                                    | FULCRUM THERAPEUTICS INC                                                                    | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53652 | NS      | $347664.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                  | SOUTHWEST GAS HOLDINGS INC                                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     173706 | NS      | $13875635.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                           | RALPH LAUREN CORP                                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      63360 | NS      | $18813484.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO                                           | FRANKLIN COVEY CO                                                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23515 | NS      | $459953.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ERIE INDEMNITY CO                                           | ERIE INDEMNITY CO CL A                                                                      | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      52588 | NS      | $18636135.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 09/01/2055 #TBA                                                              | CUSIP: 01F042699<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -67400000 | PA      | $-64830375.00  | -0.08%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 09/01/2055 #TBA                                                                | CUSIP: 01F050692<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -61710000 | PA      | $-60859074.64  | -0.07%            | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer