# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-002693
**Filing Date:** 2026-4
**Character Count:** 1435256
**Document Hash:** 0250be42970258bd4865c81133cb7e59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002693.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002693

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**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:** 26895600

**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*

**February 28, 2026**

STS-NPRT3-0426

1.9911786.101 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.0%  |  |  |  |
| Unity-Peace Park CLO Ltd Series 2026-1A Class A1R, CME Term SOFR 3 month Index + 1.06%, 4.7231% 4/20/2035 (i)(l)(m) |  | 4800000 | 4803346 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.1%  |  |  |  |
| 522 Funding CLO Ltd Series 2024-6A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 4.871% 10/23/2034 (i)(l)(m) |  | 3250000 | 3253523 |
| Ammc Cdo Series 2024-24A Class AR, CME Term SOFR 3 month Index + 1.2%, 4.8676% 1/20/2035 (i)(l)(m) |  | 3500000 | 3506335 |
| Anchorage Credit Funding 12 Ltd Series 2020-12A Class A1, 3.177% 10/25/2038 (i) |  | 570851 | 555685 |
| Anchorage Credit Funding 13 Ltd Series 2021-13A Class A1, 2.875% 7/27/2039 (i) |  | 300000 | 288238 |
| Anchorage Credit Funding 3 Ltd Series 2021-3A Class A1R, 2.871% 1/28/2039 (i) |  | 500000 | 482249 |
| Anchorage Credit Funding 4 Ltd Series 2021-4A Class AR, 2.723% 4/27/2039 (i) |  | 300000 | 287361 |
| Apidos Clo Xxx Series 2024-XXXA Class A2R, CME Term SOFR 3 month Index + 1.5%, 5.1676% 10/18/2031 (i)(l)(m) |  | 1550000 | 1550777 |
| Ares Xxvii Clo Ltd Series 2024-2A Class AR3, CME Term SOFR 3 month Index + 1.15%, 4.8213% 10/28/2034 (i)(l)(m) |  | 3000000 | 3000000 |
| Atlantic Ave Ltd / Atlantic Ave LLC Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.26%, 4.9276% 1/20/2035 (i)(l)(m) |  | 2500000 | 2505800 |
| Atlas Senior Loan Fund Xv Ltd Series 2024-15A Class A1R, CME Term SOFR 3 month Index + 1.22%, 4.891% 10/23/2032 (i)(l)(m) |  | 240025 | 240389 |
| Bain Capital Credit CLO Ltd Series 2024-5A Class A1R, CME Term SOFR 3 month Index + 1.15%, 4.821% 10/23/2034 (i)(l)(m) |  | 4000000 | 4002360 |
| Bain Capital Credit CLO Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.21%, 4.881% 10/23/2034 (i)(l)(m) |  | 4300000 | 4300000 |
| Bain Capital Credit CLO Series 2024-3A Class BRR, CME Term SOFR 3 month Index + 1.6%, 5.271% 10/23/2034 (i)(l)(m) |  | 2000000 | 2000000 |
| Carlyle Global Market Strategies CLO Ltd Series 2024-3A Class ARRR, CME Term SOFR 3 month Index + 1.09%, 4.7576% 7/20/2034 (i)(l)(m) |  | 4600000 | 4602001 |
| Crown Point Clo 7 Ltd Series 2024-7A Class AR, CME Term SOFR 3 month Index + 1.23%, 4.8976% 10/20/2031 (i)(l)(m) |  | 14374 | 14377 |
| Dryden 55 Clo Ltd Series 2018-55A Class A1, CME Term SOFR 3 month Index + 1.2816%, 4.9538% 4/15/2031 (i)(l)(m) |  | 76767 | 76878 |
| Elevation CLO Ltd Series 2024-3A Class A2R2, CME Term SOFR 3 month Index + 1.6%, 5.268% 1/25/2035 (i)(l)(m) |  | 2000000 | 2000488 |
| Elevation CLO Ltd Series 2024-3A Class BR2, CME Term SOFR 3 month Index + 1.85%, 5.518% 1/25/2035 (i)(l)(m) |  | 2000000 | 2000560 |
| Fortress Credit Bsl VII Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.09%, 4.761% 7/23/2032 (i)(l)(m) |  | 575312 | 575511 |
| Greywolf Clo III Ltd Series 2024-3RA Class A2R2, CME Term SOFR 3 month Index + 1.85%, 5.5192% 4/22/2033 (i)(l)(m) |  | 1200000 | 1201138 |
| ICG US CLO Ltd Series 2024-3A Class AR, CME Term SOFR 3 month Index + 1.15%, 4.8176% 10/20/2034 (i)(l)(m) |  | 4800000 | 4799842 |
| Jamestown Clo Xvi Ltd Series 2024-16A Class AR, CME Term SOFR 3 month Index + 1.12%, 4.788% 7/25/2034 (i)(l)(m) |  | 4800000 | 4803931 |
| Lcm Loan Income Fund I Ltd Series 2018-1A Class B, CME Term SOFR 3 month Index + 1.7116%, 5.3792% 4/20/2031 (i)(l)(m) |  | 2183112 | 2184549 |
| Lcm Ltd Series 2026-39A Class A1R2, CME Term SOFR 3 month Index + 1.04%, 4.703% 10/15/2034 (i)(l)(m) |  | 2700000 | 2699987 |
| Mountain View Clo Xiv Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.159%, 6.813% 10/15/2034 (i)(l)(m) |  | 1000000 | 1001319 |
| Ofsi Bsl Xi Ltd Series 2024-10A Class AR, CME Term SOFR 3 month Index + 1.27%, 4.9376% 4/20/2034 (i)(l)(m) |  | 1100000 | 1101040 |
| Pikes Peak Clo 4 Series 2024-4A Class ARR, CME Term SOFR 3 month Index + 1.21%, 4.8822% 7/15/2034 (i)(l)(m) |  | 4500000 | 4502210 |
| Romark Credit Funding II Ltd Series 2021-2A Class A, 2.625% 10/25/2039 (i) |  | 400000 | 381632 |
| Sandstone Peak Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.28%, 4.9522% 10/15/2034 (i)(l)(m) |  | 1500000 | 1500000 |
| Sandstone Peak Ltd Series 2024-1A Class B1R, CME Term SOFR 3 month Index + 1.83%, 5.5022% 10/15/2034 (i)(l)(m) |  | 4000000 | 4000000 |
| Sound Point CLO XXVIII Ltd Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.28%, 4.948% 1/25/2032 (i)(l)(m) |  | 298656 | 299088 |
| Trysail CLO Ltd Series 2022-1A Class A, CME Term SOFR 3 month Index + 1.239%, 4.9066% 10/20/2033 (i)(l)(m) |  | 4000000 | 4004704 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  |  | 67721972 |
| IRELAND - 0.0%  |  |  |  |
| Arbour Clo VII DAC Series 2024-7A Class BR, 3 month EURIBOR + 2.05%, 4.15% 12/15/2038 (i)(l)(m) | EUR | 3200000 | 3792437 |
| Ares European CLO XIV DAC Series 2024-14A Class AR, 3 month EURIBOR + 1.03%, 3.063% 10/21/2034 (i)(l)(m) | EUR | 1531731 | 1810854 |
| BBAM European CLO I DAC Series 2021-1A Class AR, 3 month EURIBOR + 0.87%, 2.897% 7/22/2034 (i)(l)(m) | EUR | 1000000 | 1181600 |
| BBAM European CLO Series 2022-3A Class A, 3 month EURIBOR + 0.92%, 2.936% 1/15/2036 (i)(l)(m) | EUR | 1500000 | 1771514 |
| Capital Four CLO IV DAC Series 2026-4A Class ARR, 3 month EURIBOR + 1.19%, 3.175% 4/15/2038 (i)(l)(m) | EUR | 3500000 | 4135600 |
| CVC Cordatus Loan Fund XIV DAC Series 2021-14A Class A1R, 3 month EURIBOR + 0.85%, 2.874% 5/22/2032 (i)(l)(m) | EUR | 1718211 | 2030630 |
| CVC Cordatus Loan Fund XXXIII DAC Series 2024-33A Class A1, 3 month EURIBOR + 1.29%, 3.312% 3/24/2038 (i)(l)(m) | EUR | 5200000 | 6159392 |
| Dryden 7a Euro Clo 2020 Designated Activity CO Series 2025-74A Class B2R, 5% 10/18/2039 (i) | EUR | 1000000 | 1182381 |
| Grosvenor Place Clo Dac Series 2024-2A Class A, 3 month EURIBOR + 1.24%, 3.256% 1/15/2039 (i)(l)(m) | EUR | 2200000 | 2608356 |
| Hayfin Emerald CLO V DAC Series 2024-5A Class AR, 3 month EURIBOR + 1.21%, 3.194% 11/17/2037 (i)(l)(m) | EUR | 1400000 | 1655044 |
| Indigo Credit Management II DAC Series 2024-2A Class B, 3 month EURIBOR + 2.1%, 4.116% 7/15/2038 (i)(l)(m) | EUR | 2500000 | 2957081 |
| Palmer Square European Loan Funding DAC Series 2024-3A Class B, 3 month EURIBOR + 1.85%, 3.834% 5/15/2034 (i)(l)(m) | EUR | 2000000 | 2371339 |
| Palmer Square European Loan Funding DAC Series 2024-3A Class BR, 3 month EURIBOR + 1.65%, 3.634% 5/15/2033 (i)(l)(m) | EUR | 3000000 | 3549968 |
| Tikehau Clo IX DAC Series 2024-9A Class AR, 3 month EURIBOR + 1.22%, 3.246% 1/20/2037 (i)(l)(m) | EUR | 900000 | 1064115 |
| TOTAL IRELAND |  |  | 36270311 |
| SINGAPORE - 0.0%  |  |  |  |
| Bayfront Iabs VII Pte Ltd Series 2025-7A Class A, U.S. SOFR Index + 1.28%, 5.0428% 4/11/2048 (i)(l)(m) |  | 2700000 | 2701922 |
| UNITED STATES - 0.2%  |  |  |  |
| ABFC Series 2006-HE1 Class A2B, CME Term SOFR 1 month Index + 0.3345%, 4.0082% 1/25/2037 (m) |  | 7008413 | 3939475 |
| ABFC Series 2007-WMC1 Class A1A, CME Term SOFR 1 month Index + 1.3645%, 5.0382% 6/25/2037 (l)(m) |  | 800893 | 577669 |
| Accredited Mortgage Loan Trust Series 2004-4 Class A2D, CME Term SOFR 1 month Index + 0.7%, 4.4882% 1/25/2035 (l)(m) |  | 711512 | 709003 |
| ACE Securities Corp Series 2005-HE5 Class M4, CME Term SOFR 1 month Index + 1.0145%, 4.6882% 8/25/2035 (m) |  | 207142 | 208582 |
| Ameriquest Mortgage Securities, Inc. Series 2004-R5 Class M2, CME Term SOFR 1 month Index + 1.9895%, 5.6632% 7/25/2034 (m) |  | 1488647 | 1490449 |
| Ameriquest Mortgage Securities, Inc. Series 2004-R6 Class M4, CME Term SOFR 1 month Index + 5.3645%, 9.0371% 7/25/2034 (m) |  | 1371868 | 1193083 |
| Argent Securities Inc Series 2004-W10 Class M1, CME Term SOFR 1 month Index + 1.1945%, 4.8671% 1/25/2034 (m) |  | 256209 | 248817 |
| Argent Securities Inc Series 2005-W3 Class M1, CME Term SOFR 1 month Index + 0.7745%, 4.4482% 11/25/2035 (m) |  | 1922110 | 1891689 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2007-HE2 Class A4, CME Term SOFR 1 month Index + 0.3445%, 4.0182% 5/25/2037 (m) |  | 1234311 | 898029 |
| Bear Stearns Asset Backed Securities I Trust Series 2005-EC1 Class M4, CME Term SOFR 1 month Index + 1.1645%, 4.7283% 11/25/2035 (l)(m) |  | 2293285 | 2214781 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-EC2 Class M4, CME Term SOFR 1 month Index + 0.9845%, 4.6582% 2/25/2036 (m) |  | 6244096 | 5798800 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-HE2 Class M2, CME Term SOFR 1 month Index + 0.615%, 4.4032% 2/25/2036 (l)(m) |  | 633448 | 632090 |
| Bear Stearns Asset Backed Securities I Trust Series 2007-HE3 Class 1A4, CME Term SOFR 1 month Index + 0.35%, 4.4882% 4/25/2037 (l)(m) |  | 3495707 | 3358222 |
| Bridgecrest Lending Auto Securitization Trust Series 2023-1 Class B, 6.8% 8/15/2029  |  | 1005307 | 1007198 |
| Bridgecrest Lending Auto Securitization Trust Series 2024-4 Class A3, 4.72% 9/15/2028  |  | 2540709 | 2545000 |
| Carrington Mortgage Loan Trust Series 2007-RFC1 Series 2007-RFC1 Class A3, CME Term SOFR 1 month Index + 0.3945%, 4.0682% 12/25/2036 (l)(m) |  | 143012 | 140929 |
| Carrington Mtg Ln Tr Ser 2006 Nc2 Series 2006-NC2 Class A4, CME Term SOFR 1 month Index + 0.5945%, 4.2682% 6/25/2036 (l)(m) |  | 1892509 | 1857055 |
| Cascade MH Asset Trust Series 2024-MH1 Class A1, 5.695% 11/25/2056 (i) |  | 892008 | 926650 |
| Centex Home Equity Loan Trust Series 2004-D Class MV5, CME Term SOFR 1 month Index + 1.9145%, 5.5882% 9/25/2034 (m) |  | 573882 | 536775 |
| Citigroup Mortgage Loan Trust Series 2005-HE1 Class M4, CME Term SOFR 1 month Index + 1.1495%, 4.8232% 5/25/2035 (l)(m) |  | 1192136 | 1155134 |
| Cps Auto Receivables Trust Series 2022-A Class D, 2.84% 4/16/2029 (i) |  | 1833758 | 1828045 |
| EFMT Series 2025-CES1 Class A1A, 5.726% 1/25/2060 (i) |  | 1666342 | 1688400 |
| EFMT Trust Series 2025-CES2 Class A1A, 5.655% 2/25/2060 (i) |  | 1680913 | 1702574 |
| Equifirst Loan Securitization Trust Series 2007-1 Class A1, CME Term SOFR 1 month Index + 0.4545%, 4.1282% 4/25/2037 (i)(m) |  | 908351 | 860515 |
| Exeter Automobile Receivables Trust Series 2024-5A Class A3, 4.45% 3/15/2028  |  | 108021 | 108041 |
| Exeter Automobile Receivables Trust Series 2024-5A Class B, 4.48% 4/16/2029  |  | 750000 | 751298 |
| Exeter Automobile Receivables Trust Series 2024-5A Class C, 4.64% 1/15/2030  |  | 750000 | 754720 |
| Fieldstone Mortgage Investment Trust Series 2004-3 Series 2004-5 Class M4, CME Term SOFR 1 month Index + 2.8145%, 6.4882% 2/25/2035 (m) |  | 3946639 | 2602062 |
| Fieldstone Mortgage Investment Trust Series 2006-2 Class 2A3, CME Term SOFR 1 month Index + 0.6545%, 4.3282% 7/25/2036 (m) |  | 3352707 | 1856554 |
| First Franklin Mortgage Loan Trust Series 2004-FFH3 Class M3, CME Term SOFR 1 month Index + 1.1645%, 4.8382% 10/25/2034 (m) |  | 1162404 | 1072165 |
| Flagship Credit Auto Trust Series 2023-2 Class B, 5.21% 5/15/2028 (i) |  | 2182136 | 2183340 |
| GLS Auto Receivables Issuer Trust Series 2024-3A Class B, 5.08% 1/16/2029 (i) |  | 1500000 | 1508379 |
| GLS Auto Receivables Issuer Trust Series 2024-3A Class C, 5.21% 2/18/2031 (i) |  | 1500000 | 1521713 |
| Gls Auto Select Receivables Trust Series 2024-4A Class A2, 4.43% 12/17/2029 (i) |  | 2303578 | 2312211 |
| Gls Auto Select Receivables Trust Series 2024-4A Class B, 4.5% 11/15/2030 (i) |  | 2000000 | 2018900 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-1 Class A3, 4.66% 2/16/2028  |  | 707009 | 708695 |
| Greensky Home Improvement Trust Series 2024-2 Class A4, 5.15% 10/27/2059 (i) |  | 839048 | 854665 |
| GSAMP Trust 2006-HE5 Series 2006-HE5 Class A2D, CME Term SOFR 1 month Index + 0.24%, 4.2682% 8/25/2036 (l)(m) |  | 1269819 | 1188145 |
| GSAMP Trust 2007-NC1 Series 2007-NC1 Class A1, CME Term SOFR 1 month Index + 0.3745%, 4.0482% 12/25/2046 (m) |  | 1046784 | 557606 |
| GSAMP Trust 2007-NC1 Series 2007-NC1 Class A2A, CME Term SOFR 1 month Index + 0.2145%, 3.8882% 12/25/2046 (m) |  | 1466301 | 731458 |
| GSAMP Trust 2007-NC1 Series 2007-NC1 Class A2B, CME Term SOFR 1 month Index + 0.1%, 3.9882% 12/25/2046 (l)(m) |  | 422284 | 210651 |
| GSAMP Trust Series 2007-FM1 Class A1, CME Term SOFR 1 month Index + 0.2545%, 4.0682% 12/25/2036 (m) |  | 719152 | 385905 |
| Home Equity Asset Trust 2004-1 Series 2006-4 Class 2A4, CME Term SOFR 1 month Index + 0.56%, 4.3482% 8/25/2036 (l)(m) |  | 135720 | 135436 |
| Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2001-A Series 2005-C Class M3, CME Term SOFR 1 month Index + 0.8945%, 4.5682% 10/25/2035 (m) |  | 2000000 | 1927335 |
| HSI Asset Securitization Corp Trust Series 2006-OPT1 Class M4, CME Term SOFR 1 month Index + 0.9245%, 4.5982% 12/25/2035 (m) |  | 3000000 | 2411124 |
| HSI Asset Securitization Corp Trust Series 2007-NC1 Class A3, CME Term SOFR 1 month Index + 0.18%, 4.1482% 4/25/2037 (l)(m) |  | 229292 | 150060 |
| Lendmark Fdg Trust Series 2024-2A Class A, 4.47% 2/21/2034 (i) |  | 700000 | 702928 |
| Long Beach Mortgage Loan Trust Series 2004-5 Class M1, CME Term SOFR 1 month Index + 0.7645%, 4.4382% 9/25/2034 (l)(m) |  | 1094272 | 1090331 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 Series 2007-3 Class A2C, CME Term SOFR 1 month Index + 0.18%, 4.1482% 6/25/2037 (l)(m) |  | 1825366 | 1843921 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC3 Class M3, CME Term SOFR 1 month Index + 2.2145%, 5.8882% 1/25/2035 (m) |  | 3314462 | 3100993 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC5 Class M1, CME Term SOFR 1 month Index + 1.0445%, 4.7182% 7/25/2035 (m) |  | 5201771 | 5254544 |
| MF1 LLC Series 2025-FL17 Class AS, CME Term SOFR 1 month Index + 1.572%, 5.2361% 2/18/2040 (i)(l)(m) |  | 5000000 | 4998438 |
| Morgan Stanley Abs Cap I Inc Trust Series 2007-HE3 Class A2A, CME Term SOFR 1 month Index + 0.1745%, 3.8482% 12/25/2036 (m) |  | 232816 | 117310 |
| Morgan Stanley ABS Capital I Inc Series 2004-HE8 Class A4, CME Term SOFR 1 month Index + 0.8745%, 4.5482% 9/25/2034 (l)(m) |  | 715454 | 754970 |
| Morgan Stanley ABS Capital I Inc Series 2004-NC8 Class M1, CME Term SOFR 1 month Index + 1.0295%, 4.7032% 9/25/2034 (m) |  | 291349 | 299860 |
| Morgan Stanley ABS Capital I Inc Series 2005-HE1 Class A2MZ, CME Term SOFR 1 month Index + 0.7145%, 4.3882% 12/25/2034 (m) |  | 316101 | 304472 |
| Morgan Stanley ABS Capital I Inc Series 2005-WMC6 Class M5, CME Term SOFR 1 month Index + 1.0895%, 4.7632% 7/25/2035 (m) |  | 2500000 | 2278713 |
| Morgan Stanley ABS Capital I Inc Trust Series 2007-HE4 Class A2A, CME Term SOFR 1 month Index + 0.11%, 3.8982% 2/25/2037 (l)(m) |  | 240529 | 71402 |
| Morgan Stanley ABS Capital I Inc Trust Series 2007-SEA1 Class 2A2, CME Term SOFR 1 month Index + 3.9145%, 7.5882% 2/25/2047 (i)(l)(m) |  | 2218500 | 1801282 |
| Nationstar Home Equity Loan Trust Series 2007-B Class 2AV4, CME Term SOFR 1 month Index + 0.4345%, 4.4282% 4/25/2037 (l)(m) |  | 466320 | 463103 |
| Navient Student Loan Trust Series 2021-DA Class C, 3.48% 4/15/2060 (i) |  | 1809009 | 1713191 |
| New Century Home Equity Loan Trust Series 2005-4 Class M4, CME Term SOFR 1 month Index + 1.0595%, 4.7332% 9/25/2035 (l)(m) |  | 1291698 | 1285465 |
| Newcastle Mortgage Securities Trust Series 2007-1 Class 1A1, CME Term SOFR 1 month Index + 0.3045%, 3.9782% 4/25/2037 (m) |  | 1625954 | 1587227 |
| Oportun Issuance Trust Series 2024-2 Class C, 6.61% 2/9/2032 (i) |  | 1777000 | 1785028 |
| Option One Mortgage Loan Trust 2007-5 Series 2007-5 Class 2A4, CME Term SOFR 1 month Index + 0.3%, 4.0882% 5/25/2037 (l)(m) |  | 2217741 | 1206154 |
| Option One Mortgage Loan Trust Series 2007-4 Class 2A4, CME Term SOFR 1 month Index + 0.4245%, 4.0982% 4/25/2037 (m) |  | 6690658 | 3688234 |
| Pagaya Ai Debt Grantor Trust Series 2024-11 Class A, 5.092% 7/15/2032 (i) |  | 744355 | 747981 |
| Pagaya Ai Debt Grantor Trust Series 2024-11 Class B, 5.637% 7/15/2032 (i) |  | 581552 | 586342 |
| Pagaya Ai Debt Grantor Trust Series 2024-8 Class A, 5.331% 1/15/2032 (i) |  | 606737 | 608981 |
| Pagaya Ai Debt Trust Series 2024-2 Class A, 6.319% 8/15/2031 (i) |  | 951224 | 952117 |
| Pagaya Ai Debt Trust Series 2024-3 Class A, 6.258% 10/15/2031 (i) |  | 1388956 | 1390171 |
| Pagaya Ai Debt Trust Series 2024-3 Class C, 7.297% 10/15/2031 (i) |  | 1869093 | 1871402 |
| Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-WHQ1 Class M5, CME Term SOFR 1 month Index + 1.9145%, 5.5882% 9/25/2034 (m) |  | 435047 | 424940 |
| Pret LLC Series 2025-NPL14 Class A1, 5.265% 12/25/2055 (i) |  | 973858 | 974126 |
| RASC Series 2005-EMX2 Trust Series 2004-KS5 Class MII2, CME Term SOFR 1 month Index + 1.2145%, 5.4382% 6/25/2034 (m) |  | 2521707 | 2453267 |
| Renaissance Home Equity Loan Trust Series 2005-3 Class AV3, CME Term SOFR 1 month Index + 0.8745%, 4.5482% 11/25/2035 (m) |  | 162907 | 150486 |
| Renaissance Home Equity Loan Trust Series 2007-1 Class AF3, 5.612% 4/25/2037 (n) |  | 4153493 | 1025794 |
| Research-Driven Pagaya Motor Asset Trust Series 2023-3A Class A, 7.13% 1/26/2032 (i) |  | 340993 | 341690 |
| Rocket Mortgage Trust Series 2025-CES3 Class A1A, 5.553% 3/25/2055 (i) |  | 2352322 | 2378927 |
| Santander Drive Auto Receivables Trust Series 2024-5 Class A3, 4.62% 11/15/2028  |  | 1079754 | 1081370 |
| Saxon Asset Secs Tr 2007-3 Series 2007-3 Class 2M1, CME Term SOFR 1 month Index + 0.9145%, 4.5882% 9/25/2047 (l)(m) |  | 1000000 | 820303 |
| Saxon Asset Secs Trust Series 2007-2 Class A2C, CME Term SOFR 1 month Index + 0.3545%, 4.0282% 5/25/2047 (m) |  | 459184 | 343157 |
| Saxon Asset Securities Trust Series 2004-2 Class MF2, 6% 8/25/2035 (n) |  | 1978080 | 1844900 |
| Saxon Asset Securities Trust Series 2006-1 Class M1, CME Term SOFR 1 month Index + 0.5795%, 4.2532% 3/25/2036 (m) |  | 548330 | 547474 |
| Securitized Asset Backed Receivables LLC Trust Series 2006-WM4 Class A2C, CME Term SOFR 1 month Index + 0.16%, 4.1082% 11/25/2036 (l)(m) |  | 6370404 | 1735627 |
| SMB Private Education Loan Trust Series 2015-B Class B, 3.5% 12/17/2040 (i) |  | 188638 | 188443 |
| SMB Private Education Loan Trust Series 2015-C Class B, 3.5% 9/15/2043 (i) |  | 146582 | 146532 |
| SMB Private Education Loan Trust Series 2016-C Class B, 3.25% 11/15/2040 (i) |  | 311142 | 309152 |
| SMB Private Education Loan Trust Series 2021-D Class A1A, 1.34% 3/17/2053 (i) |  | 556315 | 530109 |
| SMB Private Education Loan Trust Series 2024-C Class A1A, 5.5% 6/17/2052 (i) |  | 2375954 | 2457888 |
| SMB Private Education Loan Trust Series 2024-C Class A1B, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7582% 6/17/2052 (i)(l)(m) |  | 5064200 | 5055675 |
| SMB Private Education Loan Trust Series 2024-E Class A1A, 5.09% 10/16/2056 (i) |  | 3947521 | 4039351 |
| Smb Private Education Loan Trust Series 2024-F Class A1A, 5.06% 3/16/2054 (i) |  | 486039 | 497012 |
| Soundview Home Loan Trust Series 2006-EQ1 Class A4, CME Term SOFR 1 month Index + 0.5%, 4.2882% 10/25/2036 (l)(m) |  | 879538 | 854649 |
| Soundview Home Loan Trust Series 2006-OPT2 Class A4, CME Term SOFR 1 month Index + 0.6745%, 4.3482% 5/25/2036 (l)(m) |  | 1768798 | 1735241 |
| Specialty Underwriting & Residential Finance Trust Series 2003-BC1 Series 2004-BC1 Class M1, CME Term SOFR 1 month Index + 0.8795%, 4.5532% 2/25/2035 (m) |  | 385431 | 410700 |
| Towd Point Mortgage Trust Series 2017-3 Class B2, 3.8445% 7/25/2057 (i)(l) |  | 2000000 | 1847199 |
| TOWD Point Mortgage Trust Series 2017-6 Class A2, 3% 10/25/2057 (i) |  | 2300000 | 2236841 |
| Towd Point Mortgage Trust Series 2024-CES6 Class A1, 5.725% 11/25/2064 (i) |  | 2605356 | 2629619 |
| Upstart Securitization Trust Series 2023-2 Class B, 7.92% 6/20/2033 (i) |  | 925606 | 928974 |
| WaMu Asset-Backed Certificates Series 2007-HE4 Class 1A, CME Term SOFR 1 month Index + 0.2845%, 3.9582% 7/25/2047 (m) |  | 3737678 | 2870013 |
| Washington Mut Asset Backed Ctfs Wmabs Trust Series 2006-HE3 Class 2A3, CME Term SOFR 1 month Index + 0.4345%, 4.1082% 8/25/2036 (m) |  | 2781684 | 1828393 |
| Westlake Automobile Receivables Trust Series 2023-2A Class D, 7.01% 11/15/2028 (i) |  | 475000 | 483540 |
| Westlake Automobile Receivables Trust Series 2024-3A Class A3, 4.71% 4/17/2028 (i) |  | 3000000 | 3009498 |
| TOTAL UNITED STATES |  |  | 150044877 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $257,071,891) |  |  | <br> **261542428** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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%, 3.042% 1/24/2063 (i)(m) | EUR | 3037874 | 3600552 |
| SPAIN - 0.0%  |  |  |  |
| Lugo Funding Dac Series 2024-1A Class A, 3 month EURIBOR + 0%, 3.041% 5/26/2066 (i)(l)(m) | EUR | 1137890 | 1344531 |
| UNITED STATES - 0.2%  |  |  |  |
| ACRA Trust Series 2024-NQM1 Class A1, 5.608% 10/25/2064 (i) |  | 377892 | 381190 |
| Adjustable Rate Mortgage Trust 2005-7 Series 2005-9 Class 5M1, CME Term SOFR 1 month Index + 1.1345%, 4.8082% 11/25/2035 (l)(m) |  | 4108702 | 4372933 |
| Alternative Loan Trust Series 2005-1CB Class 4A1, CME Term SOFR 1 month Index + 0.6145%, 4.2882% 3/25/2035 (l)(m) |  | 3230178 | 1777617 |
| Alternative Loan Trust Series 2005-56 Class 1A1, CME Term SOFR 1 month Index + 1.46%, 5.2482% 11/25/2035 (l)(m) |  | 5068008 | 4797350 |
| Atlx Trust Series 2024-RPL2 Class A1, 3.85% 4/25/2063 (i) |  | 3571166 | 3507326 |
| Bear Stearns ARM Trust Series 2005-1 Class 2A1, 4.559% 3/25/2035 (l) |  | 56876 | 52937 |
| Bear Stearns Trust Series 2006-1 Class 21A2, 4.3927% 2/25/2036 (l) |  | 3673519 | 2532823 |
| Chase Home Lending Mortgage Trust Series 2024-RPL4 Class A1A, 3.375% 12/25/2064 (i) |  | 2690137 | 2462146 |
| Cim Tr 2023-R3 Series 2023-R3 Class A1A, 4.5% 1/25/2063 (i) |  | 455227 | 444965 |
| Citimortgage Alternative Loan Trust Series 2007-A7 Class 2A1, CME Term SOFR 1 month Index + 0.5145%, 4.1882% 7/25/2037 (l)(m) |  | 2475213 | 1977099 |
| CSMC Series 2014-2R Class 12A3, 2.25% 4/27/2037 (i)(l) |  | 2212120 | 2133596 |
| CSMC Trust Series 2017-RPL3 Class B1, 4.3735% 8/1/2057 (i)(l) |  | 587033 | 578444 |
| Fannie Mae Guaranteed REMIC Series 2025-68 Class FA, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 8/25/2055 (l)(m) |  | 4159862 | 4189783 |
| Fannie Mae Guaranteed REMIC Series 2025-70 Class CF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0672% 9/25/2055 (l)(m) |  | 6726357 | 6806535 |
| Fannie Mae Guaranteed REMIC Series 2025-74 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 9/25/2055 (l)(m) |  | 7528790 | 7586964 |
| Fannie Mae Guaranteed REMIC Series 2025-78 Class KF, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 9/25/2055 (l)(m) |  | 6865678 | 6917756 |
| Fannie Mae Guaranteed REMIC Series 2025-99 Class KF, U.S. 30-Day Avg. SOFR Index + 1%, 4.6672% 11/25/2055 (l)(m) |  | 7317068 | 7359794 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5473 Class FA, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 11/25/2054 (l)(m) |  | 433462 | 435103 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5480 Class FG, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 12/25/2054 (l)(m) |  | 1251926 | 1259574 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5482 Class FA, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.1172% 12/25/2054 (l)(m) |  | 789109 | 798296 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5484 Class FD, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 12/25/2054 (l)(m) |  | 3423965 | 3448177 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5513 Class MF, U.S. 30-Day Avg. SOFR Index + 0.94%, 4.6072% 11/25/2054 (l)(m) |  | 3025359 | 3042702 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5517 Class FH, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 3/25/2055 (l)(m) |  | 1896892 | 1907917 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5521 Class AF, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 3/25/2055 (l)(m) |  | 4333686 | 4362898 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5537 Class FA, U.S. 30-Day Avg. SOFR Index + 1.3%, 4.9672% 5/25/2055 (l)(m) |  | 2912190 | 2931405 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5549 Class BF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 2/25/2055 (l)(m) |  | 694867 | 700229 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5557 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 7/25/2055 (l)(m) |  | 441514 | 444199 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5565 Class FC, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 8/25/2055 (l)(m) |  | 4157140 | 4192019 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5580 Class FA, U.S. 30-Day Avg. SOFR Index + 0.95%, 4.6172% 9/25/2055 (l)(m) |  | 5843673 | 5886552 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5580 Class FC, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 9/25/2055 (l)(m) |  | 9138238 | 9199046 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5580 Class FE, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 9/25/2055 (l)(m) |  | 4246627 | 4274883 |
| Ginnie Mae Series 2025-124 Class HF, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8115% 7/20/2055 (l)(m) |  | 1278242 | 1291054 |
| Ginnie Mae Series 2025-156 Class JF, U.S. 30-Day Avg. SOFR Index + 0.85%, 4.5115% 9/20/2055 (l)(m) |  | 3636422 | 3645599 |
| Ginnie Mae Series 2025-H19 Class DF, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4615% 9/20/2075 (l)(m) |  | 6998162 | 7062884 |
| Ginnie Mae Series 2025-H20 Class FA, U.S. 30-Day Avg. SOFR Index + 0.77%, 4.4315% 9/20/2075 (l)(m) |  | 9086876 | 9160977 |
| Ginnie Mae Series 2025-H21 Class FA, U.S. 30-Day Avg. SOFR Index + 0.7%, 4.3615% 10/20/2075 (l)(m) |  | 5062776 | 5082157 |
| GreenPoint Mortgage Funding Trust Series 2005-AR4 Class 3A1, 5.3151% 10/25/2045 (l) |  | 7861937 | 5966187 |
| GreenPoint Mortgage Funding Trust Series 2005-AR4 Class 4A1A, CME Term SOFR 1 month Index + 0.7345%, 4.4082% 10/25/2045 (m) |  | 1115768 | 1054897 |
| HarborView Mortgage Loan Trust 2006-7 Series 2006-7 Class 2A1A, CME Term SOFR 1 month Index + 0.4%, 4.1805% 9/19/2046 (l)(m) |  | 3318342 | 3197531 |
| HarborView Mortgage Loan Trust Series 2005-9 Class 2A1A, CME Term SOFR 1 month Index + 0.7945%, 4.4617% 6/20/2035 (l)(m) |  | 458454 | 429047 |
| HomeBanc Mortgage Trust Series 2004-1 Class 2A, CME Term SOFR 1 month Index + 0.9745%, 4.6482% 8/25/2029 (m) |  | 202498 | 198408 |
| Indymac Imsc Mtg Ln Trust Series 2007-AR1 Class 2A1, 3.752% 6/25/2037 (l) |  | 905869 | 547195 |
| JP Morgan Mortgage Trust Series 2024-10 Class A11, 4.9172% 3/25/2055 (i)(l) |  | 1667805 | 1672505 |
| JP Morgan Resecuritization Trust Series 2014-6 Class 1A2, CME Term SOFR 1 month Index + 0.3245%, 3.2892% 7/27/2036 (i)(l)(m) |  | 5016580 | 4520601 |
| JP Morgan Seasoned Mortgage Trust Series 2024-1 Class A4, 4.3332% 1/25/2063 (i)(l) |  | 1669210 | 1661203 |
| Lehman XS Trust Series 2005-6 Series 2005-7N Class 1A1A, CME Term SOFR 1 month Index + 0.6545%, 4.3282% 12/25/2035 (m) |  | 2379187 | 2248343 |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2 Class 1A1, 12 month Average U.S. Treasury Maturity + 0.8%, 4.7151% 12/25/2046 (l)(m) |  | 472010 | 360442 |
| Mill City Mortgage Loan Trust Series 2017-1 Class M3, 3.25% 11/25/2058 (i) |  | 4560000 | 4466551 |
| Morgan Stanley Mortgage Loan Trust Series 2005-9AR Class 1A, CME Term SOFR 1 month Index + 0.4045%, 4.0782% 12/25/2035 (l)(m) |  | 1143875 | 840927 |
| Morgan Stanley Resecuritization Trust Series 2015-R6 Class 1A2, CME Term SOFR 1 month Index + 0.3745%, 4.0398% 7/26/2045 (i)(m) |  | 1857608 | 1841028 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-NQM3 Class A1, 5.044% 7/25/2069 (i)(l) |  | 1908340 | 1912363 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-RPL1 Class A1, 4% 6/25/2064 (i) |  | 2587845 | 2547501 |
| Nymt Loan Trust Series 2024-INV1 Class A1, 5.379% 6/25/2069 (i) |  | 1595323 | 1606007 |
| Prpm 2025-Rpl2 LLC Series 2025-RPL2 Class A1, 3.75% 4/25/2055 (i) |  | 1837223 | 1802077 |
| PRPM LLC Series 2024-7 Class A1, 5.87% 11/25/2029 (i)(l) |  | 1978389 | 1979301 |
| PRPM LLC Series 2024-8 Class A1, 5.897% 12/25/2029 (i) |  | 2709217 | 2710512 |
| PRPM LLC Series 2024-RPL3 Class A1, 4% 11/25/2054 (i) |  | 2671989 | 2633976 |
| RALI Series 2006-QS14 Trust Series 2006-QS14 Class A1, 6.5% 11/25/2036  |  | 626299 | 533957 |
| RCKT Mortgage Trust Series 2025-CES1 Class A1A, 5.653% 1/25/2045 (i) |  | 3419624 | 3456548 |
| Sequoia Mortgage Trust Series 2024-HYB1 Class A1A, 4.4749% 11/25/2063 (i)(l) |  | 880102 | 890980 |
| Structured Asset Mortgage Investments II Trust Series 2006-AR3 Class 12A1, CME Term SOFR 1 month Index + 0.5545%, 4.2282% 5/25/2036 (l)(m) |  | 3323314 | 2757063 |
| Towd Point Mortgage Trust Series 2024-5 Class A1A, 4.5964% 10/25/2064 (i)(l) |  | 2865091 | 2929340 |
| Verus Securitization Trust Series 2024-8 Class A1, 5.364% 10/25/2069 (i)(l) |  | 733216 | 737876 |
| Verus Securitization Trust Series 2024-R1 Class A1, 5.218% 9/25/2069 (i)(l) |  | 1543868 | 1558180 |
| WaMu Mortgage MSC Pass Through Certificates Series 2005-3 Class 1CB1, 5.5% 5/25/2035  |  | 1049300 | 960152 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA1 Trust Series 2007-OA1 Class A1A, 12 month Average U.S. Treasury Maturity + 0.7%, 4.6151% 2/25/2047 (l)(m) |  | 1754695 | 1609416 |
| Wells Fargo Alternative Loan Trust Series 2007-PA3 Class 1A1, 5.75% 7/25/2037  |  | 278530 | 243380 |
| TOTAL UNITED STATES |  |  | 186878423 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $189,376,402) |  |  | <br> **191823506** |

---

---

| | | |
|:---|:---|:---|
| &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, 2.9378% 7/25/2054 (l)<br> (Cost $2,700,654) | 2819723 | **2756933** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 79.9%** | &nbsp;&nbsp;**Common Stocks - 79.9%** | &nbsp;&nbsp;**Common Stocks - 79.9%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Anglogold Ashanti Plc  | 469013 | 59925791 |
| Elevra Lithium Ltd ADR (e) | 2955 | 175616 |
| TOTAL AUSTRALIA |  | 60101407 |
| BAILIWICK OF GUERNSEY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Super Group SGHC Ltd  | 3610 | 38627 |
| BELGIUM - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Liberty Global Ltd Class A (f) | 40328 | 513778 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| UCB SA  | 23000 | 6856707 |
| TOTAL BELGIUM |  | 7370485 |
| BERMUDA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Hamilton Insurance Group Ltd Class B (f) | 134029 | 4233976 |
| RenaissanceRe Holdings Ltd  | 20640 | 6242775 |
| TOTAL BERMUDA |  | 10476751 |
| BRAZIL - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| NU Holdings Ltd/Cayman Islands Class A (f) | 151400 | 2267972 |
| Capital Markets - 0.0% |  |  |
| XP Inc Class A  | 142267 | 3063009 |
| Financial Services - 0.0% |  |  |
| Pagseguro Digital Ltd Class A  | 76533 | 812015 |
| TOTAL FINANCIALS |  | 6142996 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Wheaton Precious Metals Corp (United States)  | 10186 | 1666939 |
| TOTAL BRAZIL |  | 7809935 |
| CANADA - 0.5%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Magna International Inc (United States) (e) | 175075 | 11038479 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Restaurant Brands International Inc  | 32700 | 2345971 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Canada Goose Holdings Inc Subordinate Voting Shares (United States) (e)(f) | 1685175 | 20744504 |
| TOTAL CONSUMER DISCRETIONARY |  | 34128954 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Alimentation Couche-Tard Inc  | 39700 | 2409271 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Athabasca Oil Corp (f) | 994700 | 6431769 |
| Cameco Corp (United States)  | 48836 | 5782182 |
| Imperial Oil Ltd (e) | 87700 | 10258081 |
| Whitecap Resources Inc  | 1022241 | 10207047 |
| TOTAL ENERGY |  | 32679079 |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Brookfield Asset Management Ltd Class A (United States) (e) | 66916 | 3128323 |
| Brookfield Corp Class A (United States) (e) | 1731105 | 75891643 |
|  |  | 79019966 |
| Insurance - 0.0% |  |  |
| Brookfield Wealth Solutions Ltd Class A (United States) (e) | 8694 | 386101 |
| TOTAL FINANCIALS |  | 79406067 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Aurinia Pharmaceuticals Inc (f) | 3450 | 48887 |
| Xenon Pharmaceuticals Inc (f) | 114628 | 4955368 |
| TOTAL HEALTH CARE |  | 5004255 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Draganfly Inc (United States) (e)(f) | 346275 | 2268101 |
| Ground Transportation - 0.2% |  |  |
| Canadian National Railway Co (United States)  | 237616 | 26658139 |
| Canadian Pacific Kansas City Ltd (United States)  | 1105290 | 96812352 |
|  |  | 123470491 |
| Industrial Conglomerates - 0.0% |  |  |
| Brookfield Business Corp Class A (United States) (e) | 125586 | 4326438 |
| TOTAL INDUSTRIALS |  | 130065030 |
| Information Technology - 0.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Celestica Inc (United States) (f) | 52081 | 14459248 |
| Firan Technology Group Corp (f) | 279997 | 4427649 |
|  |  | 18886897 |
| IT Services - 0.0% |  |  |
| Shopify Inc Class A (United States) (f) | 270401 | 32645513 |
| Software - 0.1% |  |  |
| Constellation Software Inc/Canada (OTC)  | 4303 | 8025697 |
| D-Wave Quantum Inc (e)(f) | 47092 | 884388 |
| Descartes Systems Group Inc/The (United States) (f) | 426859 | 28279409 |
| Hut 8 Corp (United States) (f) | 8066 | 429353 |
|  |  | 37618847 |
| TOTAL INFORMATION TECHNOLOGY |  | 89151257 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Agnico Eagle Mines Ltd/CA (United States)  | 35398 | 8906137 |
| Altius Minerals Corp  | 29500 | 1042194 |
| Franco-Nevada Corp (United States)  | 146951 | 41235921 |
| Novagold Resources Inc (United States) (f) | 457717 | 6096790 |
| Ssr Mining Inc (United States) (e)(f) | 802375 | 25828451 |
| Teck Resources Ltd Class B (United States)  | 34202 | 2014156 |
|  |  | 85123649 |
| Paper & Forest Products - 0.0% |  |  |
| West Fraser Timber Co Ltd (United States) (e) | 197459 | 13127074 |
| TOTAL MATERIALS |  | 98250723 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Real Brokerage Inc/The (f) | 6728978 | 17831792 |
| Real Matters Inc (f) | 555883 | 2547024 |
| Real Matters Inc (OTC) (f) | 201619 | 873010 |
| TOTAL REAL ESTATE |  | 21251826 |
| Utilities - 0.0% |  |  |
| Gas Utilities - 0.0% |  |  |
| Brookfield Infrastructure Corp (United States) (e) | 30201 | 1506426 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Brookfield Renewable Corp Class A (United States)  | 14648 | 625909 |
| TOTAL UTILITIES |  | 2132335 |
| TOTAL CANADA |  | 494478797 |
| CHINA - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Baidu Inc A Shares (f) | 100764 | 1565201 |
| Baidu Inc Class A ADR (e)(f) | 176119 | 21916249 |
| TOTAL COMMUNICATION SERVICES |  | 23481450 |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| XPeng Inc ADR (e)(f) | 149191 | 2619793 |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd ADR  | 5486 | 790587 |
| Prosus NV Class N  | 68600 | 3526071 |
|  |  | 4316658 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Yum China Holdings Inc (e) | 80592 | 4425307 |
| Household Durables - 0.0% |  |  |
| Midea Group Co Ltd H Shares  | 392078 | 4553044 |
| TOTAL CONSUMER DISCRETIONARY |  | 15914802 |
| Information Technology - 0.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| RoboSense Technology Co Ltd H Shares (f) | 482651 | 2227126 |
| IT Services - 0.1% |  |  |
| GDS Holdings Ltd A Shares (f) | 3405719 | 17643110 |
| Vnet Group Inc Class A ADR (e)(f) | 713943 | 7696306 |
|  |  | 25339416 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| indie Semiconductor Inc Class A (e)(f) | 629465 | 2303842 |
| Software - 0.0% |  |  |
| Horizon Robotics A Shares (f) | 2045989 | 2147093 |
| TOTAL INFORMATION TECHNOLOGY |  | 32017477 |
| TOTAL CHINA |  | 71413729 |
| COSTA RICA - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Establishment Labs Holdings Inc (f) | 61514 | 4841152 |
| DENMARK - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Ascendis Pharma A/S ADR (f) | 33832 | 7899772 |
| Pharmaceuticals - 0.0% |  |  |
| Novo Nordisk A/S Class B ADR  | 349019 | 13070762 |
| TOTAL DENMARK |  | 20970534 |
| FINLAND - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Amer Sports Inc (f) | 94611 | 3593326 |
| Information Technology - 0.0% |  |  |
| Communications Equipment - 0.0% |  |  |
| Nokia Oyj ADR  | 1189492 | 9182878 |
| TOTAL FINLAND |  | 12776204 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA  | 150500 | 3242155 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Amundi SA (h)(i) | 31000 | 2968829 |
| TOTAL FRANCE |  | 6210984 |
| GERMANY - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.0% |  |  |
| Schaeffler AG Class Registered  | 1591667 | 19484194 |
| Specialty Retail - 0.1% |  |  |
| LuxExperience BV ADR (f) | 2020860 | 19541716 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Birkenstock Holding Plc (e)(f) | 139361 | 5804386 |
| TOTAL CONSUMER DISCRETIONARY |  | 44830296 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| BioNTech SE ADR (f) | 12800 | 1410944 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| AIXTRON SE  | 133850 | 4365138 |
| Software - 0.0% |  |  |
| SAP SE ADR  | 12884 | 2596512 |
| TOTAL INFORMATION TECHNOLOGY |  | 6961650 |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Mercer International Inc  | 50999 | 91798 |
| TOTAL GERMANY |  | 53294688 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Patria Investments Ltd Class A (e) | 12678 | 166335 |
| Webull Corp Class A  | 65564 | 380927 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 547262 |
| GREECE - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Okeanis Eco Tankers Corp (h)(i) | 131177 | 7090117 |
| Industrials - 0.0% |  |  |
| Marine Transportation - 0.0% |  |  |
| Star Bulk Carriers Corp  | 383097 | 10071620 |
| TOTAL GREECE |  | 17161737 |
| GUATEMALA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Millicom International Cellular SA  | 23197 | 1690829 |
| IRELAND - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Ardmore Shipping Corp  | 33242 | 544504 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Cimpress PLC (f) | 488 | 35648 |
| Trading Companies & Distributors - 0.0% |  |  |
| AerCap Holdings NV  | 36829 | 5503726 |
| TOTAL INDUSTRIALS |  | 5539374 |
| TOTAL IRELAND |  | 6083878 |
| ISRAEL - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Taboola.com Ltd (f) | 96667 | 306434 |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Mobileye Global Inc Class A (e)(f) | 813080 | 6878657 |
| Consumer Staples - 0.0% |  |  |
| Personal Care Products - 0.0% |  |  |
| Oddity Tech Ltd Class A (e)(f) | 29723 | 349840 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Cellebrite DI Ltd (f) | 462595 | 6171017 |
| Nice Ltd ADR (e)(f) | 56140 | 6526275 |
| TOTAL INFORMATION TECHNOLOGY |  | 12697292 |
| TOTAL ISRAEL |  | 20232223 |
| ITALY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Ermenegildo Zegna Holditalia Spa (e) | 433853 | 4889523 |
| JAPAN - 0.1%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Musashi Seimitsu Industry Co Ltd  | 300472 | 6012711 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Chugai Pharmaceutical Co Ltd ADR  | 961188 | 32305529 |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Daikin Industries Ltd ADR  | 299584 | 3804717 |
| Machinery - 0.0% |  |  |
| Harmonic Drive Systems Inc (e) | 94685 | 2761759 |
| MINEBEA MITSUMI Inc  | 143307 | 3087022 |
|  |  | 5848781 |
| TOTAL INDUSTRIALS |  | 9653498 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Disco Corp  | 4600 | 2211705 |
| TOTAL JAPAN |  | 50183443 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Coupang Inc Class A (f) | 1085903 | 20719029 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| SK Hynix Inc  | 19080 | 14057469 |
| TOTAL KOREA (SOUTH) |  | 34776498 |
| MEXICO - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp  | 87430 | 19085969 |
| MONACO - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Scorpio Tankers Inc  | 190307 | 15049478 |
| Industrials - 0.0% |  |  |
| Marine Transportation - 0.0% |  |  |
| Costamare Inc  | 238373 | 4188213 |
| TOTAL MONACO |  | 19237691 |
| NETHERLANDS - 0.2%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| Magnum Ice Cream Co NV/The (United States) (e) | 134487 | 2134309 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Argenx SE ADR (f) | 11833 | 9074965 |
| Newamsterdam Pharma Co NV (e)(f) | 100253 | 3554971 |
| TOTAL HEALTH CARE |  | 12629936 |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| ASM International NV  | 2300 | 1940967 |
| NXP Semiconductors NV  | 782162 | 177558596 |
| TOTAL INFORMATION TECHNOLOGY |  | 179499563 |
| TOTAL NETHERLANDS |  | 194263808 |
| PANAMA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Banco Latinoamericano de Comercio Exterior SA Class E  | 10943 | 547478 |
| PUERTO RICO - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| First BanCorp/Puerto Rico  | 665037 | 14052232 |
| Popular Inc  | 102504 | 13874941 |
| TOTAL PUERTO RICO |  | 27927173 |
| SINGAPORE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Grindr Inc Class A (e)(f) | 92757 | 1055574 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Kulicke & Soffa Industries Inc  | 29880 | 2083234 |
| TOTAL SINGAPORE |  | 3138808 |
| SWEDEN - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Autoliv Inc  | 247230 | 29301700 |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Munters Group AB (h)(i) | 336175 | 7056710 |
| TOTAL SWEDEN |  | 36358410 |
| SWITZERLAND - 0.2%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Garrett Motion Inc  | 1063653 | 21655975 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| On Holding AG Class A (f) | 12600 | 585648 |
| TOTAL CONSUMER DISCRETIONARY |  | 22241623 |
| Health Care - 0.0% |  |  |
| Life Sciences Tools & Services - 0.0% |  |  |
| Lonza Group AG ADR (e) | 64046 | 4440309 |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| Aebi Schmidt Holding AG  | 29627 | 427221 |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| TE Connectivity PLC  | 551990 | 127040499 |
| TOTAL SWITZERLAND |  | 154149652 |
| TAIWAN - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Chroma ATE Inc  | 235000 | 10339221 |
| Delta Electronics Inc  | 336000 | 15318498 |
|  |  | 25657719 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Jentech Precision Industrial Co Ltd  | 40000 | 3978830 |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 400051 | 149851104 |
|  |  | 153829934 |
| TOTAL TAIWAN |  | 179487653 |
| THAILAND - 0.1%  |  |  |
| Information Technology - 0.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Fabrinet (f) | 120883 | 65957391 |
| UNITED KINGDOM - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Autotrader Group PLC (h)(i) | 293396 | 1943441 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Genius Sports Ltd Class A (f) | 804892 | 4998379 |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.0% |  |  |
| Nomad Foods Ltd  | 556056 | 6099934 |
| Personal Care Products - 0.2% |  |  |
| Unilever PLC ADR  | 629085 | 46395020 |
| Tobacco - 0.0% |  |  |
| British American Tobacco PLC ADR  | 47281 | 2962155 |
| TOTAL CONSUMER STAPLES |  | 55457109 |
| Energy - 0.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| TechnipFMC PLC  | 378524 | 25099926 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Marex Group PLC  | 420579 | 18278364 |
| Financial Services - 0.0% |  |  |
| Klarna Group PLC (e) | 79002 | 1071267 |
| Insurance - 0.0% |  |  |
| Fidelis Insurance Holdings Ltd  | 34409 | 655835 |
| Hiscox Ltd  | 285084 | 5947315 |
|  |  | 6603150 |
| TOTAL FINANCIALS |  | 25952781 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Smith & Nephew PLC ADR (e) | 333428 | 12303493 |
| Pharmaceuticals - 0.0% |  |  |
| Astrazeneca PLC (United States)  | 19831 | 4133772 |
| TOTAL HEALTH CARE |  | 16437265 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Rentokil Initial PLC ADR (e) | 328520 | 10276106 |
| Machinery - 0.0% |  |  |
| Luxfer Holdings PLC  | 6180 | 79536 |
| TOTAL INDUSTRIALS |  | 10355642 |
| TOTAL UNITED KINGDOM |  | 140244543 |
| UNITED STATES - 78.1%  |  |  |
| Communication Services - 7.7% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| AST SpaceMobile Inc Class A (e)(f) | 61608 | 4878738 |
| AT&T Inc  | 12621567 | 353530092 |
| Atn International Inc  | 38141 | 1099224 |
| Bandwidth Inc Class A (f) | 3000 | 44460 |
| Comcast Corp Class A  | 1510813 | 46774770 |
| Globalstar Inc (f) | 8308 | 517339 |
| IDT Corp Class B  | 56273 | 2867109 |
| Lumen Technologies Inc (f) | 532078 | 3783075 |
| Verizon Communications Inc  | 2450939 | 122890081 |
|  |  | 536384888 |
| Entertainment - 1.1% |  |  |
| AMC Entertainment Holdings Inc Class A (e)(f) | 91897 | 106601 |
| Cinemark Holdings Inc  | 8331 | 235267 |
| CuriosityStream Inc Class A  | 10400 | 35152 |
| Electronic Arts Inc  | 39063 | 7834866 |
| Eventbrite Inc Class A (f) | 154100 | 681122 |
| Lionsgate Studios Corp  | 27051 | 243459 |
| Live Nation Entertainment Inc (f) | 53263 | 8636063 |
| Madison Square Garden Entertainment Corp Class A (f) | 5800 | 366212 |
| Madison Square Garden Sports Corp Class A (f) | 300 | 99498 |
| Marcus Corp/The  | 60839 | 1023920 |
| Netflix Inc (f) | 4357703 | 419385337 |
| Playstudios Inc Class A (f) | 13535 | 6910 |
| Playtika Holding Corp  | 59419 | 183605 |
| ROBLOX Corp Class A (f) | 168000 | 11534880 |
| Roku Inc Class A (f) | 85910 | 8454403 |
| Spotify Technology SA (f) | 47696 | 24560578 |
| Take-Two Interactive Software Inc (f) | 30668 | 6485669 |
| TKO Group Holdings Inc Class A  | 185894 | 41616090 |
| Walt Disney Co/The  | 4285842 | 454470686 |
| Warner Bros Discovery Inc (f) | 29500 | 831015 |
| Warner Music Group Corp Class A  | 1619787 | 46325908 |
|  |  | 1033117241 |
| Interactive Media & Services - 5.5% |  |  |
| Alphabet Inc Class A  | 5104409 | 1591350550 |
| Alphabet Inc Class C  | 5467382 | 1702706776 |
| Cargurus Inc Class A (f) | 820 | 25173 |
| EverQuote Inc Class A (e)(f) | 80640 | 1274112 |
| Match Group Inc  | 421990 | 13334884 |
| MediaAlpha Inc Class A (f) | 37439 | 372144 |
| Meta Platforms Inc Class A  | 2683725 | 1739536871 |
| Nextdoor Holdings Inc Class A (f) | 367350 | 642863 |
| Pinterest Inc Class A (f) | 83200 | 1425216 |
| QuinStreet Inc (f) | 164501 | 1927952 |
| Shutterstock Inc  | 23977 | 402814 |
| Snap Inc Class A (f) | 748017 | 3897169 |
| TripAdvisor Inc Class A (e) | 304606 | 3079567 |
| Yelp Inc Class A (f) | 128881 | 2872757 |
| Ziff Davis Inc (f) | 4600 | 124567 |
| ZipRecruiter Inc Class A (f) | 165033 | 298710 |
|  |  | 5063272125 |
| Media - 0.2% |  |  |
| AMC Networks Inc Class A (e)(f) | 6100 | 49837 |
| Cable One Inc (f) | 600 | 57570 |
| Clear Channel Outdoor Holdings Inc (f) | 3000 | 7200 |
| DoubleVerify Holdings Inc (f) | 76255 | 803728 |
| EchoStar Corp Class A (e)(f) | 118073 | 13640974 |
| EW Scripps Co/The Class A (f) | 2381 | 9881 |
| Fox Corp Class A  | 555100 | 31274334 |
| Fox Corp Class B  | 178490 | 9233288 |
| Liberty Broadband Corp Class C (f) | 903 | 49313 |
| Magnite Inc (f) | 42817 | 583168 |
| MNTN Inc Class A (f) | 2200 | 21472 |
| New York Times Co/The Class A  | 562274 | 44863842 |
| News Corp Class A  | 525114 | 12755019 |
| News Corp Class B (e) | 301804 | 8082311 |
| Nexstar Media Group Inc (e) | 111205 | 27914679 |
| Omnicom Group Inc  | 82000 | 6993780 |
| Paramount Skydance Corp Class B  | 775 | 10470 |
| Sirius XM Holdings Inc  | 339146 | 7447646 |
| TechTarget Inc (e)(f) | 12389 | 43485 |
| TEGNA Inc  | 652081 | 13661097 |
| Thryv Holdings Inc (f) | 18844 | 43718 |
| USA TODAY Co Inc (e)(f) | 138000 | 821100 |
| Versant Media Group Inc Class A  | 57214 | 1906370 |
|  |  | 180274282 |
| Wireless Telecommunication Services - 0.3% |  |  |
| Array Digital Infrastructure Inc  | 30786 | 1500202 |
| Gogo Inc (f) | 10100 | 42723 |
| Spok Holdings Inc  | 4200 | 50988 |
| T-Mobile US Inc  | 1461601 | 317298961 |
|  |  | 318892874 |
| TOTAL COMMUNICATION SERVICES |  | 7131941410 |
| Consumer Discretionary - 8.2% |  |  |
| Automobile Components - 0.1% |  |  |
| Adient PLC (f) | 88045 | 2141254 |
| Aptiv PLC (f) | 147789 | 10868403 |
| BorgWarner Inc  | 993460 | 57193493 |
| Cooper-Standard Holdings Inc (f) | 17600 | 676544 |
| Dana Inc  | 197725 | 6770104 |
| Dauch Corporation (f) | 69288 | 457301 |
| Gentex Corp  | 696075 | 16288155 |
| Goodyear Tire & Rubber Co/The (f) | 667943 | 5510530 |
| Lear Corp  | 104785 | 13753031 |
| Motorcar Parts of America Inc (f) | 99487 | 1028696 |
| Phinia Inc  | 194188 | 14103874 |
| QuantumScape Corp Class A (e)(f) | 188082 | 1301527 |
| Standard Motor Products Inc  | 29833 | 1183773 |
| Stoneridge Inc (f) | 28068 | 221457 |
| Strattec Security Corp (f) | 4638 | 408144 |
| Visteon Corp  | 1667 | 159482 |
|  |  | 132065768 |
| Automobiles - 1.3% |  |  |
| Ford Motor Co  | 4471808 | 63007775 |
| General Motors Co  | 2139248 | 168380210 |
| Harley-Davidson Inc  | 358600 | 6454800 |
| Rivian Automotive Inc Class A (e)(f) | 90188 | 1382582 |
| Tesla Inc (f) | 2381192 | 958453592 |
| Winnebago Industries Inc (e) | 8200 | 327098 |
|  |  | 1198006057 |
| Broadline Retail - 2.9% |  |  |
| Amazon.com Inc (f) | 11855052 | 2489560921 |
| Dillard's Inc Class A (e) | 6396 | 3855445 |
| eBay Inc  | 733358 | 66632908 |
| Etsy Inc (f) | 67838 | 3722949 |
| Groupon Inc (e)(f) | 47157 | 595121 |
| Kohl's Corp (e) | 138508 | 2267376 |
| Macy's Inc  | 646748 | 12792675 |
| Ollie's Bargain Outlet Holdings Inc (f) | 19769 | 2117260 |
|  |  | 2581544655 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co  | 60500 | 7215230 |
| GigaCloud Technology Inc Class A (f) | 96364 | 4272779 |
| Gold.com Inc  | 134182 | 7711440 |
| LKQ Corp  | 622593 | 20614054 |
| Pool Corp  | 126418 | 28719641 |
|  |  | 68533144 |
| Diversified Consumer Services - 0.1% |  |  |
| ADT Inc  | 3581393 | 28722772 |
| Bright Horizons Family Solutions Inc (f) | 92086 | 6862249 |
| Coursera Inc (e)(f) | 148555 | 952238 |
| Covista Inc (f) | 4210 | 412580 |
| Duolingo Inc Class A (f) | 13698 | 1383498 |
| European Wax Center Inc Class A (f) | 200 | 1144 |
| Frontdoor Inc (f) | 161969 | 11106214 |
| Grand Canyon Education Inc (f) | 152121 | 24197887 |
| H&R Block Inc  | 4065 | 124470 |
| Laureate Education Inc (f) | 428931 | 13871629 |
| Perdoceo Education Corp  | 892 | 29748 |
| Service Corp International/US  | 415327 | 34962227 |
| Strategic Education Inc  | 2649 | 217960 |
|  |  | 122844616 |
| Hotels, Restaurants & Leisure - 1.6% |  |  |
| Airbnb Inc Class A (f) | 306919 | 41467826 |
| Aramark  | 112282 | 4699002 |
| Biglari Holdings Inc Class B (f) | 423 | 164031 |
| Bloomin' Brands Inc (e) | 125300 | 766836 |
| Booking Holdings Inc  | 34905 | 147974512 |
| Boyd Gaming Corp  | 129682 | 10793433 |
| Brinker International Inc (f) | 64796 | 9602767 |
| Caesars Entertainment Inc (f) | 40235 | 1007887 |
| Carnival Corp  | 301477 | 9511599 |
| Chipotle Mexican Grill Inc (f) | 3921592 | 145961654 |
| Churchill Downs Inc  | 191944 | 17645412 |
| Darden Restaurants Inc  | 85670 | 18320530 |
| Domino's Pizza Inc  | 43705 | 17591700 |
| DoorDash Inc Class A (f) | 567343 | 100119019 |
| DraftKings Inc Class A (f) | 102700 | 2448368 |
| Dutch Bros Inc Class A (f) | 31692 | 1699008 |
| Expedia Group Inc Class A  | 178379 | 38474567 |
| Golden Entertainment Inc  | 2800 | 80920 |
| Hilton Grand Vacations Inc (f) | 1966 | 88391 |
| Hilton Worldwide Holdings Inc  | 508624 | 158578791 |
| Hyatt Hotels Corp Class A (e) | 124028 | 20030522 |
| Kura Sushi USA Inc Class A (e)(f) | 155079 | 10922214 |
| Las Vegas Sands Corp  | 1179962 | 66927445 |
| Life Time Group Holdings Inc (f) | 92188 | 2489076 |
| Lindblad Expeditions Holdings Inc (f) | 21568 | 425105 |
| Marriott International Inc/MD Class A1  | 88121 | 30113589 |
| McDonald's Corp  | 1121414 | 382469459 |
| MGM Resorts International (f) | 187564 | 6913609 |
| Monarch Casino & Resort Inc  | 32296 | 3103646 |
| Nathan's Famous Inc  | 3105 | 312301 |
| Navan Inc Class A (f) | 138104 | 1345133 |
| Norwegian Cruise Line Holdings Ltd (f) | 103655 | 2569607 |
| Planet Fitness Inc Class A (f) | 13597 | 1116994 |
| Pursuit Attractions and Hospitality Inc (e)(f) | 194145 | 6748480 |
| Red Robin Gourmet Burgers Inc (f) | 8400 | 42251 |
| Red Rock Resorts Inc Class A  | 3595 | 217677 |
| Royal Caribbean Cruises Ltd  | 243908 | 75845632 |
| Rush Street Interactive Inc Class A (f) | 193588 | 3823363 |
| SHARPLINK INC (f) | 26322 | 179516 |
| Starbucks Corp  | 511389 | 50126350 |
| Sweetgreen Inc Class A (e)(f) | 249969 | 1387328 |
| Texas Roadhouse Inc  | 95666 | 17494441 |
| Travel + Leisure Co  | 254961 | 18790626 |
| United Parks & Resorts Inc (e)(f) | 285298 | 9925517 |
| Vail Resorts Inc (e) | 90348 | 12270162 |
| Wendy's Co/The  | 1010 | 7736 |
| Wingstop Inc (e) | 48417 | 12564696 |
| Wyndham Hotels & Resorts Inc  | 27819 | 2275594 |
| Yum! Brands Inc  | 234023 | 39353308 |
|  |  | 1506787630 |
| Household Durables - 0.3% |  |  |
| Cavco Industries Inc (f) | 17033 | 9832470 |
| Century Communities Inc  | 18182 | 1222376 |
| Champion Homes Inc (f) | 96599 | 9030075 |
| Cricut Inc Class A (e) | 114893 | 494040 |
| DR Horton Inc  | 127100 | 20385569 |
| Flexsteel Industries Inc  | 1200 | 61764 |
| Garmin Ltd  | 38106 | 9634340 |
| Green Brick Partners Inc (f) | 2590 | 190779 |
| Installed Building Products Inc  | 50007 | 16390294 |
| KB Home  | 9811 | 623783 |
| La-Z-Boy Inc  | 1397 | 49901 |
| Leggett & Platt Inc  | 156355 | 1826226 |
| Lennar Corp Class A  | 97400 | 11138664 |
| LGI Homes Inc (f) | 109157 | 5665248 |
| Lovesac Co/The (f) | 4336 | 55414 |
| M/I Homes Inc (f) | 30253 | 4300766 |
| Meritage Homes Corp  | 9800 | 739116 |
| Mohawk Industries Inc (f) | 7338 | 919231 |
| Newell Brands Inc  | 570783 | 2597063 |
| NVR Inc (f) | 3941 | 29627610 |
| PulteGroup Inc  | 530508 | 72785699 |
| SharkNinja Inc (f) | 49560 | 6089437 |
| Somnigroup International Inc  | 25225 | 2257890 |
| Sonos Inc (f) | 46712 | 719365 |
| Taylor Morrison Home Corp (f) | 101470 | 6685858 |
| Toll Brothers Inc  | 261623 | 41137601 |
| TopBuild Corp (e)(f) | 12041 | 5397980 |
| Tri Pointe Homes Inc (f) | 21206 | 981838 |
| Whirlpool Corp  | 74800 | 5118564 |
|  |  | 265958961 |
| Leisure Products - 0.1% |  |  |
| Brunswick Corp/DE  | 135799 | 10812316 |
| Hasbro Inc  | 258279 | 25722006 |
| MasterCraft Boat Holdings Inc (f) | 24051 | 522027 |
| Mattel Inc (f) | 512200 | 8681790 |
| Peloton Interactive Inc Class A (e)(f) | 1458398 | 5862760 |
| Polaris Inc  | 2504 | 152092 |
|  |  | 51752991 |
| Specialty Retail - 1.6% |  |  |
| Abercrombie & Fitch Co Class A (f) | 34079 | 3332926 |
| Academy Sports & Outdoors Inc (e) | 311108 | 18706924 |
| American Eagle Outfitters Inc  | 59467 | 1461104 |
| Asbury Automotive Group Inc (f) | 37045 | 7919480 |
| AutoNation Inc (f) | 97838 | 19094064 |
| AutoZone Inc (f) | 34021 | 127768587 |
| BARK Inc (f) | 724 | 566 |
| Bath & Body Works Inc  | 826608 | 18813598 |
| Best Buy Co Inc  | 285020 | 17662689 |
| Bob's Discount Furniture Inc  | 46200 | 981288 |
| Boot Barn Holdings Inc (f) | 13093 | 2477457 |
| Buckle Inc/The  | 64795 | 3469772 |
| Burlington Stores Inc (f) | 492373 | 151094504 |
| Caleres Inc  | 3140 | 37335 |
| Camping World Holdings Inc Class A  | 54753 | 455545 |
| CarMax Inc (f) | 191191 | 8253715 |
| Carparts Com Inc (f) | 50611 | 35934 |
| Carvana Co Class A (f) | 98365 | 32869648 |
| Citi Trends Inc (f) | 3385 | 160381 |
| Designer Brands Inc Class A  | 1478 | 10523 |
| Dick's Sporting Goods Inc  | 9300 | 1893759 |
| Duluth Holdings Inc Class B (f) | 257 | 553 |
| Five Below Inc (f) | 19811 | 4428353 |
| Floor & Decor Holdings Inc Class A (f) | 38266 | 2643798 |
| GameStop Corp Class A (e)(f) | 40974 | 984605 |
| Gap Inc/The  | 347657 | 9748302 |
| Group 1 Automotive Inc  | 9964 | 3245673 |
| Home Depot Inc/The  | 718796 | 273660014 |
| Lithia Motors Inc Class A (e) | 95090 | 26585262 |
| LL Flooring Holdings Inc (f)(g) | 7900 | 0 |
| Lowe's Cos Inc  | 1504416 | 398023342 |
| Monro Inc (e) | 64495 | 1388577 |
| Murphy USA Inc  | 55520 | 21693885 |
| National Vision Holdings Inc (e)(f) | 141500 | 3816255 |
| O'Reilly Automotive Inc (f) | 723222 | 67896081 |
| Penske Automotive Group Inc (e) | 105006 | 16540545 |
| Petco Health & Wellness Co Inc Class A (e)(f) | 127776 | 325829 |
| RealReal Inc/The (f) | 104913 | 1286233 |
| Revolve Group Inc Class A (f) | 482430 | 12137939 |
| RH (f) | 3680 | 609813 |
| Ross Stores Inc  | 201190 | 41372712 |
| Sally Beauty Holdings Inc (f) | 440673 | 7081615 |
| Signet Jewelers Ltd (e) | 90956 | 8749058 |
| Sleep Number Corp (e)(f) | 658266 | 4061501 |
| Stitch Fix Inc Class A (f) | 99534 | 331448 |
| ThredUp Inc Class A (f) | 12890 | 62903 |
| TJX Cos Inc/The  | 710750 | 114899845 |
| Tractor Supply Co  | 15300 | 793152 |
| Ulta Beauty Inc (f) | 26007 | 17809334 |
| Upbound Group Inc (e) | 25714 | 551565 |
| Urban Outfitters Inc (f) | 31515 | 2086293 |
| Valvoline Inc (e)(f) | 25600 | 967680 |
| Victoria's Secret & Co (f) | 29049 | 1821372 |
| Warby Parker Inc Class A (f) | 282066 | 7054471 |
| Wayfair Inc Class A (e)(f) | 31846 | 2430805 |
| Williams-Sonoma Inc  | 135451 | 27855498 |
| Winmark Corp  | 90 | 41062 |
| Zumiez Inc (e)(f) | 43308 | 1135536 |
|  |  | 1500620708 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Capri Holdings Ltd (f) | 2720 | 55787 |
| Columbia Sportswear Co  | 620 | 38403 |
| Crocs Inc (f) | 87500 | 7937125 |
| Deckers Outdoor Corp (f) | 44000 | 5159880 |
| G-III Apparel Group Ltd  | 72799 | 2226921 |
| Levi Strauss & Co Class A  | 17890 | 396442 |
| Lululemon Athletica Inc (f) | 53974 | 9994366 |
| NIKE Inc Class B  | 248363 | 15443211 |
| PVH Corp  | 109136 | 7486730 |
| Ralph Lauren Corp Class A  | 56992 | 20665299 |
| Tapestry Inc  | 292866 | 45531877 |
| Under Armour Inc Class A (f) | 35500 | 263410 |
| Under Armour Inc Class C (f) | 7500 | 54225 |
| VF Corp  | 36100 | 701062 |
| Wolverine World Wide Inc  | 15800 | 279186 |
|  |  | 116233924 |
| TOTAL CONSUMER DISCRETIONARY |  | 7544348454 |
| Consumer Staples - 3.9% |  |  |
| Beverages - 1.0% |  |  |
| Boston Beer Co Inc/The Class A (f) | 651 | 147634 |
| Brown-Forman Corp Class A (e) | 72650 | 2133004 |
| Brown-Forman Corp Class B (e) | 439781 | 12692080 |
| Celsius Holdings Inc (f) | 46939 | 2516400 |
| Coca-Cola Co/The  | 3576320 | 291684659 |
| Coca-Cola Consolidated Inc  | 173539 | 35124294 |
| Constellation Brands Inc Class A  | 72681 | 11473423 |
| Keurig Dr Pepper Inc  | 820375 | 24840955 |
| MGP Ingredients Inc  | 1289 | 24490 |
| Molson Coors Beverage Co Class B  | 438743 | 21494020 |
| Monster Beverage Corp (f) | 1322547 | 112813259 |
| National Beverage Corp (f) | 67999 | 2471764 |
| PepsiCo Inc  | 2297404 | 389961355 |
| Primo Brands Corp Class A  | 396472 | 8991985 |
| Vita Coco Co Inc/The (f) | 149966 | 8707026 |
| Zevia PBC Class A (f) | 25920 | 34732 |
|  |  | 925111080 |
| Consumer Staples Distribution & Retail - 1.3% |  |  |
| Albertsons Cos Inc Class A (e) | 1070942 | 19169862 |
| Andersons Inc/The  | 4820 | 314698 |
| BJ's Wholesale Club Holdings Inc (f) | 813590 | 80374556 |
| Casey's General Stores Inc  | 18372 | 12595659 |
| Chefs' Warehouse Inc/The (f) | 5975 | 426555 |
| Costco Wholesale Corp  | 345829 | 349560495 |
| Dollar General Corp  | 253181 | 39556999 |
| Dollar Tree Inc (f) | 273493 | 34591395 |
| Ingles Markets Inc Class A  | 125844 | 10709324 |
| Kroger Co/The  | 943292 | 64370246 |
| Maplebear Inc (f) | 156848 | 5883368 |
| Performance Food Group Co (f) | 302309 | 29342112 |
| PriceSmart Inc  | 126522 | 19562832 |
| Sprouts Farmers Market Inc (f) | 148603 | 10977304 |
| Sysco Corp  | 473182 | 43135271 |
| Target Corp  | 396600 | 45129114 |
| United Natural Foods Inc (e)(f) | 174839 | 6680598 |
| US Foods Holding Corp (f) | 441678 | 42670512 |
| Walmart Inc  | 3015757 | 385866108 |
|  |  | 1200917008 |
| Food Products - 0.3% |  |  |
| Archer-Daniels-Midland Co  | 200 | 13808 |
| BRC Inc Class A (e)(f) | 29818 | 18770 |
| Cal-Maine Foods Inc (e) | 134222 | 11692078 |
| Calavo Growers Inc  | 36078 | 968334 |
| Campbell's Company/The (e) | 298700 | 8049965 |
| Conagra Brands Inc  | 334863 | 6446113 |
| Dole PLC  | 405986 | 6512015 |
| Freshpet Inc (f) | 131209 | 11080600 |
| General Mills Inc  | 379959 | 17185546 |
| Hershey Co/The  | 5474 | 1293397 |
| Hormel Foods Corp  | 39700 | 1016320 |
| Ingredion Inc  | 161800 | 19005028 |
| JM Smucker Co  | 101448 | 11762896 |
| Kraft Heinz Co/The  | 544330 | 13395961 |
| Lamb Weston Holdings Inc  | 244244 | 11770118 |
| Limoneira Co  | 46 | 648 |
| Mama's Creations Inc (f) | 630659 | 10809495 |
| Marzetti Company/The  | 47007 | 7725130 |
| McCormick & Co Inc/MD  | 56200 | 3992448 |
| Mondelez International Inc  | 998586 | 61492926 |
| Pilgrim's Pride Corp  | 180067 | 7771692 |
| Post Holdings Inc (f) | 1832 | 194742 |
| Seaboard Corp  | 10 | 51327 |
| Simply Good Foods Co/The (e)(f) | 410328 | 7000196 |
| Smithfield Foods Inc  | 169098 | 4207158 |
| Tootsie Roll Industries Inc Class A  | 37601 | 1587890 |
| Tyson Foods Inc Class A  | 285947 | 18583696 |
|  |  | 243628297 |
| Household Products - 0.6% |  |  |
| Central Garden & Pet Co Class A (f) | 28707 | 991540 |
| Church & Dwight Co Inc  | 802441 | 84143963 |
| Clorox Co/The  | 83737 | 10647997 |
| Colgate-Palmolive Co  | 718211 | 71203439 |
| Energizer Holdings Inc (e) | 319500 | 6898005 |
| Kimberly-Clark Corp (e) | 198066 | 22072475 |
| Oil-Dri Corp of America  | 370 | 25101 |
| Procter & Gamble Co/The  | 1998090 | 334080648 |
| Reynolds Consumer Products Inc  | 117658 | 2919095 |
| WD-40 Co  | 69716 | 16606351 |
|  |  | 549588614 |
| Personal Care Products - 0.1% |  |  |
| BellRing Brands Inc (f) | 567886 | 10443424 |
| Coty Inc Class A (e)(f) | 189700 | 476147 |
| elf Beauty Inc (e)(f) | 180637 | 16627636 |
| Estee Lauder Cos Inc/The Class A  | 292454 | 32014939 |
| Herbalife Ltd (f) | 3428 | 66914 |
| Honest Co Inc/The (e)(f) | 1732560 | 4851168 |
| Kenvue Inc  | 656851 | 12558991 |
| Medifast Inc (e)(f) | 7845 | 82608 |
| Niagen Bioscience Inc (f) | 30800 | 155540 |
| Nu Skin Enterprises Inc Class A  | 343909 | 2916348 |
| Olaplex Holdings Inc (f) | 1052604 | 1694692 |
|  |  | 81888407 |
| Tobacco - 0.6% |  |  |
| Altria Group Inc  | 2545771 | 175760030 |
| Philip Morris International Inc  | 2180769 | 407433073 |
| Turning Point Brands Inc  | 39361 | 5392063 |
|  |  | 588585166 |
| TOTAL CONSUMER STAPLES |  | 3589718572 |
| Energy - 3.2% |  |  |
| Energy Equipment & Services - 0.4% |  |  |
| Archrock Inc  | 136837 | 4834451 |
| Baker Hughes Co Class A  | 3223961 | 210395696 |
| Cactus Inc Class A  | 135358 | 7309332 |
| Halliburton Co  | 1048900 | 37760400 |
| Liberty Energy Inc Class A  | 182458 | 5125245 |
| Nabors Industries Ltd (f) | 2457 | 191941 |
| NOV Inc  | 73317 | 1485402 |
| Oceaneering International Inc (e)(f) | 71206 | 2527813 |
| Oil States International Inc (f) | 28000 | 366520 |
| Patterson-UTI Energy Inc  | 413832 | 3521710 |
| ProPetro Holding Corp (f) | 434219 | 5267076 |
| SLB Ltd  | 1772421 | 90996095 |
| Solaris Energy Infrastructure Inc Class A  | 237434 | 11783849 |
| TETRA Technologies Inc (f) | 4300 | 37238 |
| Tidewater Inc (f) | 4406 | 349925 |
| Transocean Ltd (f) | 609233 | 3947830 |
| Valaris Ltd (f) | 4698 | 450303 |
| Weatherford International PLC  | 69001 | 7276845 |
|  |  | 393627671 |
| Oil, Gas & Consumable Fuels - 2.8% |  |  |
| Antero Midstream Corp  | 983567 | 22110586 |
| Antero Resources Corp (f) | 458345 | 16871679 |
| APA Corp  | 441900 | 13420503 |
| California Resources Corp  | 62055 | 3651316 |
| Centrus Energy Corp Class A (e)(f) | 2981 | 603921 |
| Cheniere Energy Inc  | 125400 | 29560542 |
| Chevron Corp  | 1275337 | 238181938 |
| Chord Energy Corp  | 51908 | 5625270 |
| Clean Energy Fuels Corp (f) | 261709 | 591462 |
| CNX Resources Corp (e)(f) | 210205 | 8782365 |
| Comstock Resources Inc (f) | 1410 | 27650 |
| ConocoPhillips  | 1199240 | 136065770 |
| Core Natural Resources Inc  | 18382 | 1508795 |
| Coterra Energy Inc  | 149671 | 4578436 |
| Crescent Energy Co Class A (e) | 1252410 | 14603101 |
| CVR Energy Inc (e)(f) | 12100 | 292336 |
| Delek US Holdings Inc  | 322796 | 12301756 |
| Devon Energy Corp  | 1014189 | 44147647 |
| DHT Holdings Inc  | 382895 | 7462624 |
| Diamondback Energy Inc  | 287929 | 50122680 |
| Dorian LPG Ltd  | 78902 | 2918585 |
| DT Midstream Inc  | 140886 | 19560612 |
| Energy Fuels Inc/Canada (United States) (e)(f) | 63218 | 1347808 |
| EOG Resources Inc  | 1350055 | 167514824 |
| EQT Corp  | 1726307 | 106029776 |
| Excelerate Energy Inc Class A  | 23500 | 945875 |
| Expand Energy Corp  | 294219 | 31752114 |
| Exxon Mobil Corp  | 6272114 | 956497386 |
| FutureFuel Corp  | 23800 | 102816 |
| Green Plains Inc (f) | 22200 | 304806 |
| Gulfport Energy Corp (f) | 2455 | 512260 |
| HF Sinclair Corp  | 583895 | 29200589 |
| International Seaways Inc  | 1500 | 113295 |
| Kinder Morgan Inc  | 1147600 | 38180652 |
| Magnolia Oil & Gas Corp Class A  | 423545 | 11783022 |
| Marathon Petroleum Corp  | 207499 | 41128377 |
| Matador Resources Co (e) | 737342 | 37899379 |
| Murphy Oil Corp  | 74015 | 2453597 |
| Northern Oil & Gas Inc (e) | 301814 | 8327048 |
| Occidental Petroleum Corp  | 2600 | 138008 |
| Ovintiv Inc  | 443080 | 22415417 |
| Par Pacific Holdings Inc (f) | 20927 | 892955 |
| PBF Energy Inc Class A  | 329161 | 11718132 |
| Permian Resources Holdings Inc/DE Class A  | 828042 | 15144888 |
| Phillips 66  | 429512 | 66286587 |
| Plains GP Holdings LP Class A  | 8979 | 202387 |
| PrimeEnergy Resources Corp (f) | 533 | 106014 |
| Range Resources Corp (e) | 401132 | 16558729 |
| REX American Resources Corp (f) | 60449 | 2149566 |
| Riley Exploration Permian Inc  | 13000 | 374920 |
| Shell PLC ADR  | 386397 | 32268013 |
| SM Energy Co  | 263440 | 6093367 |
| Targa Resources Corp  | 232346 | 54787187 |
| Uranium Energy Corp (e)(f) | 158311 | 2426908 |
| Valero Energy Corp  | 590159 | 120770138 |
| Williams Cos Inc/The  | 1433706 | 107126512 |
| World Kinect Corp  | 800 | 19960 |
|  |  | 2526562886 |
| TOTAL ENERGY |  | 2920190557 |
| Financials - 11.0% |  |  |
| Banks - 3.5% |  |  |
| 1st Source Corp  | 20810 | 1394478 |
| Amalgamated Financial Corp  | 6124 | 235713 |
| Ameris Bancorp  | 13881 | 1077998 |
| Associated Banc-Corp  | 394892 | 10429098 |
| Atlantic Union Bankshares Corp (e) | 99615 | 3691732 |
| Axos Financial Inc (f) | 129267 | 11222961 |
| Banc of California Inc  | 1400 | 25858 |
| Bancorp Inc/The (f) | 99099 | 5201707 |
| Bank First Corp  | 1456 | 196080 |
| Bank of America Corp  | 12545809 | 625157662 |
| Bank of Hawaii Corp  | 6728 | 509781 |
| Bank OZK  | 105700 | 4921392 |
| Bank7 Corp  | 3615 | 147058 |
| Banner Corp  | 103459 | 6088562 |
| Beacon Financial Corp  | 2388 | 71019 |
| BOK Financial Corp  | 16600 | 2086952 |
| Camden National Corp  | 6790 | 313426 |
| Capitol Federal Financial Inc  | 30315 | 217662 |
| CF Bankshares Inc Class A  | 1067 | 32245 |
| Citigroup Inc  | 2868439 | 316073293 |
| Citizens Financial Group Inc  | 959060 | 57725821 |
| Columbia Banking System Inc  | 275800 | 7846510 |
| Commerce Bancshares Inc/MO  | 51187 | 2610025 |
| Community Trust Bancorp Inc  | 12295 | 738192 |
| Community West Bancshares  | 12881 | 299226 |
| Connectone Bancorp Inc  | 41315 | 1096087 |
| Cullen/Frost Bankers Inc  | 114733 | 15858395 |
| Customers Bancorp Inc (f) | 14405 | 971473 |
| CVB Financial Corp  | 6780 | 130379 |
| East West Bancorp Inc  | 307982 | 33708630 |
| Eastern Bankshares Inc  | 38357 | 750263 |
| Enterprise Financial Services Corp  | 11385 | 650084 |
| Esquire Financial Holdings Inc  | 14445 | 1458656 |
| Fifth Third Bancorp  | 2936648 | 145275977 |
| First Business Financial Services Inc  | 5976 | 326588 |
| First Citizens BancShares Inc/NC Class A (e) | 9186 | 17436406 |
| First Financial Bankshares Inc  | 74965 | 2318667 |
| First Hawaiian Inc  | 329393 | 8155771 |
| First Horizon Corp  | 1352038 | 32164984 |
| First Internet Bancorp  | 11254 | 228231 |
| Flagstar Financial Inc (e) | 609234 | 7731179 |
| Flushing Financial Corp  | 38890 | 600073 |
| FNB Corp/PA  | 304268 | 5169513 |
| Hancock Whitney Corp  | 1132 | 74497 |
| Heritage Commerce Corp  | 25350 | 315101 |
| Hilltop Holdings Inc  | 1924 | 72015 |
| Home BancShares Inc/AR  | 2200 | 60412 |
| HomeTrust Bancshares Inc  | 5547 | 233751 |
| Horizon Bancorp Inc/IN  | 55556 | 935563 |
| Huntington Bancshares Inc/OH  | 1331590 | 22370712 |
| Independent Bank Corp (e) | 117660 | 9185716 |
| Independent Bank Corp/MI  | 29535 | 1026341 |
| Investar Holding Corp  | 6377 | 180023 |
| JPMorgan Chase & Co  | 2270555 | 681847667 |
| Kearny Financial Corp/MD  | 164960 | 1261944 |
| KeyCorp  | 2017296 | 41838719 |
| Live Oak Bancshares Inc  | 19042 | 690653 |
| M&T Bank Corp  | 59943 | 13006432 |
| Meridian Corp  | 49980 | 971611 |
| Metropolitan Bank Holding Corp  | 15056 | 1266962 |
| Midland States Bancorp Inc  | 9557 | 211496 |
| National Bank Holdings Corp Class A  | 114141 | 4564499 |
| NB Bancorp Inc  | 57846 | 1234434 |
| Nicolet Bankshares Inc (e) | 9046 | 1381867 |
| Northfield Bancorp Inc  | 210506 | 2808150 |
| Northrim BanCorp Inc  | 47530 | 1116480 |
| OceanFirst Financial Corp  | 160353 | 2895975 |
| Old National Bancorp/IN  | 405552 | 9368251 |
| Park National Corp  | 8490 | 1396860 |
| Pathward Financial Inc  | 49381 | 4483301 |
| Peoples Bancorp Inc/OH  | 4251 | 137180 |
| Pinnacle Financial Partners Inc  | 193942 | 17602176 |
| PNC Financial Services Group Inc/The  | 142979 | 30361591 |
| Preferred Bank/Los Angeles CA  | 24762 | 2172123 |
| Provident Financial Services Inc (e) | 22864 | 481059 |
| Regions Financial Corp  | 1627322 | 45288371 |
| S&T Bancorp Inc  | 2400 | 100344 |
| Seacoast Banking Corp of Florida  | 305594 | 9510085 |
| ServisFirst Bancshares Inc  | 200 | 16201 |
| Southern First Bancshares Inc (f) | 9330 | 520987 |
| SOUTHSTATE BANK CORP  | 4828 | 476379 |
| Texas Capital Bancshares Inc (f) | 95733 | 9123355 |
| Third Coast Bancshares Inc (f) | 2577 | 102075 |
| Tompkins Financial Corp  | 854 | 65510 |
| Towne Bank/Portsmouth VA  | 1604 | 54953 |
| Truist Financial Corp  | 1138731 | 56150826 |
| Trustmark Corp  | 1414 | 60222 |
| UMB Financial Corp (e) | 115378 | 13370003 |
| United Bankshares Inc/WV  | 27434 | 1133024 |
| United Community Bank/SC  | 22263 | 716201 |
| Unity Bancorp Inc  | 4511 | 239940 |
| US Bancorp  | 4643611 | 253819777 |
| WaFd Inc (e) | 295973 | 9222519 |
| Washington Trust Bancorp Inc  | 20812 | 701156 |
| Webster Financial Corp  | 5400 | 389502 |
| Wells Fargo & Co  | 5826449 | 474564271 |
| WesBanco Inc  | 23571 | 821921 |
| Western Alliance Bancorp  | 159728 | 12829353 |
| Wintrust Financial Corp  | 82467 | 11880196 |
| Zions Bancorp NA  | 373763 | 21409145 |
|  |  | 3110465684 |
| Capital Markets - 2.4% |  |  |
| Acadian Asset Management Inc  | 20291 | 1092873 |
| Affiliated Managers Group Inc  | 51000 | 15615180 |
| Ameriprise Financial Inc  | 82895 | 38970597 |
| Ares Management Corp Class A  | 189397 | 21214358 |
| Artisan Partners Asset Management Inc Class A (e) | 151605 | 6106649 |
| Bank of New York Mellon Corp/The  | 948425 | 112957418 |
| BGC Group Inc Class A  | 13896 | 132290 |
| Blackrock Inc  | 104051 | 110630145 |
| Blackstone Inc  | 149800 | 16982826 |
| Blue Owl Capital Inc Class A (e) | 233700 | 2465535 |
| Carlyle Group Inc/The  | 193236 | 10046340 |
| Cboe Global Markets Inc  | 63166 | 18932114 |
| Charles Schwab Corp/The  | 3715722 | 353736734 |
| CME Group Inc Class A  | 187081 | 59772380 |
| Cohen & Steers Inc  | 59244 | 3961646 |
| Coinbase Global Inc Class A (f) | 16930 | 2977141 |
| Diamond Hill Investment Group Inc  | 5552 | 954222 |
| DigitalBridge Group Inc Class A  | 13249 | 204697 |
| Evercore Inc Class A  | 153518 | 47412499 |
| FactSet Research Systems Inc (e) | 39409 | 8544265 |
| Federated Hermes Inc Class B  | 427210 | 23928032 |
| Franklin Resources Inc  | 141288 | 3749784 |
| Goldman Sachs Group Inc/The  | 336150 | 288944456 |
| Hamilton Lane Inc Class A  | 87030 | 9132928 |
| Houlihan Lokey Inc Class A  | 239471 | 39218166 |
| Interactive Brokers Group Inc Class A  | 155886 | 11097524 |
| Intercontinental Exchange Inc  | 490134 | 80445693 |
| Invesco Ltd  | 1323674 | 34759679 |
| Janus Henderson Group PLC  | 36080 | 1879768 |
| Jefferies Financial Group Inc  | 743385 | 33006294 |
| KKR & Co Inc Class A  | 1072813 | 94064244 |
| Lazard Inc  | 242591 | 12275105 |
| LPL Financial Holdings Inc  | 21253 | 6383976 |
| MarketAxess Holdings Inc  | 140646 | 27004032 |
| Miami International Holdings Inc  | 28721 | 1223515 |
| Moelis & Co Class A  | 159576 | 9472431 |
| Moody's Corp  | 153776 | 73441880 |
| Morgan Stanley  | 1347427 | 224360070 |
| Morningstar Inc  | 75568 | 13839524 |
| MSCI Inc  | 31164 | 17820510 |
| Nasdaq Inc  | 389795 | 34138246 |
| Northern Trust Corp  | 85300 | 12205577 |
| Open Lending Corp (f) | 4483055 | 5962463 |
| Oppenheimer Holdings Inc Class A  | 48774 | 4208708 |
| Perella Weinberg Partners Class A (e) | 158302 | 2930170 |
| PJT Partners Inc Class A  | 65436 | 9663588 |
| Raymond James Financial Inc  | 97600 | 14940608 |
| Ridgepost Capital Inc Class A (e) | 557098 | 4495781 |
| Robinhood Markets Inc Class A (f) | 200750 | 15226888 |
| S&P Global Inc  | 168150 | 74302122 |
| SEI Investments Co  | 477427 | 38824364 |
| State Street Corp  | 560139 | 72045078 |
| StepStone Group Inc Class A  | 9937 | 428682 |
| Stifel Financial Corp  | 168477 | 12475722 |
| StoneX Group Inc (f) | 8814 | 1123785 |
| T Rowe Price Group Inc  | 59200 | 5602096 |
| TPG Inc Class A  | 245816 | 10673331 |
| Tradeweb Markets Inc Class A  | 326521 | 40245346 |
| Virtu Financial Inc Class A  | 897762 | 37176324 |
| WisdomTree Inc  | 3528 | 60363 |
|  |  | 2235486762 |
| Consumer Finance - 0.3% |  |  |
| Ally Financial Inc  | 199248 | 7858341 |
| American Express Co  | 304243 | 93980663 |
| Atlanticus Holdings Corp (f) | 1056 | 55239 |
| Bread Financial Holdings Inc  | 1288 | 91268 |
| Capital One Financial Corp  | 448678 | 87779364 |
| Dave Inc Class A (f) | 96380 | 18627363 |
| Encore Capital Group Inc (f) | 115092 | 7859633 |
| Enova International Inc (f) | 109057 | 15164376 |
| EZCORP Inc Class A (f) | 78864 | 2092262 |
| Figure Technology Solutions Inc Class A (e) | 394400 | 9970432 |
| Green Dot Corp Class A (f) | 500 | 5779 |
| LendingClub Corp (f) | 10200 | 152082 |
| Lendingtree Inc (f) | 7438 | 277958 |
| Navient Corp  | 22610 | 198742 |
| Nelnet Inc Class A  | 600 | 77676 |
| OneMain Holdings Inc  | 194653 | 10709808 |
| Oportun Financial Corp (f) | 1200 | 6215 |
| PRA Group Inc (f) | 99417 | 1565818 |
| PROG Holdings Inc  | 89246 | 3142352 |
| SLM Corp  | 273600 | 5127264 |
| SoFi Technologies Inc Class A (f) | 1340811 | 23812803 |
| Synchrony Financial  | 327900 | 22661169 |
| Upstart Holdings Inc (e)(f) | 30725 | 836642 |
|  |  | 312053249 |
| Financial Services - 2.9% |  |  |
| Affirm Holdings Inc Class A (f) | 805091 | 37823175 |
| Apollo Global Management Inc  | 1028804 | 107612898 |
| Berkshire Hathaway Inc Class A (f) | 7 | 5299000 |
| Berkshire Hathaway Inc Class B (f) | 1258120 | 635287694 |
| Block Inc Class A (f) | 964012 | 61407564 |
| Cannae Holdings Inc (e) | 212504 | 2592549 |
| Cantaloupe Inc (f) | 125736 | 1312684 |
| Corebridge Financial Inc (e) | 1199031 | 30982961 |
| Corpay Inc (f) | 345402 | 112290190 |
| Enact Holdings Inc  | 6800 | 284512 |
| Equitable Holdings Inc  | 1061791 | 42705234 |
| Essent Group Ltd  | 25075 | 1525563 |
| Federal Agricultural Mortgage Corp Class C  | 2411 | 380118 |
| Fidelity National Information Services Inc  | 2051490 | 104543930 |
| Fiserv Inc (f) | 399940 | 24912263 |
| Global Payments Inc  | 298181 | 22798919 |
| HA Sustainable Infrastructure Capital Inc  | 347463 | 12689349 |
| International Money Express Inc (f) | 63855 | 1007632 |
| Jack Henry & Associates Inc  | 2324 | 377557 |
| Jackson Financial Inc  | 12562 | 1375288 |
| Mastercard Inc Class A  | 1476390 | 763603672 |
| MGIC Investment Corp  | 559900 | 14854147 |
| NCR Atleos Corp (f) | 283405 | 12549173 |
| NMI Holdings Inc (f) | 128576 | 5054323 |
| Onity Group Inc (f) | 5224 | 218938 |
| Paymentus Holdings Inc Class A (f) | 3300 | 80751 |
| Payoneer Global Inc (f) | 245700 | 1061424 |
| PayPal Holdings Inc  | 523028 | 24169124 |
| PennyMac Financial Services Inc  | 100 | 9193 |
| Radian Group Inc  | 438214 | 15127147 |
| Remitly Global Inc (f) | 882839 | 14743411 |
| Repay Holdings Corp Class A (f) | 1945835 | 5409421 |
| Rocket Cos Inc Class A  | 66045 | 1201359 |
| Sezzle Inc (e)(f) | 119069 | 8686084 |
| Shift4 Payments Inc Class A (e)(f) | 219574 | 9676626 |
| Sycamore Partners LLC rights (f)(g) | 304719 | 164548 |
| Toast Inc Class A (f) | 148348 | 4051384 |
| Velocity Financial Inc (f) | 39750 | 738953 |
| Visa Inc Class A  | 1693820 | 542259535 |
| Voya Financial Inc  | 455892 | 30490057 |
| Walker & Dunlop Inc  | 100287 | 4614205 |
| Waterstone Financial Inc  | 20699 | 368649 |
| Western Union Co/The (e) | 1441909 | 13885584 |
| WEX Inc (f) | 57396 | 8562909 |
|  |  | 2688789697 |
| Insurance - 1.9% |  |  |
| AFLAC Inc  | 243574 | 27506812 |
| Allstate Corp/The  | 533502 | 114446849 |
| American Financial Group Inc/OH  | 286455 | 38092786 |
| American Integrity Insurance Group Inc (e) | 14835 | 302041 |
| American International Group Inc  | 948629 | 76355148 |
| Amerisafe Inc  | 89249 | 2903270 |
| Aon PLC  | 325667 | 109251508 |
| Arch Capital Group Ltd (f) | 191136 | 19142270 |
| Arthur J Gallagher & Co (e) | 677973 | 154713439 |
| Assurant Inc  | 36747 | 8436744 |
| Assured Guaranty Ltd  | 235620 | 20312800 |
| Ategrity Specialty Holdings LLC  | 6014 | 133030 |
| Axis Capital Holdings Ltd  | 410981 | 43448911 |
| Baldwin Insurance Group Inc/The Class A (e)(f) | 402326 | 9346033 |
| Brighthouse Financial Inc (f) | 2000 | 119960 |
| Brown & Brown Inc  | 97200 | 6980904 |
| Chubb Ltd  | 710882 | 242311239 |
| Cincinnati Financial Corp  | 153496 | 25170274 |
| CNA Financial Corp (e) | 162550 | 7805651 |
| Donegal Group Inc Class A  | 16150 | 284563 |
| eHealth Inc (f) | 1131 | 1470 |
| Employers Holdings Inc  | 3877 | 160314 |
| Erie Indemnity Co Class A (e) | 54650 | 14724896 |
| Everest Group Ltd  | 85280 | 28610587 |
| Exzeo Group Inc  | 292394 | 4900523 |
| F&G Annuities & Life Inc  | 34880 | 790032 |
| Fidelity National Financial Inc  | 87146 | 4608280 |
| First American Financial Corp  | 230560 | 16164562 |
| Genworth Financial Inc Class A (f) | 1835930 | 15495249 |
| Globe Life Inc  | 244629 | 35534809 |
| Goosehead Insurance Inc Class A (f) | 54537 | 2955905 |
| Hanover Insurance Group Inc/The  | 108161 | 19537121 |
| Hartford Insurance Group Inc/The  | 449994 | 63372655 |
| Heritage Insurance Holdings Inc (f) | 47949 | 1336339 |
| Hippo Holdings Inc (f) | 44689 | 1285256 |
| Horace Mann Educators Corp  | 591 | 25714 |
| Kemper Corp  | 85659 | 2768499 |
| Kinsale Capital Group Inc (e) | 75527 | 29430606 |
| Lemonade Inc (e)(f) | 15382 | 795865 |
| Lincoln National Corp  | 337394 | 11572614 |
| Loews Corp  | 67600 | 7437352 |
| Markel Group Inc (f) | 2859 | 5925192 |
| Marsh & McLennan Cos Inc  | 772328 | 144224531 |
| Mercury General Corp  | 9263 | 839043 |
| MetLife Inc  | 1163376 | 83844508 |
| Octave Specialty Group Inc (f) | 49667 | 265718 |
| Old Republic International Corp  | 277700 | 11904999 |
| Oscar Health Inc Class A (f) | 277494 | 3785018 |
| Palomar Hldgs Inc (f) | 21572 | 2668672 |
| Primerica Inc  | 89187 | 22623174 |
| Principal Financial Group Inc  | 167569 | 15989434 |
| ProAssurance Corp (f) | 323 | 7930 |
| Progressive Corp/The  | 459675 | 98214161 |
| Prudential Financial Inc  | 278123 | 27361741 |
| Reinsurance Group of America Inc  | 108666 | 23442516 |
| RLI Corp (e) | 293618 | 18298274 |
| Root Inc/OH Class A (e)(f) | 3173 | 164615 |
| Safety Insurance Group Inc  | 1100 | 85393 |
| Selective Insurance Group Inc  | 2 | 168 |
| Skyward Specialty Insurance Group Inc (f) | 13654 | 634501 |
| Slide Insurance Holdings Inc (f) | 86305 | 1639795 |
| Stewart Information Services Corp  | 65720 | 4665463 |
| Tiptree Inc Class A  | 22294 | 379667 |
| Travelers Companies Inc/The  | 152081 | 46938280 |
| United Fire Group Inc  | 3727 | 144831 |
| Universal Insurance Holdings Inc  | 84842 | 2983893 |
| Unum Group  | 427266 | 30647790 |
| W R Berkley Corp  | 120803 | 8661575 |
| White Mountains Insurance Group Ltd (e) | 13654 | 30318844 |
| Willis Towers Watson PLC  | 82300 | 25115491 |
|  |  | 1780348097 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Annaly Capital Management Inc  | 550700 | 12798268 |
| Ellington Financial Inc  | 500 | 6210 |
| Granite Point Mortgage Trust Inc  | 8100 | 14094 |
| Ladder Capital Corp Class A  | 6412 | 66492 |
| Pennymac Mortgage Investment Trust  | 1300 | 15938 |
| Ready Capital Corp  | 9500 | 17575 |
| Rithm Capital Corp  | 61900 | 622095 |
| Starwood Property Trust Inc  | 9200 | 163852 |
| Two Harbors Investment Corp  | 1100 | 11363 |
|  |  | 13715887 |
| TOTAL FINANCIALS |  | 10140859376 |
| Health Care - 8.5% |  |  |
| Biotechnology - 2.1% |  |  |
| AbbVie Inc  | 2477838 | 575056643 |
| ACADIA Pharmaceuticals Inc (f) | 83813 | 2058447 |
| ADMA Biologics Inc (f) | 25700 | 400149 |
| Agios Pharmaceuticals Inc (e)(f) | 460278 | 13914204 |
| Alector Inc (f) | 45900 | 111537 |
| Aligos Therapeutics Inc Class A (f) | 760 | 5343 |
| Alkermes PLC (f) | 71545 | 2153505 |
| Alnylam Pharmaceuticals Inc (f) | 38963 | 12971562 |
| Altimmune Inc (e)(f) | 36028 | 155281 |
| Amgen Inc  | 404568 | 157037115 |
| Amicus Therapeutics Inc (f) | 58082 | 834638 |
| AnaptysBio Inc (f) | 8100 | 445905 |
| Anika Therapeutics Inc (f) | 4463 | 64089 |
| Apellis Pharmaceuticals Inc (f) | 67223 | 1408994 |
| Apogee Therapeutics Inc (f) | 11530 | 807100 |
| Arcturus Therapeutics Holdings Inc (e)(f) | 43893 | 361239 |
| Arcus Biosciences Inc (f) | 12612 | 256906 |
| Arcutis Biotherapeutics Inc (f) | 56600 | 1526502 |
| Ardelyx Inc (f) | 198343 | 1299147 |
| Arrowhead Pharmaceuticals Inc (f) | 27058 | 1711960 |
| Atrium Therapeutics Inc  | 1327 | 19573 |
| Avidity Biosciences Inc (f) | 13279 | 956088 |
| Beam Therapeutics Inc (f) | 6228 | 177249 |
| BioCryst Pharmaceuticals Inc (f) | 236392 | 2068430 |
| Biogen Inc (f) | 53400 | 10243188 |
| BioMarin Pharmaceutical Inc (f) | 182060 | 11238564 |
| Black Diamond Therapeutics Inc (f) | 400 | 988 |
| Blueprint Medicines Corp rights (f)(g) | 24629 | 0 |
| Bridgebio Pharma Inc (f) | 237542 | 15791792 |
| Candel Therapeutics Inc (e)(f) | 1678654 | 8812934 |
| CareDx Inc (f) | 157634 | 2957214 |
| Caris Life Sciences Inc (e)(f) | 189239 | 3811273 |
| Catalyst Pharmaceuticals Inc (f) | 82114 | 1895191 |
| Celldex Therapeutics Inc (f) | 24529 | 738078 |
| Centessa Pharmaceuticals PLC ADR (f) | 69000 | 1853340 |
| CG oncology Inc (f) | 18000 | 1058400 |
| Cogent Biosciences Inc (f) | 132083 | 5131425 |
| Corvus Pharmaceuticals Inc (f) | 29306 | 535128 |
| Cytokinetics Inc (e)(f) | 291100 | 18112242 |
| Day One Biopharmaceuticals Inc (f) | 135276 | 1433926 |
| Denali Therapeutics Inc (f) | 48712 | 1031720 |
| Design Therapeutics Inc (f) | 100 | 1044 |
| Disc Medicine Inc (f) | 34708 | 2312247 |
| Dyne Therapeutics Inc (f) | 7527 | 117572 |
| Editas Medicine Inc (f) | 80316 | 176695 |
| Emergent BioSolutions Inc (f) | 9655 | 78688 |
| Exact Sciences Corp (f) | 28392 | 2935165 |
| Exelixis Inc (f) | 1210918 | 53353047 |
| Gilead Sciences Inc  | 1250564 | 186271508 |
| GRAIL Inc (e)(f) | 4495 | 239269 |
| Halozyme Therapeutics Inc (f) | 308166 | 21426782 |
| Heron Therapeutics Inc (e)(f) | 24863 | 29587 |
| Ideaya Biosciences Inc (f) | 54002 | 1738864 |
| Incyte Corp (f) | 565158 | 57233551 |
| Insmed Inc (f) | 196756 | 29381573 |
| Intellia Therapeutics Inc (e)(f) | 50538 | 696414 |
| Ionis Pharmaceuticals Inc (f) | 269755 | 21890618 |
| Iovance Biotherapeutics Inc (e)(f) | 139705 | 539261 |
| Ironwood Pharmaceuticals Inc Class A (f) | 156444 | 535038 |
| Janux Therapeutics Inc (f) | 28994 | 394608 |
| Kiniksa Pharmaceuticals International Plc Class A (f) | 42892 | 1908265 |
| Kura Oncology Inc (f) | 18329 | 160012 |
| Kymera Therapeutics Inc (e)(f) | 22771 | 2080131 |
| Legend Biotech Corp ADR (f) | 128000 | 2432000 |
| MacroGenics Inc (f) | 48000 | 95520 |
| Madrigal Pharmaceuticals Inc (f) | 4388 | 1895616 |
| MannKind Corp (f) | 286582 | 939989 |
| MiMedx Group Inc (f) | 214601 | 1049399 |
| Mineralys Therapeutics Inc (f) | 40000 | 1170400 |
| Mirum Pharmaceuticals Inc (e)(f) | 41493 | 3829389 |
| Moderna Inc (f) | 138362 | 7412052 |
| Myriad Genetics Inc (f) | 129061 | 594971 |
| Natera Inc (f) | 232346 | 48337262 |
| Neurocrine Biosciences Inc (f) | 128263 | 16962782 |
| Novavax Inc (e)(f) | 85900 | 871026 |
| Nuvalent Inc Class A (f) | 22800 | 2324460 |
| Olema Pharmaceuticals Inc (f) | 54000 | 1306800 |
| Organogenesis Holdings Inc Class A (f) | 28300 | 90843 |
| Praxis Precision Medicines Inc (f) | 12060 | 4061205 |
| Protagonist Therapeutics Inc (f) | 12258 | 1128717 |
| PTC Therapeutics Inc (f) | 145871 | 9946943 |
| Puma Biotechnology Inc (f) | 13811 | 78723 |
| Recursion Pharmaceuticals Inc Class A (e)(f) | 212474 | 779780 |
| Regeneron Pharmaceuticals Inc  | 235050 | 183731534 |
| REGENXBIO Inc (e)(f) | 117086 | 1058457 |
| Revolution Medicines Inc (f) | 60870 | 6209957 |
| Rigel Pharmaceuticals Inc (f) | 20109 | 698587 |
| Roivant Sciences Ltd (f) | 24245 | 701650 |
| Sana Biotechnology Inc (f) | 1300 | 5473 |
| Sarepta Therapeutics Inc (e)(f) | 71934 | 1205614 |
| Savara Inc (f) | 23000 | 138460 |
| Scholar Rock Holding Corp (e)(f) | 24583 | 1088289 |
| Soleno Therapeutics Inc (f) | 32306 | 1262195 |
| Spyre Therapeutics Inc (f) | 22221 | 955725 |
| Summit Therapeutics Inc (e)(f) | 7725 | 128158 |
| Syndax Pharmaceuticals Inc (e)(f) | 117848 | 2558480 |
| Taysha Gene Therapies Inc (f) | 64700 | 293091 |
| TG Therapeutics Inc (e)(f) | 112901 | 3397191 |
| Travere Therapeutics Inc (f) | 45563 | 1357322 |
| TScan Therapeutics Inc (f) | 1500 | 1590 |
| Twist Bioscience Corp (e)(f) | 121191 | 5686282 |
| Ultragenyx Pharmaceutical Inc (f) | 599685 | 14026632 |
| United Therapeutics Corp (f) | 192835 | 97169557 |
| Upstream Bio Inc (f) | 2382 | 18294 |
| Vanda Pharmaceuticals Inc (f) | 181262 | 1615044 |
| Vaxcyte Inc (f) | 60414 | 3729960 |
| Veracyte Inc (f) | 412206 | 15082618 |
| Vericel Corp (f) | 159864 | 5703948 |
| Vertex Pharmaceuticals Inc (f) | 437284 | 217255810 |
| Viking Therapeutics Inc (f) | 80476 | 2723308 |
| Vir Biotechnology Inc (f) | 29013 | 263728 |
| Viridian Therapeutics Inc (f) | 81900 | 2406222 |
| Voyager Therapeutics Inc (f) | 12873 | 52779 |
| XenoTherapeutics Inc rights (f)(g) | 7699 | 0 |
| Zenas Biopharma Inc (e)(f) | 60000 | 1581000 |
| Zentalis Pharmaceuticals Inc (f) | 3111 | 7435 |
| Zymeworks Inc (f) | 33664 | 784035 |
|  |  | 1922153250 |
| Health Care Equipment & Supplies - 1.7% |  |  |
| Abbott Laboratories  | 1563086 | 181865056 |
| ABIOMED Inc (f)(g) | 14700 | 33957 |
| Align Technology Inc (f) | 102776 | 19537718 |
| Alphatec Holdings Inc (f) | 3300 | 44946 |
| AngioDynamics Inc (e)(f) | 35214 | 402848 |
| Avanos Medical Inc (e)(f) | 12300 | 173430 |
| Axogen Inc (f) | 201965 | 6408349 |
| Baxter International Inc  | 224500 | 4573065 |
| Becton Dickinson & Co  | 154754 | 27310986 |
| Boston Scientific Corp (f) | 3076272 | 236411503 |
| Cerus Corp (f) | 7700 | 19712 |
| CONMED Corp  | 1176 | 54096 |
| Cooper Cos Inc/The (f) | 283505 | 23720863 |
| CVRx Inc (f) | 400 | 3263 |
| DENTSPLY SIRONA Inc  | 193488 | 2840404 |
| Dexcom Inc (f) | 116389 | 8546444 |
| Edwards Lifesciences Corp (f) | 694025 | 60012342 |
| Electromed Inc (f) | 15235 | 361070 |
| Embecta Corp  | 426532 | 4376218 |
| Enovis Corp (e)(f) | 168647 | 4295439 |
| Envista Holdings Corp (f) | 539051 | 15745680 |
| GE HealthCare Technologies Inc  | 186350 | 15703715 |
| Glaukos Corp (f) | 16028 | 1929771 |
| Globus Medical Inc Class A (f) | 373891 | 35691635 |
| Haemonetics Corp (f) | 141262 | 8944710 |
| Hologic Inc (f) | 5295 | 399031 |
| ICU Medical Inc (e)(f) | 78605 | 11836341 |
| IDEXX Laboratories Inc (f) | 30017 | 19713064 |
| Inmode Ltd (f) | 42822 | 588803 |
| Inogen Inc (f) | 2200 | 13420 |
| Inspire Medical Systems Inc (f) | 58168 | 3752418 |
| Insulet Corp (f) | 34313 | 8461929 |
| Integer Holdings Corp (f) | 191789 | 16624271 |
| Integra LifeSciences Holdings Corp (f) | 3200 | 36416 |
| Intuitive Surgical Inc (f) | 340572 | 171481408 |
| iRadimed Corp  | 18763 | 1942533 |
| iRhythm Technologies Inc (f) | 13097 | 1751724 |
| Kestra Medical Technologies Ltd (e)(f) | 42000 | 977760 |
| Lantheus Holdings Inc (f) | 283789 | 21258634 |
| LeMaitre Vascular Inc  | 44813 | 4847870 |
| LivaNova PLC (f) | 44168 | 3118261 |
| Masimo Corp (f) | 582 | 102054 |
| Medline Inc Class A (e) | 126803 | 6024411 |
| Medtronic PLC  | 2130996 | 208113069 |
| Merit Medical Systems Inc (f) | 61643 | 4757607 |
| NeuroPace Inc (f) | 33049 | 481854 |
| Novocure Ltd (f) | 163692 | 2237670 |
| Omnicell Inc (f) | 23161 | 951917 |
| OraSure Technologies Inc (f) | 7885 | 24838 |
| Penumbra Inc (f) | 3980 | 1370672 |
| PROCEPT BioRobotics Corp (e)(f) | 169070 | 3836198 |
| Pulmonx Corp (f) | 10200 | 16116 |
| Pulse Biosciences Inc (e)(f) | 404490 | 7576098 |
| ResMed Inc  | 177139 | 45393640 |
| RxSight Inc (e)(f) | 26000 | 194480 |
| Sanara Medtech Inc (f) | 2605 | 53246 |
| Solventum Corp (f) | 324311 | 24063876 |
| STERIS PLC  | 68271 | 17228187 |
| Stryker Corp  | 755227 | 292620253 |
| Tactile Systems Technology Inc (f) | 4400 | 128876 |
| Tandem Diabetes Care Inc (f) | 131687 | 3331681 |
| Teleflex Inc  | 218452 | 26664251 |
| TransMedics Group Inc (e)(f) | 58199 | 8453987 |
| Utah Medical Products Inc  | 6355 | 423307 |
| Varex Imaging Corp (f) | 5800 | 76386 |
| Zimmer Biomet Holdings Inc  | 87600 | 8623344 |
|  |  | 1588559121 |
| Health Care Providers & Services - 1.4% |  |  |
| Acadia Healthcare Co Inc (e)(f) | 274233 | 6428022 |
| Accendra Health Inc (e)(f) | 124900 | 302258 |
| Addus HomeCare Corp (f) | 18939 | 1960755 |
| agilon health Inc (f) | 1055800 | 622183 |
| Alignment Healthcare Inc (f) | 95369 | 1832992 |
| BrightSpring Health Services Inc (f) | 108134 | 4479992 |
| Brookdale Senior Living Inc (f) | 9971 | 152556 |
| Cardinal Health Inc  | 284768 | 65277369 |
| Castle Biosciences Inc (f) | 664357 | 19645036 |
| Cencora Inc  | 210789 | 78443018 |
| Centene Corp (f) | 711610 | 31937057 |
| Chemed Corp  | 48788 | 20003568 |
| Cigna Group/The  | 93744 | 27168886 |
| Clover Health Investments Corp Class A (e)(f) | 49256 | 102944 |
| CorVel Corp (f) | 76409 | 3941176 |
| Cross Country Healthcare Inc (f) | 5788 | 50355 |
| CVS Health Corp  | 2218741 | 177277406 |
| DaVita Inc (f) | 138470 | 21642861 |
| Elevance Health Inc  | 93766 | 30005120 |
| Encompass Health Corp  | 225343 | 24310003 |
| Ensign Group Inc/The  | 18665 | 3997483 |
| Fulgent Genetics Inc (f) | 86717 | 1329372 |
| GeneDx Holdings Corp Class A (f) | 99855 | 7959442 |
| Guardant Health Inc (f) | 284457 | 26710512 |
| HCA Healthcare Inc  | 298818 | 158283895 |
| HealthEquity Inc (f) | 190662 | 14583736 |
| Henry Schein Inc (f) | 68768 | 5665796 |
| Hims & Hers Health Inc Class A (e)(f) | 69936 | 1015471 |
| Hinge Health Inc Class A (f) | 23088 | 987243 |
| Humana Inc  | 10000 | 1905400 |
| Labcorp Holdings Inc (e) | 57953 | 16755371 |
| LifeStance Health Group Inc (e)(f) | 389904 | 2822905 |
| McKesson Corp (e) | 104568 | 103247306 |
| Molina Healthcare Inc (f) | 3500 | 539175 |
| National Research Corp Class A  | 36094 | 484021 |
| NeoGenomics Inc (e)(f) | 105900 | 1040997 |
| Option Care Health Inc (f) | 4950 | 160677 |
| PACS Group Inc (f) | 15237 | 556303 |
| Pediatrix Medical Group Inc (e)(f) | 5600 | 111160 |
| Privia Health Group Inc (f) | 180763 | 4293121 |
| Progyny Inc (f) | 43562 | 770612 |
| Quest Diagnostics Inc  | 96891 | 20532172 |
| RadNet Inc (f) | 29574 | 2064561 |
| Select Medical Holdings Corp  | 537143 | 8041031 |
| Tenet Healthcare Corp (f) | 260351 | 62325426 |
| UnitedHealth Group Inc  | 1085247 | 318270388 |
| Universal Health Services Inc Class B  | 235692 | 48576121 |
| Viemed Healthcare Inc (f) | 19686 | 171268 |
|  |  | 1328784522 |
| Health Care Technology - 0.0% |  |  |
| Definitive Healthcare Corp Class A (f) | 35792 | 45813 |
| Doximity Inc Class A (f) | 517818 | 12702076 |
| Evolent Health Inc Class A (f) | 70000 | 227500 |
| HealthStream Inc (e) | 51020 | 1083155 |
| Phreesia Inc (f) | 68766 | 847885 |
| Schrodinger Inc/United States (e)(f) | 72454 | 873795 |
| Veeva Systems Inc Class A (f) | 46533 | 8469471 |
| Waystar Holding Corp (e)(f) | 352396 | 9038957 |
|  |  | 33288652 |
| Life Sciences Tools & Services - 0.8% |  |  |
| 10X Genomics Inc Class A (f) | 131784 | 3037621 |
| Adaptive Biotechnologies Corp (f) | 3739 | 59899 |
| Agilent Technologies Inc  | 69364 | 8419402 |
| Avantor Inc (f) | 418335 | 3785932 |
| Azenta Inc (e)(f) | 305279 | 8236427 |
| Bio-Rad Laboratories Inc Class A (e)(f) | 35269 | 9820300 |
| Bio-Techne Corp  | 738432 | 43567488 |
| Charles River Laboratories International Inc (f) | 152853 | 27282732 |
| Codexis Inc (f) | 22500 | 22725 |
| Cytek Biosciences Inc (f) | 700 | 3136 |
| Danaher Corp  | 959236 | 202053472 |
| Fortrea Holdings Inc (f) | 14317 | 153478 |
| ICON PLC (f) | 129565 | 14011159 |
| Illumina Inc (f) | 56732 | 7628185 |
| IQVIA Holdings Inc (f) | 111750 | 19982018 |
| MaxCyte Inc (f) | 13385 | 10859 |
| Medpace Holdings Inc (f) | 80870 | 36533831 |
| Mettler-Toledo International Inc (f) | 846 | 1156220 |
| OmniAb Inc (f) | 6224 | 10705 |
| Personalis Inc (e)(f) | 486020 | 4403341 |
| QIAGEN NV (e) | 34962 | 1741108 |
| Quanterix Corp (e)(f) | 1607188 | 10527081 |
| Repligen Corp (f) | 19685 | 2534050 |
| Revvity Inc  | 95526 | 9391161 |
| Tempus AI Inc Class A (e)(f) | 30428 | 1620291 |
| Thermo Fisher Scientific Inc  | 346604 | 180618810 |
| Waters Corp (f) | 247383 | 79009183 |
| West Pharmaceutical Services Inc  | 82156 | 20895557 |
|  |  | 696516171 |
| Pharmaceuticals - 2.5% |  |  |
| Amneal Intermediate Inc Class A (f) | 125704 | 1735972 |
| Amphastar Pharmaceuticals Inc (f) | 1200 | 24276 |
| Amylyx Pharmaceuticals Inc (e)(f) | 84041 | 1274902 |
| ANI Pharmaceuticals Inc (f) | 10600 | 783340 |
| Arvinas Inc (f) | 57599 | 764339 |
| Atea Pharmaceuticals Inc (e)(f) | 112437 | 526205 |
| Axsome Therapeutics Inc (f) | 25014 | 4099544 |
| Bristol-Myers Squibb Co  | 3726479 | 232420495 |
| Collegium Pharmaceutical Inc (f) | 22692 | 945576 |
| Corcept Therapeutics Inc (f) | 251401 | 8975016 |
| Crinetics Pharmaceuticals Inc (f) | 329562 | 13544998 |
| Edgewise Therapeutics Inc (f) | 7082 | 215576 |
| Eli Lilly & Co  | 729846 | 767790695 |
| Evolus Inc (f) | 11400 | 49020 |
| Fulcrum Therapeutics Inc (f) | 26800 | 224584 |
| GSK PLC ADR  | 140887 | 8330648 |
| Haleon PLC ADR (e) | 1165745 | 12904797 |
| Harmony Biosciences Holdings Inc (f) | 109708 | 3131066 |
| Indivior Pharmaceuticals Inc  | 4109 | 134446 |
| Innoviva Inc (f) | 2290 | 52578 |
| Jazz Pharmaceuticals PLC (f) | 160759 | 30547425 |
| Johnson & Johnson  | 2129893 | 529129319 |
| Liquidia Corp (e)(f) | 35700 | 1107414 |
| Merck & Co Inc  | 3147543 | 389728774 |
| Nektar Therapeutics (f) | 6613 | 456165 |
| Novartis AG ADR  | 109514 | 18466251 |
| Nuvation Bio Inc Class A (f) | 42169 | 249219 |
| Ocular Therapeutix Inc (f) | 62449 | 558294 |
| Organon & Co  | 192632 | 1404287 |
| Pacira BioSciences Inc (f) | 27855 | 610303 |
| Paratek Pharmaceuticals Inc rights (e)(f)(g) | 2400 | 0 |
| Pfizer Inc  | 3060288 | 84616963 |
| Phathom Pharmaceuticals Inc (e)(f) | 968545 | 12164925 |
| Phibro Animal Health Corp Class A  | 4917 | 268419 |
| Prestige Consumer Healthcare Inc (e)(f) | 105876 | 7337207 |
| Roche Holding AG ADR (e) | 250283 | 14904353 |
| Roche Holding AG non-voting shares  | 8000 | 3807211 |
| Royalty Pharma PLC Class A  | 176207 | 8142525 |
| SIGA Technologies Inc  | 19896 | 128727 |
| Structure Therapeutics Inc ADR (f) | 54660 | 3442487 |
| Supernus Pharmaceuticals Inc (f) | 14007 | 766603 |
| Supernus Pharmaceuticals Inc rights (f)(g) | 66500 | 0 |
| Tarsus Pharmaceuticals Inc (f) | 37772 | 2852541 |
| Theravance Biopharma Inc (f) | 8124 | 148263 |
| Third Harmonic Bio Inc (e)(f)(g) | 7000 | 0 |
| Trevi Therapeutics Inc (f) | 117442 | 1399909 |
| VeraDermics Inc (e) | 81600 | 3741360 |
| Viatris Inc  | 3281121 | 48987137 |
| WaVe Life Sciences Ltd (f) | 80598 | 1122730 |
| Xeris Biopharma Holdings Inc (e)(f) | 54600 | 334152 |
| Zevra Therapeutics Inc (f) | 54662 | 488132 |
| Zoetis Inc Class A  | 154084 | 20200412 |
|  |  | 2245039580 |
| TOTAL HEALTH CARE |  | 7814341296 |
| Industrials - 8.7% |  |  |
| Aerospace & Defense - 2.0% |  |  |
| AeroVironment Inc (e)(f) | 82688 | 20858048 |
| AerSale Corp (f) | 100 | 780 |
| Archer Aviation Inc Class A (e)(f) | 112967 | 804325 |
| ATI Inc (f) | 121007 | 19795535 |
| Axon Enterprise Inc (f) | 33006 | 17902454 |
| Boeing Co (f) | 988174 | 224839231 |
| BWX Technologies Inc  | 66005 | 13595710 |
| Carpenter Technology Corp  | 37473 | 14916877 |
| Curtiss-Wright Corp  | 68865 | 48228225 |
| Ducommun Inc (f) | 29756 | 3677544 |
| GE Aerospace  | 848521 | 290414798 |
| General Dynamics Corp  | 213351 | 76176975 |
| HEICO Corp  | 6114 | 1953178 |
| HEICO Corp Class A  | 55458 | 13316021 |
| Hexcel Corp (e) | 153690 | 14245526 |
| Howmet Aerospace Inc  | 656174 | 172265360 |
| Huntington Ingalls Industries Inc  | 92472 | 41105653 |
| Intuitive Machines Inc Class A (e)(f) | 14749 | 243064 |
| Kratos Defense & Security Solutions Inc (f) | 115683 | 9969561 |
| L3Harris Technologies Inc  | 95062 | 34653901 |
| Leonardo DRS Inc  | 30759 | 1334633 |
| Loar Holdings Inc (e)(f) | 114715 | 8120675 |
| Lockheed Martin Corp  | 172380 | 113439830 |
| Mercury Systems Inc (f) | 64056 | 5702906 |
| Moog Inc Class A  | 96831 | 32673684 |
| Northrop Grumman Corp  | 206416 | 149523622 |
| Park Aerospace Corp  | 265303 | 7009305 |
| Rocket Lab Corp  | 79605 | 5500706 |
| RTX Corp  | 1395301 | 282715890 |
| StandardAero Inc (f) | 200166 | 6165113 |
| Textron Inc  | 365759 | 36082125 |
| TransDigm Group Inc  | 125673 | 163725528 |
| V2X Inc (f) | 29044 | 2025819 |
| Woodward Inc  | 144850 | 56022186 |
| York Space Systems Inc (e) | 186664 | 4778598 |
|  |  | 1893783386 |
| Air Freight & Logistics - 0.3% |  |  |
| CH Robinson Worldwide Inc  | 128945 | 23887061 |
| Expeditors International of Washington Inc  | 121715 | 17652326 |
| FedEx Corp  | 222221 | 85999527 |
| Forward Air Corp Class A (f) | 14641 | 370271 |
| GXO Logistics Inc (f) | 488299 | 30679826 |
| Hub Group Inc Class A  | 231652 | 9977252 |
| United Parcel Service Inc Class B  | 662898 | 76869652 |
|  |  | 245435915 |
| Building Products - 0.7% |  |  |
| A O Smith Corp  | 309520 | 24142560 |
| AAON Inc (e) | 213185 | 21574322 |
| Advanced Drainage Systems Inc  | 12050 | 2064647 |
| Allegion plc  | 323298 | 52099473 |
| Armstrong World Industries Inc  | 141739 | 24591717 |
| Builders FirstSource Inc (f) | 28717 | 2994896 |
| Carlisle Cos Inc (e) | 17165 | 6776227 |
| Carrier Global Corp  | 686426 | 44205834 |
| CSW Industrials Inc (e) | 35970 | 10587050 |
| Fortune Brands Innovations Inc  | 14972 | 813578 |
| Gibraltar Industries Inc (f) | 213301 | 9700929 |
| Griffon Corp  | 18300 | 1559892 |
| Hayward Holdings Inc (f) | 5859 | 93744 |
| Janus International Group Inc (e)(f) | 532253 | 3704481 |
| JELD-WEN Holding Inc (f) | 77300 | 151508 |
| Johnson Controls International plc  | 523359 | 75520704 |
| Masco Corp  | 91600 | 6560392 |
| Modine Manufacturing Co (f) | 228941 | 52026842 |
| Owens Corning  | 272360 | 33246985 |
| Resideo Technologies Inc (f) | 40102 | 1551947 |
| Tecnoglass Inc  | 109776 | 5001395 |
| Tecogen Inc (e)(f) | 317943 | 1103262 |
| Trane Technologies PLC  | 601555 | 278110909 |
| Trex Co Inc (f) | 210393 | 8714478 |
| UFP Industries Inc  | 105029 | 10808534 |
| Zurn Elkay Water Solutions Corp  | 43939 | 2240010 |
|  |  | 679946316 |
| Commercial Services & Supplies - 0.4% |  |  |
| ACCO Brands Corp  | 3200 | 13023 |
| ACV Auctions Inc Class A (e)(f) | 46236 | 224707 |
| Brady Corp Class A (e) | 5593 | 516458 |
| Brink's Co/The  | 79515 | 9284967 |
| Casella Waste Systems Inc Class A (e)(f) | 44161 | 4114039 |
| Cintas Corp  | 197283 | 39679530 |
| Clean Harbors Inc (f) | 82470 | 24180204 |
| Copart Inc (f) | 36839 | 1403198 |
| CoreCivic Inc (e)(f) | 1169225 | 20671898 |
| Deluxe Corp (e) | 238700 | 6623925 |
| Ennis Inc (e) | 55505 | 1171711 |
| Enviri Corp (e)(f) | 14233 | 269431 |
| GEO Group Inc/The (f) | 39098 | 588034 |
| Healthcare Services Group Inc (f) | 28912 | 629414 |
| Interface Inc (e) | 327091 | 10300096 |
| MillerKnoll Inc  | 7496 | 150969 |
| Montrose Environmental Group Inc (f) | 3792 | 110801 |
| OPENLANE Inc (f) | 9283 | 264658 |
| Pitney Bowes Inc (e) | 124500 | 1335885 |
| Republic Services Inc  | 78652 | 18011308 |
| Rollins Inc  | 604705 | 36820487 |
| Tetra Tech Inc  | 106928 | 3832300 |
| UniFirst Corp/MA  | 89741 | 21072982 |
| Veralto Corp  | 104025 | 10135156 |
| Virco Mfg. Corp  | 1279 | 8121 |
| Waste Connections Inc (United States)  | 538322 | 92661366 |
| Waste Management Inc  | 114233 | 27511876 |
|  |  | 331586544 |
| Construction & Engineering - 0.5% |  |  |
| AECOM (e) | 101228 | 9918319 |
| Ameresco Inc Class A (f) | 4498 | 137009 |
| API Group Corp (f) | 1190768 | 52941545 |
| Argan Inc  | 30610 | 13812763 |
| Bowman Consulting Group Ltd (f) | 411 | 13784 |
| Centuri Holdings Inc (e)(f) | 47057 | 1458767 |
| Comfort Systems USA Inc  | 115734 | 165426708 |
| Construction Partners Inc Class A (f) | 9545 | 1282562 |
| Dycom Industries Inc (f) | 33482 | 14063110 |
| EMCOR Group Inc  | 114763 | 83159565 |
| Everus Construction Group Inc (f) | 136820 | 16537433 |
| Fluor Corp (f) | 179229 | 9375469 |
| Granite Construction Inc  | 12000 | 1613520 |
| Great Lakes Dredge & Dock Corp (f) | 369 | 6254 |
| IES Holdings Inc (f) | 34099 | 16890940 |
| MasTec Inc (f) | 37830 | 11274097 |
| NWPX Infrastructure Inc (f) | 200 | 15520 |
| Primoris Services Corp  | 77779 | 11722851 |
| Quanta Services Inc  | 13100 | 7376348 |
| Sterling Infrastructure Inc (f) | 46828 | 20048472 |
| Tutor Perini Corp  | 46522 | 3506363 |
| WillScot Holdings Corp (e) | 876292 | 18936670 |
|  |  | 459518069 |
| Electrical Equipment - 0.9% |  |  |
| Acuity Inc  | 35541 | 10718810 |
| Allient Inc  | 200734 | 13216327 |
| American Superconductor Corp (f) | 38200 | 1244556 |
| AMETEK Inc  | 155518 | 37203016 |
| Atkore Inc  | 21721 | 1405566 |
| Bloom Energy Corp Class A (f) | 132392 | 20609463 |
| Eaton Corp PLC  | 620536 | 233271893 |
| Emerson Electric Co  | 888140 | 133887105 |
| EnerSys  | 48150 | 8000123 |
| Eos Energy Enterprises Inc (e)(f) | 44707 | 254606 |
| Fluence Energy Inc Class A (e)(f) | 94598 | 1470053 |
| Forgent Power Solutions Inc Class A  | 152895 | 5258059 |
| GE Vernova Inc  | 146636 | 128101210 |
| Generac Holdings Inc (f) | 26898 | 6062002 |
| Hubbell Inc  | 19585 | 10020274 |
| Net Power Inc Class A (f) | 9735 | 18788 |
| Nextpower Inc Class A (f) | 83440 | 8769544 |
| NuScale Power Corp Class A (e)(f) | 48271 | 620282 |
| nVent Electric PLC  | 65819 | 7790337 |
| Plug Power Inc (e)(f) | 87091 | 155892 |
| Powell Industries Inc  | 51816 | 27130858 |
| Power Solutions International Inc (f) | 14520 | 1212420 |
| Regal Rexnord Corp  | 227304 | 50229638 |
| Rockwell Automation Inc  | 73019 | 29751592 |
| Shoals Technologies Group Inc (f) | 3237 | 19194 |
| Sunrun Inc (f) | 56147 | 743948 |
| Thermon Group Holdings Inc (f) | 6352 | 322555 |
| Vertiv Holdings Co Class A  | 268790 | 68511883 |
| Vicor Corp (f) | 11433 | 2302606 |
|  |  | 808302600 |
| Ground Transportation - 0.5% |  |  |
| ArcBest Corp  | 116291 | 11938434 |
| Covenant Logistics Group Inc Class A  | 7308 | 215148 |
| CSX Corp  | 2379767 | 101592254 |
| JB Hunt Transport Services Inc  | 55601 | 12977829 |
| Knight-Swift Transportation Holdings Inc  | 574311 | 36135648 |
| Landstar System Inc  | 76651 | 12490280 |
| Lyft Inc Class A (f) | 148862 | 2060250 |
| Marten Transport Ltd  | 1500 | 20385 |
| Norfolk Southern Corp  | 11103 | 3494558 |
| Old Dominion Freight Line Inc  | 323417 | 65669822 |
| RXO Inc (f) | 32641 | 520950 |
| Ryder System Inc  | 10274 | 2276307 |
| Saia Inc (f) | 101607 | 41190462 |
| U-Haul Holding Co Class N  | 16627 | 784129 |
| Uber Technologies Inc (f) | 636636 | 48015087 |
| Union Pacific Corp (e) | 480277 | 127263800 |
| Werner Enterprises Inc  | 10865 | 381253 |
| XPO Inc (f) | 18070 | 3803193 |
|  |  | 470829789 |
| Industrial Conglomerates - 0.5% |  |  |
| 3M Co  | 1907143 | 315288881 |
| Honeywell International Inc  | 605685 | 147538809 |
|  |  | 462827690 |
| Machinery - 1.9% |  |  |
| 3D Systems Corp (f) | 52100 | 100553 |
| AGCO Corp  | 258484 | 35283066 |
| Albany International Corp Class A  | 14100 | 812865 |
| Allison Transmission Holdings Inc  | 365095 | 45746404 |
| Atmus Filtration Technologies Inc  | 273215 | 17630564 |
| Blue Bird Corp (e)(f) | 33388 | 1945519 |
| Caterpillar Inc  | 360691 | 267932096 |
| Chart Industries Inc (f) | 20588 | 4267892 |
| CNH Industrial NV Class A  | 2124101 | 26126442 |
| Crane Co  | 4954 | 993426 |
| Cummins Inc  | 81116 | 47361199 |
| Deere & Co  | 166369 | 104764223 |
| Donaldson Co Inc  | 368240 | 34157942 |
| Dover Corp  | 195654 | 44119977 |
| Energy Recovery Inc (f) | 19223 | 200496 |
| Enerpac Tool Group Corp Class A  | 10500 | 428400 |
| Esab Corp (e) | 307498 | 38797023 |
| ESCO Technologies Inc  | 5271 | 1461596 |
| Federal Signal Corp  | 136258 | 15864519 |
| Flowserve Corp  | 144060 | 12752191 |
| Fortive Corp (e) | 779347 | 46137342 |
| Franklin Electric Co Inc  | 9971 | 993311 |
| FreightCar America Inc (f) | 5524 | 76397 |
| Gates Industrial Corp PLC (f) | 135424 | 3733640 |
| Graco Inc  | 362935 | 34086855 |
| Graham Corp (f) | 36572 | 2970378 |
| Greenbrier Cos Inc/The (e) | 75527 | 4261233 |
| Helios Technologies Inc  | 962 | 68609 |
| Hillman Solutions Corp (f) | 13300 | 109060 |
| Hyster-Yale Inc Class A  | 7200 | 265176 |
| IDEX Corp  | 78670 | 16479005 |
| Illinois Tool Works Inc  | 214704 | 62399424 |
| Ingersoll Rand Inc  | 1346859 | 126793306 |
| ITT Inc  | 154949 | 31363227 |
| JBT Marel Corp (e) | 108814 | 16757356 |
| Kadant Inc  | 14900 | 5053633 |
| Kennametal Inc  | 144003 | 5800441 |
| Lincoln Electric Holdings Inc  | 195315 | 56065171 |
| Manitowoc Co Inc/The (e)(f) | 40412 | 596077 |
| Mayville Engineering Co Inc (e)(f) | 539806 | 11335926 |
| Middleby Corp/The (f) | 196518 | 33184029 |
| Miller Industries Inc/TN  | 200 | 8405 |
| Mueller Industries Inc  | 461732 | 54465907 |
| Mueller Water Products Inc Class A1  | 336233 | 10063454 |
| Nordson Corp  | 48529 | 14240350 |
| Omega Flex Inc  | 3312 | 119000 |
| Oshkosh Corp  | 307380 | 52260748 |
| Otis Worldwide Corp  | 369672 | 34216840 |
| PACCAR Inc  | 844459 | 106477835 |
| Parker-Hannifin Corp  | 146007 | 147347344 |
| Pentair PLC  | 280866 | 27859099 |
| Proto Labs Inc (f) | 708 | 43952 |
| RBC Bearings Inc (f) | 42208 | 24308431 |
| Snap-on Inc  | 48289 | 18601889 |
| SPX Technologies Inc (f) | 56957 | 12925822 |
| Stanley Black & Decker Inc  | 181814 | 15725093 |
| Symbotic Inc Class A (f) | 5200 | 284856 |
| Taylor Devices Inc (f) | 13165 | 1155097 |
| Tennant CO  | 4180 | 255105 |
| Terex Corp  | 281671 | 19376148 |
| Toro Co/The  | 54581 | 5395878 |
| Trinity Industries Inc (e) | 96315 | 3292047 |
| Wabash National Corp  | 141296 | 1434154 |
| Watts Water Technologies Inc Class A (e) | 58977 | 19388099 |
| Westinghouse Air Brake Technologies Corp  | 74662 | 19707035 |
| Worthington Enterprises Inc  | 71234 | 3989816 |
| Xylem Inc/NY  | 90762 | 11759125 |
|  |  | 1763977518 |
| Marine Transportation - 0.0% |  |  |
| Genco Shipping & Trading Ltd  | 45447 | 1093000 |
| Kirby Corp (f) | 169849 | 22046400 |
| Matson Inc  | 21436 | 3561163 |
|  |  | 26700563 |
| Passenger Airlines - 0.2% |  |  |
| Alaska Air Group Inc (f) | 56606 | 2920870 |
| American Airlines Group Inc (f) | 426300 | 5571741 |
| Delta Air Lines Inc  | 550597 | 36174223 |
| Joby Aviation Inc Class A (e)(f) | 175057 | 1761073 |
| SkyWest Inc (f) | 43295 | 4506144 |
| Southwest Airlines Co  | 437936 | 21572727 |
| United Airlines Holdings Inc (f) | 797954 | 84822510 |
|  |  | 157329288 |
| Professional Services - 0.4% |  |  |
| Alight Inc Class A  | 576000 | 506707 |
| Automatic Data Processing Inc  | 84577 | 18129926 |
| Booz Allen Hamilton Holding Corp Class A  | 73392 | 5785491 |
| Broadridge Financial Solutions Inc  | 47378 | 8806149 |
| CACI International Inc (f) | 42781 | 26103683 |
| Cbiz Inc (e)(f) | 96031 | 2750328 |
| Concentrix Corp  | 3400 | 111520 |
| CSG Systems International Inc (e) | 202963 | 16216744 |
| Equifax Inc  | 105154 | 21972980 |
| ExlService Holdings Inc (f) | 611014 | 19094188 |
| Exponent Inc  | 108646 | 7907256 |
| First Advantage Corp (e)(f) | 676869 | 7790762 |
| Forrester Research Inc (e)(f) | 708145 | 4234707 |
| Franklin Covey Co (e)(f) | 22390 | 291518 |
| Genpact Ltd  | 597730 | 23741836 |
| IBEX Holdings Ltd (f) | 11697 | 338043 |
| ICF International Inc  | 22159 | 1842078 |
| Insperity Inc  | 11000 | 244310 |
| Jacobs Solutions Inc  | 36453 | 5025411 |
| KBR Inc  | 410048 | 17316327 |
| Kelly Services Inc Class A  | 50 | 485 |
| Kforce Inc (e) | 35747 | 965884 |
| Leidos Holdings Inc  | 144852 | 25363585 |
| ManpowerGroup Inc  | 123290 | 3448421 |
| Maximus Inc  | 93461 | 7066586 |
| Paychex Inc  | 9788 | 916646 |
| Paycom Software Inc (e) | 174975 | 22017104 |
| Paylocity Holding Corp (f) | 172331 | 18351528 |
| Planet Labs PBC Class A (e)(f) | 74400 | 1796016 |
| Robert Half Inc (e) | 595526 | 14542745 |
| Science Applications International Corp  | 161533 | 14903035 |
| TransUnion  | 123426 | 9695112 |
| TriNet Group Inc  | 17100 | 651168 |
| TTEC Holdings Inc (e)(f) | 1000 | 2500 |
| UL Solutions Inc Class A  | 193577 | 16254661 |
| Upwork Inc (e)(f) | 1588087 | 21312128 |
| Verisk Analytics Inc  | 103141 | 21408977 |
| Verra Mobility Corp Class A (f) | 647817 | 10825022 |
| Willdan Group Inc (f) | 64589 | 5757463 |
|  |  | 383489030 |
| Trading Companies & Distributors - 0.4% |  |  |
| Air Lease Corp Class A  | 38872 | 2520460 |
| Applied Industrial Technologies Inc  | 81739 | 23097807 |
| BlueLinx Holdings Inc (e)(f) | 63702 | 4199236 |
| Boise Cascade Co  | 164582 | 13617515 |
| Core & Main Inc Class A (f) | 258884 | 14021157 |
| DNOW Inc (f) | 238410 | 2808470 |
| EquipmentShare.com Inc Class A (e)(f) | 93100 | 2701762 |
| Fastenal Co  | 107283 | 4939309 |
| Ferguson Enterprises Inc  | 44105 | 11500820 |
| FTAI Aviation Ltd  | 76501 | 23394006 |
| GATX Corp (e) | 68116 | 12544924 |
| Herc Holdings Inc  | 5667 | 792190 |
| Hudson Technologies Inc (f) | 17978 | 127824 |
| Karat Packaging Inc  | 1400 | 34510 |
| McGrath RentCorp  | 218893 | 24286178 |
| MSC Industrial Direct Co Inc Class A  | 98214 | 9216402 |
| QXO Inc (e)(f) | 72925 | 1746554 |
| Rush Enterprises Inc Class A  | 43892 | 3115015 |
| SiteOne Landscape Supply Inc (f) | 172114 | 24593369 |
| United Rentals Inc  | 129590 | 108855600 |
| Watsco Inc  | 5020 | 2094997 |
| Wesco International Inc  | 88494 | 25619013 |
| WW Grainger Inc  | 35199 | 40293351 |
| Xometry Inc Class A (e)(f) | 9358 | 383818 |
|  |  | 356504287 |
| TOTAL INDUSTRIALS |  | 8040230995 |
| Information Technology - 21.7% |  |  |
| Communications Equipment - 0.9% |  |  |
| ADTRAN Holdings Inc (f) | 66397 | 677249 |
| Applied Optoelectronics Inc (e)(f) | 34335 | 2892037 |
| Arista Networks Inc (f) | 998868 | 133348878 |
| Calix Inc (f) | 241127 | 12483145 |
| Ciena Corp (f) | 280300 | 97740610 |
| Cisco Systems Inc  | 4271343 | 339400916 |
| Extreme Networks Inc (f) | 199569 | 2789975 |
| F5 Inc (f) | 113553 | 30813742 |
| Harmonic Inc (f) | 271202 | 2882877 |
| Lumentum Holdings Inc (f) | 136587 | 95735194 |
| Motorola Solutions Inc  | 146301 | 70555120 |
| Netgear Inc (f) | 19662 | 405430 |
| NetScout Systems Inc (f) | 14203 | 414870 |
| Ubiquiti Inc  | 166 | 127320 |
| Viasat Inc (f) | 26837 | 1228598 |
| Viavi Solutions Inc (f) | 239557 | 7117238 |
| Vistance Networks Inc (f) | 185422 | 3257865 |
|  |  | 801871064 |
| Electronic Equipment, Instruments & Components - 1.2% |  |  |
| Advanced Energy Industries Inc  | 105203 | 35302971 |
| Amphenol Corp Class A  | 2078549 | 303592868 |
| Arlo Technologies Inc (f) | 60990 | 956933 |
| Arrow Electronics Inc (f) | 99200 | 15094272 |
| Avnet Inc  | 371122 | 24434672 |
| Badger Meter Inc (e) | 68598 | 10456393 |
| Bel Fuse Inc Class B  | 34417 | 7905929 |
| Belden Inc  | 1456 | 208645 |
| CDW Corp/DE  | 8400 | 1030176 |
| Climb Global Solutions Inc (e) | 8781 | 831385 |
| Cognex Corp  | 737374 | 40113146 |
| Coherent Corp (f) | 166834 | 43198328 |
| Corning Inc  | 831195 | 124995104 |
| Crane NXT Co  | 207136 | 10002597 |
| CTS Corp  | 1000 | 52660 |
| Daktronics Inc (f) | 1080 | 27842 |
| ePlus Inc (e) | 176761 | 14257542 |
| Flex Ltd (f) | 562660 | 35458833 |
| Frequency Electronics Inc (e)(f) | 75095 | 3770520 |
| Insight Enterprises Inc (f) | 13399 | 1119620 |
| IPG Photonics Corp (e)(f) | 82291 | 10827027 |
| Itron Inc (f) | 1788 | 167983 |
| Jabil Inc  | 335395 | 88876321 |
| Keysight Technologies Inc (f) | 247190 | 75968903 |
| Knowles Corp (f) | 2535 | 68876 |
| LightPath Technologies Inc Class A (f) | 923711 | 9634306 |
| Littelfuse Inc  | 883 | 311222 |
| M-Tron Industries Inc (f) | 600 | 37974 |
| Methode Electronics Inc  | 53260 | 450580 |
| Mirion Technologies Inc Class A (f) | 10970 | 237062 |
| Napco Security Technologies Inc  | 77608 | 3617309 |
| nLight Inc (f) | 131581 | 7393536 |
| Novanta Inc (e)(f) | 154580 | 20780189 |
| OSI Systems Inc (e)(f) | 15250 | 4349300 |
| Ouster Inc Class A (f) | 33296 | 630959 |
| PC Connection Inc  | 30734 | 1873237 |
| Plexus Corp (f) | 23886 | 4636989 |
| Ralliant Corp  | 4221 | 193702 |
| Sanmina Corp (f) | 219753 | 34118851 |
| TD SYNNEX Corp  | 280092 | 43921227 |
| Teledyne Technologies Inc (f) | 79110 | 53881821 |
| TTM Technologies Inc (f) | 332533 | 34663240 |
| Vishay Intertechnology Inc  | 23600 | 441792 |
| Vishay Precision Group Inc (e)(f) | 411961 | 18979043 |
| Vontier Corp  | 409784 | 16768361 |
| Zebra Technologies Corp Class A (f) | 11391 | 2551128 |
|  |  | 1108191374 |
| IT Services - 0.3% |  |  |
| Accenture PLC Class A  | 25469 | 5315890 |
| Akamai Technologies Inc (f) | 286787 | 28216973 |
| Amdocs Ltd  | 464266 | 32405767 |
| Applied Digital Corp (e)(f) | 43253 | 1179509 |
| ASGN Inc (f) | 99187 | 4255122 |
| Backblaze Inc Class A (f) | 1700 | 6392 |
| Cognizant Technology Solutions Corp Class A  | 1252782 | 80716745 |
| Commerce.com Inc (f) | 8400 | 23352 |
| DigitalOcean Holdings Inc (f) | 27669 | 1551124 |
| DXC Technology Co (f) | 401994 | 5061104 |
| EPAM Systems Inc (f) | 13244 | 1867404 |
| Gartner Inc (f) | 385 | 60522 |
| Globant SA (e)(f) | 169935 | 8455966 |
| GoDaddy Inc Class A (f) | 118106 | 10294119 |
| Grid Dynamics Holdings Inc (f) | 26794 | 180860 |
| IBM Corporation  | 182699 | 43886127 |
| Kyndryl Holdings Inc (f) | 84407 | 1040738 |
| MongoDB Inc Class A (f) | 19432 | 6382829 |
| Snowflake Inc (f) | 65627 | 11052243 |
| Twilio Inc Class A (f) | 37945 | 4589827 |
| Unisys Corp (e)(f) | 104600 | 254178 |
| VeriSign Inc  | 3947 | 899679 |
|  |  | 247696470 |
| Semiconductors & Semiconductor Equipment - 9.3% |  |  |
| ACM Research Inc Class A (f) | 341183 | 18997069 |
| Advanced Micro Devices Inc (f) | 1025823 | 205380023 |
| Ambarella Inc (f) | 121515 | 7332215 |
| Amkor Technology Inc  | 51001 | 2438868 |
| Analog Devices Inc  | 747915 | 266100678 |
| Applied Materials Inc  | 478745 | 178236764 |
| Astera Labs Inc (f) | 53509 | 6358474 |
| Axcelis Technologies Inc (f) | 123623 | 10212496 |
| Broadcom Inc  | 4732613 | 1512306484 |
| CEVA Inc (e)(f) | 6900 | 143934 |
| Cirrus Logic Inc (f) | 234636 | 33111832 |
| Credo Technology Group Holding Ltd (f) | 161700 | 18154059 |
| Diodes Inc (f) | 97672 | 6664161 |
| Enphase Energy Inc (f) | 11867 | 501618 |
| Entegris Inc  | 150234 | 19898493 |
| First Solar Inc (f) | 56300 | 11102360 |
| FormFactor Inc (e)(f) | 114912 | 11362499 |
| Impinj Inc (f) | 9010 | 1105167 |
| Intel Corp (f) | 2457395 | 112081786 |
| KLA Corp  | 128759 | 196299533 |
| Lam Research Corp  | 1044589 | 244318921 |
| Lattice Semiconductor Corp (f) | 312819 | 29911753 |
| MACOM Technology Solutions Holdings Inc (f) | 123834 | 30725692 |
| Marvell Technology Inc  | 256132 | 20923423 |
| MaxLinear Inc (f) | 35532 | 619323 |
| Micron Technology Inc  | 1008077 | 415700712 |
| MKS Inc  | 20834 | 5093080 |
| Monolithic Power Systems Inc  | 70642 | 80725439 |
| Navitas Semiconductor Corp Class A (f) | 20732 | 186588 |
| NVE Corp  | 10350 | 712494 |
| NVIDIA Corp  | 25865585 | 4583123007 |
| ON Semiconductor Corp (f) | 390903 | 25987231 |
| Onto Innovation Inc (f) | 200963 | 43385902 |
| Photronics Inc (f) | 178479 | 6680469 |
| Power Integrations Inc (e) | 135491 | 6492729 |
| Qnity Electronics Inc  | 80701 | 10229659 |
| Qorvo Inc (f) | 26379 | 2186819 |
| QUALCOMM Inc  | 1038949 | 147904780 |
| Rambus Inc (f) | 32857 | 3274529 |
| Rigetti Computing Inc Class A (e)(f) | 231247 | 4028323 |
| Semtech Corp (f) | 145711 | 13146046 |
| Silicon Laboratories Inc (f) | 13608 | 2783244 |
| SiTime Corp (f) | 17196 | 6841944 |
| Skyworks Solutions Inc (e) | 183455 | 10930249 |
| Synaptics Inc (e)(f) | 58468 | 4762803 |
| Teradyne Inc  | 238615 | 76363958 |
| Texas Instruments Inc  | 857433 | 181870114 |
| Ultra Clean Holdings Inc (f) | 3200 | 194176 |
| Universal Display Corp (e) | 195918 | 20902491 |
| Veeco Instruments Inc (f) | 1502 | 45901 |
|  |  | 8597840312 |
| Software - 5.4% |  |  |
| 8x8 Inc (f) | 45043 | 96392 |
| A10 Networks Inc  | 2712 | 52233 |
| ACI Worldwide Inc (f) | 464733 | 18440605 |
| Adeia Inc  | 371770 | 7691921 |
| Adobe Inc (f) | 320490 | 84099781 |
| Agilysys Inc (e)(f) | 37834 | 2730480 |
| Alarm.com Holdings Inc (f) | 69726 | 3336389 |
| Amplitude Inc Class A (f) | 376886 | 2751268 |
| Appfolio Inc Class A (f) | 687 | 122121 |
| Appian Corp Class A (f) | 5193 | 138497 |
| AppLovin Corp Class A (f) | 207315 | 90134343 |
| Asana Inc Class A (e)(f) | 121257 | 860925 |
| Aurora Innovation Inc Class A (e)(f) | 650460 | 3044153 |
| Autodesk Inc (f) | 290983 | 71543990 |
| AvePoint Inc Class A (f) | 165400 | 1783012 |
| Bentley Systems Inc Class B (e) | 81611 | 2982882 |
| Blackbaud Inc (f) | 846 | 41065 |
| Box Inc Class A (e)(f) | 58397 | 1375249 |
| Braze Inc Class A (f) | 13078 | 248351 |
| C3.ai Inc Class A (e)(f) | 88933 | 707017 |
| Cadence Design Systems Inc (f) | 358158 | 107948821 |
| Ccc Intelligent Solutions Holdings Inc Class A (e)(f) | 1069275 | 6233873 |
| Cerence Inc (f) | 1100 | 8701 |
| Cipher Digital Inc (f) | 33406 | 521134 |
| Circle Internet Group Inc Class A  | 13939 | 1163070 |
| Cleanspark Inc (e)(f) | 64304 | 639825 |
| Clear Secure Inc Class A  | 194782 | 9474196 |
| Clearwater Analytics Holdings Inc Class A (f) | 55288 | 1293186 |
| Commvault Systems Inc (f) | 12376 | 1052950 |
| Confluent Inc Class A (f) | 58215 | 1785454 |
| Consensus Cloud Solutions Inc (f) | 470 | 14138 |
| Crowdstrike Holdings Inc Class A (f) | 109974 | 40908129 |
| CS Disco Inc (f) | 193 | 627 |
| Datadog Inc Class A (f) | 136005 | 15227120 |
| Docusign Inc (f) | 24448 | 1101871 |
| Dolby Laboratories Inc Class A  | 138219 | 9201239 |
| Domo Inc Class B (f) | 159912 | 574084 |
| Dropbox Inc Class A (f) | 505384 | 12629546 |
| Dynatrace Inc (f) | 170653 | 6129856 |
| Elastic NV (f) | 37456 | 1950334 |
| Fair Isaac Corp (f) | 6740 | 9499086 |
| Figma Inc Class A (e) | 351213 | 10322150 |
| Fortinet Inc (f) | 581890 | 45986767 |
| Freshworks Inc Class A (f) | 26346 | 206026 |
| Gen Digital Inc  | 536060 | 12098874 |
| Guidewire Software Inc (f) | 48512 | 7049764 |
| HubSpot Inc (f) | 16445 | 4349867 |
| I3 Verticals Inc Class A (e)(f) | 102182 | 2286833 |
| Intapp Inc (f) | 24100 | 540563 |
| InterDigital Inc (e) | 57534 | 21087937 |
| Intuit Inc  | 426586 | 174486472 |
| JFrog Ltd (f) | 59093 | 2372584 |
| Klaviyo Inc Class A (f) | 15500 | 269855 |
| LiveRamp Holdings Inc (f) | 57354 | 1558308 |
| Manhattan Associates Inc (f) | 230288 | 31187904 |
| MARA Holdings Inc (e)(f) | 23945 | 214068 |
| Microsoft Corp  | 8113900 | 3186653087 |
| N-able Inc/US (f) | 11500 | 50600 |
| NCR Voyix Corp (e)(f) | 186461 | 1424562 |
| NextNav Inc Class A (f) | 100 | 1609 |
| Nutanix Inc Class A (f) | 30943 | 1184498 |
| Onestream Inc Class A (f) | 427 | 10073 |
| Ooma Inc (f) | 22185 | 274207 |
| Oracle Corp  | 1969753 | 286402086 |
| Pagaya Technologies Ltd Class A (e)(f) | 29207 | 326826 |
| PagerDuty Inc (f) | 125200 | 883912 |
| Palantir Technologies Inc Class A (f) | 985788 | 135240256 |
| Palo Alto Networks Inc (f) | 449034 | 66870143 |
| Pegasystems Inc  | 198743 | 8691031 |
| Pivotal Software Inc rights (f)(g) | 182200 | 2 |
| Porch Group Inc (e)(f) | 1337274 | 10979020 |
| Procore Technologies Inc (f) | 259746 | 14296420 |
| Progress Software Corp (f) | 9217 | 386008 |
| PTC Inc (f) | 62909 | 9850920 |
| Q2 Holdings Inc (f) | 40942 | 1970129 |
| Qualys Inc (f) | 142120 | 13141836 |
| Rapid7 Inc (f) | 15300 | 95166 |
| RingCentral Inc Class A (f) | 58688 | 2139178 |
| Riot Platforms Inc (f) | 44761 | 729157 |
| Roper Technologies Inc  | 263614 | 92193724 |
| Rubrik Inc Class A (f) | 27804 | 1444696 |
| SailPoint Inc (e)(f) | 522686 | 7369873 |
| Salesforce Inc  | 1037957 | 202183644 |
| Samsara Inc Class A (f) | 294898 | 8522552 |
| SentinelOne Inc Class A (f) | 12400 | 162688 |
| Servicenow Inc (f) | 687849 | 74294570 |
| SoundHound AI Inc Class A (e)(f) | 22489 | 193405 |
| SoundThinking Inc (f) | 2706 | 19754 |
| Sprout Social Inc Class A (f) | 484555 | 3125380 |
| SPS Commerce Inc (f) | 1397 | 78944 |
| Synopsys Inc (f) | 45050 | 18650700 |
| Telos Corp (f) | 28156 | 113187 |
| Tenable Holdings Inc (f) | 120496 | 2317138 |
| Teradata Corp (f) | 335357 | 10560392 |
| Terawulf Inc (e)(f) | 60958 | 988739 |
| Trimble Inc (f) | 40973 | 2739865 |
| Tyler Technologies Inc (f) | 32830 | 11644473 |
| Unity Software Inc (f) | 272215 | 4962479 |
| Vertex Inc Class A (f) | 3300 | 47784 |
| Viant Technology Inc Class A (f) | 113 | 1145 |
| Workday Inc Class A (f) | 64090 | 8572678 |
| Workiva Inc Class A (f) | 1489 | 91693 |
| Xperi Inc (e)(f) | 58674 | 359672 |
| Zeta Global Holdings Corp Class A (e)(f) | 237938 | 4033049 |
| Zoom Communications Inc Class A (f) | 15184 | 1122705 |
| Zscaler Inc (f) | 20970 | 3082380 |
|  |  | 5034033921 |
| Technology Hardware, Storage & Peripherals - 4.6% |  |  |
| Apple Inc  | 13757309 | 3634405892 |
| Corsair Gaming Inc (f) | 25600 | 140544 |
| Dell Technologies Inc Class C  | 350959 | 51970009 |
| Diebold Nixdorf Inc (e)(f) | 144995 | 11599600 |
| Hewlett Packard Enterprise Co  | 989577 | 21246218 |
| HP Inc  | 630373 | 11970783 |
| Immersion Corp (e) | 24500 | 149695 |
| IonQ Inc (e)(f) | 67569 | 2592623 |
| NetApp Inc  | 141374 | 14000267 |
| Pure Storage Inc Class A (f) | 875275 | 56210161 |
| Quantum Computing Inc (e)(f) | 13210 | 111096 |
| Quantum Corp (e)(f) | 304288 | 1667498 |
| Sandisk Corp/DE (f) | 223639 | 142091275 |
| Seagate Technology Holdings PLC  | 288065 | 117484430 |
| Western Digital Corp  | 800169 | 223807269 |
| Xerox Holdings Corp  | 400 | 720 |
| Xerox Holdings Corp warrants 2/14/2028 (f) | 500 | 59 |
|  |  | 4289448139 |
| TOTAL INFORMATION TECHNOLOGY |  | 20079081280 |
| Materials - 1.9% |  |  |
| Chemicals - 1.0% |  |  |
| AdvanSix Inc  | 69633 | 1241556 |
| Air Products and Chemicals Inc  | 9827 | 2709009 |
| Albemarle Corp  | 87946 | 15713312 |
| American Vanguard Corp (e)(f) | 6544 | 30168 |
| Ashland Inc  | 4000 | 249440 |
| Avient Corp  | 485472 | 19938335 |
| Balchem Corp  | 79368 | 14399736 |
| Celanese Corp  | 101962 | 5091982 |
| CF Industries Holdings Inc  | 422253 | 42031064 |
| Chemours Co/The  | 20510 | 374102 |
| Corteva Inc  | 781705 | 62630205 |
| Dow Inc  | 188526 | 5793404 |
| DuPont de Nemours Inc  | 63249 | 3164980 |
| Eastman Chemical Co (e) | 176939 | 13360664 |
| Ecolab Inc  | 570830 | 176015431 |
| Ecovyst Inc (f) | 4201 | 47345 |
| Element Solutions Inc  | 662796 | 23257512 |
| FMC Corp (e) | 325210 | 4793595 |
| Huntsman Corp  | 381126 | 4821244 |
| Ingevity Corp (f) | 23015 | 1657770 |
| Innospec Inc  | 5900 | 451822 |
| International Flavors & Fragrances Inc  | 176774 | 14536126 |
| Intrepid Potash Inc (f) | 1200 | 44364 |
| Linde PLC  | 590548 | 300045629 |
| LyondellBasell Industries NV Class A1  | 32856 | 1889877 |
| Mativ Holdings Inc  | 154014 | 1669512 |
| Minerals Technologies Inc  | 121268 | 8563946 |
| Mosaic Co/The  | 500920 | 13945613 |
| NewMarket Corp  | 33165 | 20761622 |
| Olin Corp  | 63441 | 1609498 |
| Perimeter Solutions Inc (f) | 4048 | 95047 |
| PPG Industries Inc  | 196396 | 24209735 |
| Quaker Chemical Corp (e) | 80701 | 11865468 |
| Rayonier Advanced Materials Inc (f) | 75300 | 713091 |
| RPM International Inc  | 352700 | 40250124 |
| Scotts Miracle-Gro Co/The  | 21404 | 1500848 |
| Sherwin-Williams Co/The  | 205443 | 74491577 |
| Solstice Advanced Materials Inc  | 27159 | 2132253 |
| Tronox Holdings PLC  | 76508 | 572280 |
| Westlake Corp  | 2200 | 231836 |
|  |  | 916901122 |
| Construction Materials - 0.2% |  |  |
| CRH PLC  | 293277 | 35187374 |
| Eagle Materials Inc  | 126214 | 28246693 |
| James Hardie Industries PLC (f) | 880195 | 21432748 |
| Knife River Corp (e)(f) | 4299 | 382525 |
| Martin Marietta Materials Inc (e) | 188787 | 127727621 |
| United States Lime & Minerals Inc  | 26310 | 3003550 |
| Vulcan Materials Co  | 29458 | 9131980 |
|  |  | 225112491 |
| Containers & Packaging - 0.2% |  |  |
| Amcor PLC (e) | 13384 | 648187 |
| AptarGroup Inc  | 279478 | 40163784 |
| Avery Dennison Corp  | 54710 | 10742309 |
| Ball Corp  | 464730 | 31197325 |
| Crown Holdings Inc  | 210167 | 24085138 |
| Graphic Packaging Holding CO (e) | 850428 | 10400734 |
| Greif Inc Class A  | 4824 | 350560 |
| International Paper Co  | 532126 | 23174087 |
| Myers Industries Inc  | 24175 | 540795 |
| O-I Glass Inc (f) | 1194468 | 16005871 |
| Packaging Corp of America (e) | 134071 | 31123242 |
| Ranpak Holdings Corp Class A (e)(f) | 1484975 | 7603072 |
| Sealed Air Corp  | 2500 | 104700 |
| Smurfit Westrock PLC  | 46000 | 2162460 |
| Sonoco Products Co  | 4220 | 238303 |
|  |  | 198540567 |
| Metals & Mining - 0.5% |  |  |
| Alcoa Corp  | 166664 | 10346501 |
| Alpha Metallurgical Resources Inc (e)(f) | 13863 | 2254817 |
| Century Aluminum Co (f) | 35117 | 1810633 |
| Cleveland-Cliffs Inc (f) | 260392 | 2775779 |
| Coeur Mining Inc (f) | 273535 | 7426475 |
| Commercial Metals Co  | 11261 | 825431 |
| Compass Minerals International Inc (e)(f) | 26391 | 665053 |
| Constellium SE (f) | 235837 | 5869983 |
| Freeport-McMoRan Inc  | 1252757 | 85287697 |
| Hecla Mining Co (e) | 648990 | 16166341 |
| Ivanhoe Electric Inc / US (e)(f) | 9300 | 159866 |
| Kaiser Aluminum Corp  | 32227 | 4194022 |
| Materion Corp  | 8561 | 1395957 |
| MP Materials Corp (e)(f) | 32373 | 1905799 |
| Newmont Corp  | 1094939 | 142342070 |
| Nucor Corp  | 166967 | 29533123 |
| Ramaco Resources Inc Class A (e)(f) | 128938 | 1952121 |
| Ramaco Resources Inc Class B  | 288 | 3393 |
| Reliance Inc  | 112320 | 35452685 |
| Royal Gold Inc  | 165975 | 49757645 |
| Ryerson Holding Corp  | 74651 | 1952870 |
| Steel Dynamics Inc  | 240952 | 46535060 |
| SunCoke Energy Inc  | 75491 | 430299 |
| Tredegar Corp (f) | 16035 | 147200 |
| Warrior Met Coal Inc  | 10865 | 904403 |
|  |  | 450095223 |
| Paper & Forest Products - 0.0% |  |  |
| Clearwater Paper Corp (f) | 3600 | 53964 |
| Louisiana-Pacific Corp  | 32039 | 2714985 |
| Sylvamo Corp  | 109894 | 5088092 |
|  |  | 7857041 |
| TOTAL MATERIALS |  | 1798506444 |
| Real Estate - 1.4% |  |  |
| Diversified REITs - 0.0% |  |  |
| Alexander & Baldwin Inc  | 16641 | 345966 |
| American Assets Trust Inc  | 2000 | 39040 |
| Broadstone Net Lease Inc Class A  | 295003 | 5720109 |
| Essential Properties Realty Trust Inc  | 31192 | 1058656 |
| WP Carey Inc  | 100 | 7465 |
|  |  | 7171236 |
| Health Care REITs - 0.3% |  |  |
| American Healthcare REIT Inc  | 99560 | 5201014 |
| Healthcare Realty Trust Inc  | 340365 | 6279734 |
| Healthpeak Properties Inc  | 100 | 1768 |
| LTC Properties Inc  | 1000 | 39680 |
| Omega Healthcare Investors Inc  | 414039 | 19985663 |
| Sabra Health Care REIT Inc  | 56100 | 1152855 |
| Ventas Inc  | 1234731 | 106384423 |
| Welltower Inc  | 551188 | 114162059 |
|  |  | 253207196 |
| Hotel & Resort REITs - 0.0% |  |  |
| Apple Hospitality REIT Inc  | 20200 | 247652 |
| Chatham Lodging Trust  | 22784 | 175665 |
| DiamondRock Hospitality Co  | 63705 | 639598 |
| Host Hotels & Resorts Inc  | 1268176 | 24843568 |
| Park Hotels & Resorts Inc  | 7125 | 80584 |
| RLJ Lodging Trust  | 146703 | 1176558 |
| Ryman Hospitality Properties Inc  | 54169 | 5349189 |
| Xenia Hotels & Resorts Inc  | 3383 | 51691 |
|  |  | 32564505 |
| Industrial REITs - 0.2% |  |  |
| Americold Realty Trust Inc (e) | 340763 | 4562817 |
| EastGroup Properties Inc  | 56981 | 11185940 |
| First Industrial Realty Trust Inc  | 150075 | 9475736 |
| Industrial Logistics Properties Trust  | 2200 | 12892 |
| Prologis Inc  | 602984 | 85967429 |
| Rexford Industrial Realty Inc  | 863096 | 32340207 |
| STAG Industrial Inc Class A  | 230038 | 9022090 |
| Terreno Realty Corp  | 16641 | 1099304 |
|  |  | 153666415 |
| Office REITs - 0.0% |  |  |
| BXP Inc  | 115998 | 6679165 |
| COPT Defense Properties  | 393037 | 12490716 |
| Douglas Emmett Inc  | 5957 | 58915 |
| Franklin Street Properties Corp  | 11488 | 9451 |
| Hudson Pacific Properties Inc (f) | 794 | 5749 |
| Office Properties Income Trust  | 73806 | 885 |
| Orion Properties Inc  | 13200 | 32868 |
| Piedmont Realty Trust Inc Class A1 (f) | 784400 | 5953596 |
|  |  | 25231345 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Group Inc Class A (f) | 198221 | 29269313 |
| Compass Inc Class A (f) | 201346 | 1963124 |
| CoStar Group Inc (f) | 445113 | 19865393 |
| Douglas Elliman Inc (e)(f) | 1758547 | 4009487 |
| Forestar Group Inc (f) | 2400 | 68928 |
| Howard Hughes Holdings Inc (f) | 63221 | 4575304 |
| Jones Lang LaSalle Inc (f) | 94343 | 29769934 |
| Kennedy-Wilson Holdings Inc  | 62985 | 685277 |
| Marcus & Millichap Inc  | 6906 | 182387 |
| Newmark Group Inc Class A  | 20188 | 293130 |
| Opendoor Technologies Inc Class A (f) | 118020 | 639668 |
| RE/MAX Holdings Inc Class A (f) | 11600 | 72964 |
| Seritage Growth Properties Class A (f) | 17800 | 52687 |
| Zillow Group Inc Class A (f) | 23427 | 1049530 |
| Zillow Group Inc Class C (f) | 27634 | 1233029 |
|  |  | 93730155 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent Class A  | 85649 | 2569470 |
| AvalonBay Communities Inc  | 73259 | 12983693 |
| Camden Property Trust  | 53013 | 5743428 |
| Equity LifeStyle Properties Inc  | 345805 | 23224264 |
| Equity Residential  | 36083 | 2280806 |
| Essex Property Trust Inc  | 52242 | 13327457 |
| Independence Realty Trust Inc  | 541215 | 8967933 |
| Invitation Homes Inc  | 94555 | 2490579 |
| Mid-America Apartment Communities Inc  | 107559 | 14397848 |
| NexPoint Residential Trust Inc  | 35360 | 996798 |
| Sun Communities Inc  | 115739 | 15793744 |
| Veris Residential Inc  | 8402 | 158377 |
|  |  | 102934397 |
| Retail REITs - 0.1% |  |  |
| Agree Realty Corp  | 180951 | 14562936 |
| Brixmor Property Group Inc  | 4000 | 121080 |
| CBL & Associates Properties Inc  | 6935 | 262004 |
| Federal Realty Investment Trust  | 21700 | 2360309 |
| FrontView REIT Inc (e) | 14395 | 238525 |
| InvenTrust Properties Corp  | 5884 | 183581 |
| Kimco Realty Corp  | 1720649 | 40521284 |
| Macerich Co/The  | 83316 | 1705479 |
| NETSTREIT Corp (e) | 4300 | 89311 |
| NNN REIT Inc  | 256734 | 11635185 |
| Realty Income Corp  | 91700 | 6143900 |
| Regency Centers Corp  | 176132 | 13914428 |
| Simon Property Group Inc  | 164656 | 33565126 |
| Tanger Inc  | 54158 | 2007095 |
| Urban Edge Properties  | 49395 | 1049644 |
|  |  | 128359887 |
| Specialized REITs - 0.6% |  |  |
| American Tower Corp  | 896957 | 172090170 |
| CubeSmart  | 566593 | 23309636 |
| Digital Realty Trust Inc  | 43300 | 7672760 |
| EPR Properties  | 39005 | 2317287 |
| Equinix Inc  | 147635 | 143834875 |
| Extra Space Storage Inc  | 26384 | 3984776 |
| Four Corners Property Trust Inc  | 77446 | 1976422 |
| Iron Mountain Inc  | 25414 | 2753099 |
| Lamar Advertising Co Class A  | 186729 | 25720052 |
| Public Storage  | 81917 | 25153434 |
| Rayonier Inc  | 19700 | 423353 |
| SBA Communications Corp Class A  | 4546 | 914473 |
| VICI Properties Inc  | 1224237 | 36984200 |
| Weyerhaeuser Co  | 146211 | 3586556 |
|  |  | 450721093 |
| TOTAL REAL ESTATE |  | 1247586229 |
| Utilities - 1.9% |  |  |
| Electric Utilities - 1.3% |  |  |
| Alliant Energy Corp  | 824191 | 59621977 |
| American Electric Power Co Inc  | 83912 | 11229104 |
| Constellation Energy Corp  | 142240 | 46922131 |
| Duke Energy Corp  | 295616 | 38681354 |
| Edison International  | 918696 | 68663339 |
| Entergy Corp  | 1146396 | 122790476 |
| Evergy Inc  | 127100 | 10633186 |
| Eversource Energy  | 216700 | 16514707 |
| Exelon Corp  | 605810 | 29969421 |
| FirstEnergy Corp  | 1178560 | 60295130 |
| IDACORP Inc  | 169286 | 24372105 |
| NextEra Energy Inc  | 3063364 | 287251642 |
| NRG Energy Inc  | 134849 | 24132577 |
| Otter Tail Corp  | 11000 | 936100 |
| PG&E Corp  | 4366421 | 82961999 |
| Pinnacle West Capital Corp  | 12500 | 1253750 |
| Portland General Electric Co  | 101543 | 5479260 |
| PPL Corp  | 1648613 | 64262935 |
| Southern Co/The  | 1886589 | 183716037 |
| TXNM Energy Inc  | 37119 | 2190763 |
| Xcel Energy Inc  | 794014 | 66189007 |
|  |  | 1208067000 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp  | 215348 | 40224853 |
| Chesapeake Utilities Corp (e) | 68035 | 9250719 |
| MDU Resources Group Inc (e) | 502922 | 10400427 |
| National Fuel Gas Co  | 135596 | 12343304 |
| New Jersey Resources Corp  | 150750 | 8176680 |
| ONE Gas Inc (e) | 139344 | 12184239 |
| Southwest Gas Holdings Inc  | 141108 | 12441492 |
| UGI Corp  | 532100 | 19905861 |
|  |  | 124927575 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| AES Corp/The  | 527077 | 9107891 |
| Clearway Energy Inc Class C  | 26800 | 1026708 |
| Montauk Renewables Inc (f) | 7683 | 11832 |
| Talen Energy Corp (f) | 69892 | 25927835 |
| Vistra Corp  | 287333 | 49964335 |
|  |  | 86038601 |
| Multi-Utilities - 0.4% |  |  |
| Ameren Corp  | 191315 | 21672163 |
| Avista Corp  | 196973 | 8001043 |
| Black Hills Corp  | 10190 | 750595 |
| CenterPoint Energy Inc  | 68447 | 2977445 |
| CMS Energy Corp  | 267974 | 20920730 |
| Consolidated Edison Inc  | 499512 | 56205090 |
| Dominion Energy Inc  | 366119 | 23116754 |
| DTE Energy Co  | 268745 | 39838759 |
| NiSource Inc  | 63160 | 2987468 |
| Northwestern Energy Group Inc  | 133725 | 9355401 |
| Public Service Enterprise Group Inc  | 504860 | 43453300 |
| Sempra  | 1005534 | 96802759 |
| WEC Energy Group Inc  | 70200 | 8210592 |
|  |  | 334292099 |
| Water Utilities - 0.0% |  |  |
| American States Water Co  | 2344 | 174698 |
| California Water Service Group  | 7766 | 350091 |
| H2O America  | 28706 | 1544096 |
|  |  | 2068885 |
| TOTAL UTILITIES |  | 1755394160 |
| TOTAL UNITED STATES |  | 72062198773 |
| ZAMBIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| First Quantum Minerals Ltd (f) | 28376 | 849585 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $34,671,437,102) |  | <br> **73788795620** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Domestic Equity Funds - 18.3%** | &nbsp;&nbsp;**Domestic Equity Funds - 18.3%** | &nbsp;&nbsp;**Domestic Equity Funds - 18.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Advisor Blue Chip Growth Fund - Class Z (d) | 3099120 | 807072869 |
| Fidelity Advisor Small Cap Growth Fund - Class Z (d) | 18696503 | 695322946 |
| Fidelity Extended Market Index Fund (d) | 17343999 | 1806897840 |
| Fidelity Growth Company Fund (d) | 92499175 | 4488984950 |
| Fidelity Mid Cap Index Fund (d) | 89948 | 3554725 |
| Fidelity SAI Inflation-Focused Fund (d) | 15 | 1505 |
| Fidelity SAI Real Estate Index Fund (d) | 458957 | 2496728 |
| Fidelity SAI Small-Mid Cap Momentum Index Fund (d) | 103622190 | 526400726 |
| Fidelity SAI U.S. Large Cap Index Fund (d) | 46500840 | 1275053044 |
| Fidelity SAI U.S. Low Volatility Index Fund (d) | 23706313 | 562076675 |
| Fidelity SAI U.S. Momentum Index Fund (d) | 94584202 | 1835879368 |
| Fidelity SAI U.S. Quality Index Fund (d) | 139457334 | 3274458207 |
| iShares Core S&P 500 ETF (c) | 2271246 | 1565751568 |
| SPDR S&P 500 ETF  | 65060 | 44630509 |
| <br> **TOTAL DOMESTIC EQUITY FUNDS**<br> (Cost $11,798,529,161) |  | **16888581660** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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% 4/1/2026 (o) | BRL | 120100000 | 23131035 |
| COLOMBIA - 0.0%  |  |  |  |
| Colombian Republic 5% 6/15/2045  |  | 1300000 | 958750 |
| Colombian Republic 6.5% 1/21/2033  |  | 300000 | 298200 |
| Colombian Republic 8.375% 11/7/2054  |  | 1400000 | 1478400 |
| TOTAL COLOMBIA |  |  | 2735350 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Cote d'Ivoire Treasury Bill 6.625% 3/22/2048 (h) | EUR | 1700000 | 1880911 |
| ECUADOR - 0.0%  |  |  |  |
| Republic of Ecuador 0% 7/31/2030 (h)(o) |  | 1350000 | 1133690 |
| JAPAN - 0.0%  |  |  |  |
| Japan Government 2.4% 3/20/2055  | JPY | 620000000 | 3274786 |
| PERU - 0.0%  |  |  |  |
| Peruvian Republic 5.4% 8/12/2034 (h) | PEN | 23900000 | 7073855 |
| Peruvian Republic 6.15% 8/12/2032 (i) | PEN | 11600000 | 3736926 |
| Peruvian Republic 6.15% 8/12/2032  | PEN | 4500000 | 1449670 |
| Peruvian Republic 6.85% 8/12/2035 (h)(i) | PEN | 40800000 | 13013741 |
| Peruvian Republic 6.95% 8/12/2031 (h) | PEN | 38281000 | 12745552 |
| Peruvian Republic 7.3% 8/12/2033 (h)(i) | PEN | 4900000 | 1664245 |
| TOTAL PERU |  |  | 39683989 |
| POLAND - 0.0%  |  |  |  |
| Republic of Poland 4.75% 7/25/2029  | PLN | 10820000 | 3109007 |
| ROMANIA - 0.0%  |  |  |  |
| Romanian Republic 6.75% 7/11/2039 (h) | EUR | 2200000 | 2814722 |
| SOUTH AFRICA - 0.1%  |  |  |  |
| South African Republic 6.25% 3/31/2036  | ZAR | 165840000 | 9075649 |
| South African Republic 7% 2/28/2031  | ZAR | 58560000 | 3618189 |
| South African Republic 8% 1/31/2030  | ZAR | 321400000 | 20748882 |
| South African Republic 8.875% 2/28/2035  | ZAR | 92200000 | 6114744 |
| South African Republic Treasury Bills 0% 6/17/2026 (o) | ZAR | 7000000 | 431431 |
| TOTAL SOUTH AFRICA |  |  | 39988895 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $105,463,660) |  |  | <br> **117752385** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ITALY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Intesa Sanpaolo SpA 6.625% 6/20/2033 (i) |  | 300000 | 334516 |
| JAPAN - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| NTT Finance Corp 4.876% 7/16/2030 (i) |  | 200000 | 205184 |
| KAZAKHSTAN - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Development Bank of Kazakhstan JSC 18.4% 10/16/2028 (i) | KZT | 210000000 | 432170 |
| MEXICO - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos Mexicanos 6.35% 2/12/2048  |  | 700000 | 561680 |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| Eagle Funding Luxco Sarl 5.5% 8/17/2030 (i) |  | 5300000 | 5406000 |
| TOTAL MEXICO |  |  | 5967680 |
| PERU - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos del Peru SA 5.625% 6/19/2047 (h) |  | 1600000 | 1023467 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Credicorp Capital Sociedad Titulizadora SA 9.7% 3/5/2045 (g)(i) | PEN | 700000 | 225857 |
| TOTAL PERU |  |  | 1249324 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Barclays PLC 6.224% 5/9/2034 (l) |  | 4780000 | 5171736 |
| UNITED STATES - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Hyatt Hotels Corp 5.75% 3/30/2032  |  | 100000 | 105624 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Mars Inc 5.2% 3/1/2035 (i) |  | 200000 | 207092 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Viper Energy Partners LLC 5.7% 8/1/2035  |  | 800000 | 829872 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| JPMorgan Chase & Co 4.946% 10/22/2035 (l) |  | 600000 | 609317 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (l) |  | 4700000 | 5034328 |
| Wells Fargo & Co 5.557% 7/25/2034 (l) |  | 4820000 | 5071951 |
|  |  |  | 10715596 |
| Capital Markets - 0.0% |  |  |  |
| Athene Global Funding 2.673% 6/7/2031 (i) |  | 700000 | 622148 |
| Athene Global Funding 5.033% 7/17/2030 (i) |  | 4600000 | 4626221 |
| GA Global Funding Trust 5.5% 4/1/2032 (i) |  | 200000 | 202446 |
| GA Global Funding Trust 5.9% 1/13/2035 (i) |  | 400000 | 405531 |
| Goldman Sachs Group Inc/The 5.851% 4/25/2035 (l) |  | 9430000 | 10054537 |
| Morgan Stanley 5.424% 7/21/2034 (l) |  | 4840000 | 5055035 |
|  |  |  | 20965918 |
| Insurance - 0.0% |  |  |  |
| F&G Global Funding 5.875% 1/16/2030 (i) |  | 200000 | 206038 |
| TOTAL FINANCIALS |  |  | 31887552 |
| Information Technology - 0.0% |  |  |  |
| IT Services - 0.0% |  |  |  |
| Beignet Investor LLC 6.581% 5/30/2049 (i) |  | 5200000 | 5523034 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |  |
| Broadcom Inc 3.419% 4/15/2033  |  | 1000000 | 936648 |
| Software - 0.0% |  |  |  |
| Oracle Corp 4.55% 2/4/2029  |  | 500000 | 500949 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 6960631 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Pacific Gas and Electric Co 4.5% 7/1/2040  |  | 699000 | 620548 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  |  | 100000 | 101635 |
| Pacific Gas and Electric Co 5.7% 3/1/2035  |  | 300000 | 312799 |
| Pacific Gas and Electric Co 6.15% 1/15/2033  |  | 800000 | 859649 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  |  | 400000 | 402798 |
| Pacific Gas and Electric Co 6.7% 4/1/2053  |  | 1984000 | 2143168 |
| Southern California Edison Co 3.45% 2/1/2052  |  | 200000 | 136613 |
| Southern California Edison Co 4.65% 10/1/2043  |  | 700000 | 606789 |
| Southern California Edison Co 4.875% 3/1/2049  |  | 600000 | 517291 |
| Southern California Edison Co 5.2% 6/1/2034  |  | 900000 | 914931 |
| TOTAL UTILITIES |  |  | 6616221 |
| TOTAL UNITED STATES |  |  | 46606992 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $58,546,173) |  |  | <br> **59967602** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Repurchase Agreements - 0.5%** | &nbsp;&nbsp;**Repurchase Agreements - 0.5%** | &nbsp;&nbsp;**Repurchase Agreements - 0.5%** |
|  | Maturity<br> Amount ($)<br>| Value ($)<br>|
| Citigroup Global Markets, Inc 3.69%, dated 3/2/2026 due 3/3/2026 (b) | 215222058 | 215200000 |
| Repurchase Agreements\*  | 213366301 | 213300000 |
| <br> **TOTAL REPURCHASE AGREEMENTS**<br> (Cost $428,500,000) |  | **428500000** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.4%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.4%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.4%  |  |  |
| Citigroup Mortgage Loan Trust 2014-10 Series 10 Class 1A2, CME Term SOFR 1 month Index + 0.2495%, 3.5744% 11/25/2036 (i)(l)(m) | 2234081 | 1371100 |
| Fannie Mae 5% 12/1/2054  | 1169796 | 1188694 |
| Fannie Mae 6.5% 7/1/2054  | 1296505 | 1372256 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2054  | 668625 | 650623 |
| Fannie Mae Mortgage pass-thru certificates 5.24% 1/1/2034  | 6106000 | 6522684 |
| Fannie Mae Mortgage pass-thru certificates 5.34% 10/1/2032  | 3098397 | 3293094 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054  | 168723 | 171639 |
| Fannie Mae Mortgage pass-thru certificates 5.65% 10/1/2030  | 1904187 | 2030436 |
| Fannie Mae Mortgage pass-thru certificates 5.73% 11/1/2030  | 1998000 | 2134130 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 1731679 | 1839340 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2054  | 481000 | 502469 |
| Freddie Mac Gold Pool 5% 1/1/2055  | 913966 | 928731 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 48686 | 50179 |
| Freddie Mac Gold Pool 6.5% 8/1/2054  | 2182680 | 2311065 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 930063 | 989048 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 1051300 | 1117317 |
| Freddie Mac Non Gold Pool 6.5% 2/1/2055  | 1111903 | 1182421 |
| Ginnie Mae II Pool 4% 3/1/2056 (j) | 19290000 | 18553815 |
| Ginnie Mae II Pool 4% 4/1/2056 (j) | 19290000 | 18546280 |
| Ginnie Mae II Pool 4.5% 3/1/2056 (j) | 3220000 | 3181022 |
| Ginnie Mae II Pool 4.5% 4/1/2056 (j) | 3220000 | 3177123 |
| Uniform Mortgage Backed Securities 4% 3/1/2056 (j) | 88600000 | 86118509 |
| Uniform Mortgage Backed Securities 4% 4/1/2056 (j) | 50610000 | 49050185 |
| Uniform Mortgage Backed Securities 4.5% 3/1/2056 (j) | 114800000 | 113517465 |
| Uniform Mortgage Backed Securities 5% 3/1/2056 (j) | 98310000 | 98755462 |
| Uniform Mortgage Backed Securities 5% 4/1/2056 (j) | 89200000 | 89513600 |
| Uniform Mortgage Backed Securities 5.5% 3/1/2056 (j) | 59890000 | 60853858 |
| Uniform Mortgage Backed Securities 5.5% 4/1/2056 (j) | 59890000 | 60807066 |
| Uniform Mortgage Backed Securities 6% 3/1/2056 (j) | 162895000 | 167088276 |
| Uniform Mortgage Backed Securities 6% 4/1/2056 (j) | 162895000 | 167069201 |
| Uniform Mortgage Backed Securities 6.5% 3/1/2056 (j) | 202775000 | 210577093 |
| Uniform Mortgage Backed Securities 6.5% 4/1/2056 (j) | 157285000 | 163422811 |
| TOTAL UNITED STATES |  | 1337886992 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $1,330,639,961) |  | <br> **1337886992** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 (%) (r) | Principal<br> Amount (a)<br>| Value ($)<br>|
| AutoNation Inc 0% 3/5/2026  | 4.16 | 6600000 | 6595552 |
| Glencore Funding LLC 0% 3/26/2026  | 3.88 | 2000000 | 1994125 |
| Glencore Funding LLC 0% 3/4/2026  | 3.87 | 300000 | 299838 |
| HCA Inc 0% 3/13/2026  | 4.11 | 8500000 | 8486446 |
| HCA Inc 0% 4/22/2026  | 4.18 | 800000 | 794977 |
| Imperial Brands Finance PLC yankee 0% 3/12/2026  | 3.90 | 500000 | 499303 |
| Southern California Edison Co 0% 3/2/2026  | 4.26 | 5100000 | 5098310 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $23,773,877) |  |  | **23768551** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 (%) (r) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 3/10/2026  | 3.64 | 100000 | 99919 |
| US Treasury Bills 0% 3/17/2026  | 3.64 | 800000 | 798792 |
| US Treasury Bills 0% 3/3/2026  | 3.63 | 3000000 | 2999699 |
| US Treasury Bills 0% 4/14/2026 (s)(t) | 3.57 to 3.59 | 3495000 | 3479846 |
| US Treasury Bills 0% 4/21/2026 (s)(t)(u) | 3.57 | 13995000 | 13924636 |
| US Treasury Bills 0% 4/23/2026 (s) | 3.62 | 200000 | 198957 |
| US Treasury Bills 0% 4/28/2026  | 3.65 | 300000 | 298277 |
| US Treasury Bills 0% 4/30/2026  | 3.61 to 3.65 | 3100000 | 3081545 |
| US Treasury Bills 0% 4/7/2026 (s) | 3.57 to 3.65 | 817000 | 814035 |
| US Treasury Bills 0% 4/9/2026  | 3.64 to 3.65 | 21200000 | 21118937 |
| US Treasury Bills 0% 5/12/2026 (s) | 3.59 | 1200000 | 1191514 |
| US Treasury Bills 0% 5/14/2026 (t) | 3.63 to 3.64 | 4102000 | 4072139 |
| US Treasury Bills 0% 5/19/2026 (s) | 3.60 to 3.61 | 416000 | 412780 |
| US Treasury Bills 0% 5/21/2026  | 3.64 | 2700000 | 2678489 |
| US Treasury Bills 0% 5/28/2026 (t) | 3.63 | 1480000 | 1467184 |
| US Treasury Bills 0% 5/7/2026 (t) | 3.63 | 1145000 | 1137443 |
| US Treasury Bills 0% 6/18/2026 (s) | 3.53 | 300000 | 296788 |
| US Treasury Bills 0% 6/9/2026  | 3.64 | 6815000 | 6747848 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.78 | 7980000 | 8055125 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.57 to 4.69 | 335000 | 348452 |
| US Treasury Notes 4.25% 8/15/2035  | 4.00 to 4.01 | 522000 | 534968 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $73,517,977) |  |  | **73757373** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (v) | 3.70 | 31737725 | 31744072 |
| Fidelity Securities Lending Cash Central Fund (v)(w) | 3.69 | 946207434 | 946302055 |
| Invesco Government & Agency Portfolio Institutional Class (x) | 0.00 | 624966842 | 624966842 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,603,012,969) |  |  | **1603012969** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 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 | 8/2026 | 600000 | 4131 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.23% and pay annually a floating rate based on US SOFR Index, expiring April 2031 | 3/2026 | 13200000 | 54985 |
| 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 | 8/2026 | 1200000 | 3545 |
| 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 | 8/2027 | 28600000 | 2281692 |
| 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 | 8/2035 | 3400000 | 301092 |
| 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 | 8/2026 | 1300000 | 4259 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.194% and pay annually a floating rate based on US SOFR Index, expiring March 2033 | 3/2026 | 3100000 | 265 |
| 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 | 8/2035 | 14300000 | 1252203 |
| Option on an interest rate swap with Deutsche Bank AG/London to receive annually a fixed rate of 3.442% and pay annually a floating rate based on US SOFR Index, expiring March 2033 | 3/2026 | 17300000 | 133836 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.146% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 4/2026 | 8300000 | 20267 |
| Option on an interest rate swap with Barclays Bank PLC to receive annually a fixed rate of 4.11% and pay annually a floating rate based on US SOFR Index, expiring August 2057 | 8/2027 | 9900000 | 789816 |
| 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 | 8/2035 | 5100000 | 458074 |
| 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 | 8/2035 | 3400000 | 274958 |
| 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 | 8/2026 | 600000 | 3747 |
| 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 | 8/2026 | 600000 | 3803 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.449% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/2026 | 17900000 | 82079 |
| 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 | 7/2035 | 23100000 | 1913714 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.4625% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 4/2026 | 15300000 | 155184 |
| 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 | 8/2027 | 738000000 | 3554880 |
| 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 | 8/2026 | 1200000 | 3593 |
| 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 | 8/2035 | 11400000 | 997621 |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 4.296% and pay annually a floating rate based on US SOFR Index, expiring February 2058 | 2/2028 | 6500000 | 679944 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.317% and pay annually a floating rate based on US SOFR Index, expiring March 2033 | 3/2026 | 15200000 | 10505 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.2675% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 4/2026 | 20400000 | 70146 |
| TOTAL PUT SWAPTIONS |  |  | 13054339 |
| Call Swaptions - 0.0% |  |  |  |
| 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 | 8/2035 | 3400000 | 252373 |
| 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 | 8/2035 | 3400000 | 271120 |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 45 Index, paying 1% quarterly expiring December 2030 | 6/2026 | 68900000 | 155502 |
| Option on an interest rate swap with Barclays Bank PLC to receive annually a fixed rate of 4.11% and pay annually a floating rate based on US SOFR Index, expiring August 2057 | 8/2027 | 12900000 | 667338 |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 45 Index, paying 1% quarterly expiring December 2030 | 5/2026 | 259100000 | 458819 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.758% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 3/2026 | 6600000 | 1106 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.093% and pay annually a floating rate based on US SOFR Index, expiring January 2028 | 1/2027 | 131500000 | 25966 |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 4.296% and pay annually a floating rate based on US SOFR Index, expiring February 2058 | 2/2028 | 6500000 | 323713 |
| 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 | 8/2027 | 738000000 | 2529148 |
| 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 | 7/2035 | 23100000 | 1809219 |
| 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 | 8/2035 | 5100000 | 374288 |
| 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 | 8/2027 | 37400000 | 1934764 |
| TOTAL CALL SWAPTIONS |  |  | 8803356 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $25,146,621) |  |  | <br> **21857695** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 | Goldman Sachs Bank USA | 4900000 | 4900000 | 7.8 | 8/2026 | 4170 |
| USD/HKD Cross Currency Contracts | Bank of America NA | 19200000 | 19200000 | 7.8 | 8/2026 | 16338 |
| USD/HKD Cross Currency Contracts | Bank of America NA | 48300000 | 48300000 | 7.8 | 8/2026 | 40485 |
|  |  |  |  |  |  | **60993** |
| Put Options |  |  |  |  |  |  |
| S&P 500 Index | Chicago Board Options Exchange | 70 | 48152160 | 6275 | 3/2026 | 4900 |
| S&P 500 Index | Chicago Board Options Exchange | 125 | 85986000 | 6175 | 3/2026 | 6875 |
| S&P 500 Index | Chicago Board Options Exchange | 96 | 66037248 | 6250 | 3/2026 | 44640 |
| S&P 500 Index | Chicago Board Options Exchange | 60 | 41273280 | 6175 | 3/2026 | 22200 |
| S&P 500 Index | Chicago Board Options Exchange | 72 | 49527936 | 6275 | 3/2026 | 36360 |
| S&P 500 Index | Chicago Board Options Exchange | 93 | 63973584 | 6250 | 3/2026 | 105555 |
| S&P 500 Index | Chicago Board Options Exchange | 63 | 43336944 | 6175 | 3/2026 | 57645 |
| S&P 500 Index | Chicago Board Options Exchange | 114 | 78419232 | 6250 | 3/2026 | 213180 |
| USD/KRW Cross Currency Contracts | Bank of America NA | 2183797 | 2183797 | 1400 | 7/2026 | 24415 |
| USD/KRW Cross Currency Contracts | Bank of America NA | 1366203 | 1366203 | 1400 | 7/2026 | 15685 |
| USD/ZAR Cross Currency Contracts | Bank of America NA | 5440000 | 5440000 | 18 | 9/2026 | 663787 |
| USD/BRL Cross Currency Contracts | Goldman Sachs Bank USA | 3500000 | 3500000 | 5.32 | 4/2026 | 120515 |
|  |  |  |  |  |  | **1315757** |
| **TOTAL PURCHASED OPTIONS**<br> (Cost $1,160,542) |  |  |  |  |  | **1376750** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 103.3%**<br> (Cost $50,568,876,990)<br>| <br>**95445927306** |
| **NET OTHER ASSETS (LIABILITIES) - (3.3)%** (p)(q)  | **(3039341764)** |
| **NET ASSETS - 100.0%** | **92406585542** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 4% 3/1/2056 | (19290000) | (18553815) |
| Ginnie Mae II Pool 4.5% 3/1/2056 | (3220000) | (3181022) |
| Uniform Mortgage Backed Securities 4% 3/1/2056 | (50610000) | (49192525) |
| Uniform Mortgage Backed Securities 4.5% 3/1/2056 | (86100000) | (85138099) |
| Uniform Mortgage Backed Securities 5% 3/1/2056 | (98310000) | (98755462) |
| Uniform Mortgage Backed Securities 5.5% 3/1/2056 | (59890000) | (60853858) |
| Uniform Mortgage Backed Securities 6% 3/1/2056 | (162895000) | (167088276) |
| Uniform Mortgage Backed Securities 6.5% 3/1/2056 | (202775000) | (210577093) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (693340150) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $690,956,360) |  | <br> **(693340150)** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 45 Index, paying 1% quarterly expiring December 2030 | 5/2026 | 170200000 | (151532) |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.775% and pay annually a floating rate based on US SOFR Index, expiring March 2036 | 2/2026 | 2600000 | (52262) |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 45 Index, paying 1% quarterly expiring December 2030 | 6/2026 | 86700000 | (51855) |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 45 Index, paying 1% quarterly expiring December 2030 | 5/2026 | 128900000 | (61405) |
| TOTAL PUT SWAPTIONS |  |  | (317054) |
| Call Swaptions |  |  |  |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.7625% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 4/2026 | 17100000 | (7740) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.617% and pay annually a floating rate based on US SOFR Index, expiring March 2033 | 3/2026 | 16700000 | (1) |
| Option on an interest rate swap with Deutsche Bank AG/London to receive annually a fixed rate of 3.742% and pay annually a floating rate based on US SOFR Index, expiring March 2033 | 3/2026 | 18300000 | (1901) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.049% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/2026 | 11400000 | (1682) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.646% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 4/2026 | 9900000 | (11202) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.7675% and pay annually a floating rate based on US SOFR Index, expiring April 2033 | 4/2026 | 10100000 | (2009) |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 4.015% and pay annually a floating rate based on US SOFR Index, expiring March 2036 | 2/2026 | 2600000 | 0 |
| TOTAL CALL SWAPTIONS |  |  | (24535) |
| **TOTAL WRITTEN SWAPTIONS** |  |  | **(341589)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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 ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| CBOT US Fed Funds Rate Contracts (United States) | 268 | 2/2026 | 107610608 | (89641) |
| CBOT US Fed Funds Rate Contracts (United States) | 110 | 5/2026 | 44198327 | (144220) |
| CME E-Mini Russell 2000 Index Contracts (United States) | 49 | 3/2026 | 6455015 | 107690 |
| CME E-Mini S&P 500 Index Contracts (United States) | 1693 | 3/2026 | 583153850 | 1445344 |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | 6 | 3/2026 | 2146740 | 96063 |
| **TOTAL EQUITY CONTRACTS** |  |  |  | 1415236 |
| Interest Rate Contracts |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | 199 | 3/2026 | 15659070 | 182857 |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | 265 | 6/2026 | 30926328 | 173820 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 690 | 6/2026 | 144371719 | 170147 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 2391 | 6/2026 | 263290195 | 642286 |
| Eurex Euro-Bund Contracts (Germany) | 487 | 3/2026 | 74939447 | 767410 |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  | 1936520 |
| TOTAL LONG |  |  |  | 3351756 |
| SHORT |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| CBOT US Treasury Ultra Bond Contracts (United States) | (151) | 6/2026 | (18355938) | (20565) |
| Eurex Euro-OAT Contracts (Germany) | (374) | 3/2026 | (54762528) | (911137) |
| Eurex Euro-OAT Contracts (Germany) | (155) | 6/2026 | (22607789) | (43413) |
| OSE 10Y Japan Treasury Bond Contracts (Japan) | (51) | 3/2026 | (43369513) | 143887 |
| TOTAL SHORT |  |  |  | (831228) |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **2520528** |
| The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. |
| The notional amount of short futures as a percentage of Net Assets is 0.1%. | The notional amount of short futures as a percentage of Net Assets is 0.1%. | The notional amount of short futures as a percentage of Net Assets is 0.1%. | The notional amount of short futures as a percentage of Net Assets is 0.1%. | The notional amount of short futures as a percentage of Net Assets is 0.1%. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 |  |  |  |  |  |  |
| USD/HKD Cross Currency Contracts | Bank of America NA | 19200000 | 19200000 | 7.85 | 8/2026 | (6847) |
| USD/HKD Cross Currency Contracts | Goldman Sachs Bank USA | 4900000 | 4900000 | 7.85 | 8/2026 | (1747) |
| USD/BRL Cross Currency Contracts | Goldman Sachs Bank USA | 3500000 | 3500000 | 5.70 | 4/2026 | (7567) |
| USD/HKD Cross Currency Contracts | Bank of America NA | 48300000 | 48300000 | 7.85 | 8/2026 | (17833) |
|  |  |  |  |  |  | (33994) |
| Put Options |  |  |  |  |  |  |
| S&P 500 Index | Chicago Board Options Exchange | 61 | 41961168 | 6755.00 | 3/2026 | (103395) |
| S&P 500 Index | Chicago Board Options Exchange | 64 | 44024832 | 6700.00 | 3/2026 | (65600) |
| S&P 500 Index | Chicago Board Options Exchange | 70 | 48152160 | 6845.00 | 3/2026 | (253400) |
| S&P 500 Index | Chicago Board Options Exchange | 60 | 41273280 | 6730.00 | 3/2026 | (233700) |
| S&P 500 Index | Chicago Board Options Exchange | 168 | 115565184 | 6825.00 | 3/2026 | (1016400) |
| S&P 500 Index | Chicago Board Options Exchange | 63 | 43336944 | 6720.00 | 3/2026 | (349650) |
| S&P 500 Index | Chicago Board Options Exchange | 93 | 63973584 | 6800.00 | 3/2026 | (683550) |
| S&P 500 Index | Chicago Board Options Exchange | 114 | 78419232 | 6790.00 | 3/2026 | (977550) |
| Fannie Mae 6% 4/30/2056 | JPMorgan Chase Bank NA | 6900000 | 6900000 | 102.33 | 4/2026 | (2779) |
| USD/KRW Cross Currency Contracts | Bank of America NA | 2183797 | 2183797 | 1350.00 | 7/2026 | (8222) |
| USD/KRW Cross Currency Contracts | Bank of America NA | 1366203 | 1366203 | 1350.00 | 7/2026 | (5371) |
| USD/ZAR Cross Currency Contracts | Bank of America NA | 10890000 | 10890000 | 17.00 | 8/2026 | (751456) |
| USD/BRL Cross Currency Contracts | Goldman Sachs Bank USA | 3500000 | 3500000 | 5.12 | 4/2026 | (37350) |
|  |  |  |  |  |  | (4488423) |
| **TOTAL WRITTEN OPTIONS** |  |  |  |  |  | **(4522417)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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) ($)  |
| AUD | 1739000 | USD | 1212645 | BNP Paribas SA | 3/2026 | 24914 |
| AUD | 13641000 | USD | 9723441 | Citibank NA | 3/2026 | (15824) |
| AUD | 2235000 | USD | 1556645 | JPMorgan Chase Bank NA | 3/2026 | 33893 |
| BRL | 5530968 | USD | 1074079 | BNP Paribas SA | 3/2026 | 4819 |
| BRL | 3998730 | USD | 760000 | BNP Paribas SA | 3/2026 | 20012 |
| BRL | 2517299 | USD | 480000 | BNP Paribas SA | 3/2026 | 11037 |
| BRL | 954378 | USD | 180000 | Citibank NA | 3/2026 | 6166 |
| BRL | 2370835 | USD | 460000 | Goldman Sachs Bank USA | 3/2026 | 2467 |
| BRL | 92934506 | USD | 16848170 | Goldman Sachs Bank USA | 3/2026 | 1280086 |
| BRL | 6314517 | USD | 1174914 | Goldman Sachs Bank USA | 4/2026 | 46722 |
| BRL | 12531918 | USD | 2324729 | Goldman Sachs Bank USA | 4/2026 | 99755 |
| BRL | 78301541 | USD | 15045113 | Goldman Sachs Bank USA | 4/2026 | 103475 |
| CAD | 14926 | USD | 11039 | Bank of America NA | 3/2026 | (97) |
| CAD | 10461873 | USD | 7642540 | Bank of America NA | 3/2026 | 27174 |
| CAD | 1526000 | USD | 1115330 | Barclays Bank PLC | 3/2026 | 3398 |
| CAD | 328102 | USD | 240000 | Citibank NA | 3/2026 | 714 |
| CAD | 1081288 | USD | 790000 | BNP Paribas SA | 3/2026 | 3674 |
| CHF | 38741 | USD | 50000 | Morgan Stanley | 3/2026 | 388 |
| CHF | 496000 | USD | 641163 | Bank of America NA | 3/2026 | 3956 |
| CHF | 643000 | USD | 829026 | Bank of America NA | 3/2026 | 7288 |
| CHF | 564000 | USD | 729693 | Barclays Bank PLC | 3/2026 | 3870 |
| CHF | 7050151 | USD | 9131728 | Barclays Bank PLC | 3/2026 | 38007 |
| CHF | 1034000 | USD | 1344891 | Citibank NA | 3/2026 | (26) |
| CHF | 482000 | USD | 621068 | Citibank NA | 3/2026 | 5842 |
| CLP | 355207600 | USD | 412461 | Bank of America NA | 3/2026 | (5449) |
| CLP | 707745200 | USD | 826084 | BNP Paribas SA | 3/2026 | (15166) |
| CLP | 46517500 | USD | 51022 | Bank of America NA | 3/2026 | 2277 |
| CLP | 599106300 | USD | 690000 | Barclays Bank PLC | 3/2026 | (3558) |
| CLP | 1092603562 | USD | 1172737 | Citibank NA | 3/2026 | 79143 |
| CLP | 117889934 | USD | 133770 | Citibank NA | 3/2026 | 1306 |
| CLP | 320449640 | USD | 354754 | Citibank NA | 3/2026 | 12409 |
| CLP | 1180196238 | USD | 1268483 | UBS AG | 3/2026 | 83759 |
| CLP | 450748200 | USD | 525158 | Bank of America NA | 6/2026 | (8836) |
| CLP | 4067131874 | USD | 4684826 | Citibank NA | 9/2026 | (26987) |
| CNY | 315913 | USD | 46021 | Deutsche Bank AG | 3/2026 | 42 |
| COP | 295044000 | USD | 78767 | Bank of America NA | 3/2026 | (131) |
| COP | 1817490000 | USD | 470000 | Citibank NA | 3/2026 | 12384 |
| COP | 10514304791 | USD | 2764194 | Citibank NA | 4/2026 | 10951 |
| CZK | 11518080 | USD | 560000 | Citibank NA | 3/2026 | 1633 |
| CZK | 11512000 | USD | 560233 | BNP Paribas SA | 3/2026 | 1157 |
| CZK | 8654000 | USD | 420006 | Goldman Sachs Bank USA | 3/2026 | 2012 |
| EUR | 125000 | USD | 147502 | JPMorgan Chase Bank NA | 3/2026 | 198 |
| EUR | 504000 | USD | 594926 | BNP Paribas SA | 3/2026 | 601 |
| EUR | 42755910 | USD | 50477628 | BNP Paribas SA | 3/2026 | 42756 |
| EUR | 497000 | USD | 586182 | JPMorgan Chase Bank NA | 3/2026 | 1073 |
| GBP | 1316000 | USD | 1786448 | BNP Paribas SA | 3/2026 | (12941) |
| GBP | 807000 | USD | 1089305 | JPMorgan Chase Bank NA | 3/2026 | (1751) |
| GBP | 1646000 | USD | 2263589 | UBS AG | 3/2026 | (45357) |
| GBP | 2962000 | USD | 4001419 | BNP Paribas SA | 4/2026 | (9304) |
| GBP | 807000 | USD | 1091454 | Barclays Bank PLC | 4/2026 | (3798) |
| HUF | 99060000 | USD | 311294 | Bank of America NA | 3/2026 | (674) |
| HUF | 231875596 | USD | 725323 | JPMorgan Chase Bank NA | 3/2026 | 992 |
| HUF | 303012100 | USD | 945381 | UBS AG | 3/2026 | 3759 |
| IDR | 127197984 | USD | 7576 | BNP Paribas SA | 3/2026 | 11 |
| IDR | 104405084 | USD | 6212 | BNP Paribas SA | 3/2026 | 16 |
| IDR | 104275999 | USD | 6212 | Citibank NA | 3/2026 | 8 |
| IDR | 336027897 | USD | 20052 | JPMorgan Chase Bank NA | 3/2026 | (8) |
| IDR | 9383920000 | USD | 560000 | Goldman Sachs Bank USA | 3/2026 | (296) |
| IDR | 4560030000 | USD | 271201 | JPMorgan Chase Bank NA | 3/2026 | 750 |
| IDR | 6363670000 | USD | 380000 | JPMorgan Chase Bank NA | 3/2026 | (515) |
| IDR | 2858278000 | USD | 170000 | Bank of America NA | 3/2026 | 385 |
| IDR | 3723170000 | USD | 220000 | Bank of America NA | 3/2026 | 1942 |
| IDR | 5745626000 | USD | 340000 | Goldman Sachs Bank USA | 3/2026 | 2503 |
| IDR | 5872580000 | USD | 350000 | Barclays Bank PLC | 4/2026 | (15) |
| IDR | 25196764233 | USD | 1499495 | BNP Paribas SA | 6/2026 | (136) |
| IDR | 18139237155 | USD | 1075772 | BNP Paribas SA | 6/2026 | 3621 |
| IDR | 9265770681 | USD | 549868 | BNP Paribas SA | 6/2026 | 1501 |
| IDR | 251364757 | USD | 14940 | Citibank NA | 6/2026 | 18 |
| IDR | 6382199219 | USD | 379830 | Citibank NA | 6/2026 | (51) |
| IDR | 31598186544 | USD | 1873207 | Goldman Sachs Bank USA | 6/2026 | 7075 |
| IDR | 2530020000 | USD | 149376 | JPMorgan Chase Bank NA | 6/2026 | 1176 |
| IDR | 337055754 | USD | 19843 | JPMorgan Chase Bank NA | 6/2026 | 214 |
| IDR | 2528835000 | USD | 149934 | Royal Bank of Canada | 6/2026 | 547 |
| ILS | 1130000 | USD | 360135 | JPMorgan Chase Bank NA | 3/2026 | 588 |
| ILS | 2102000 | USD | 681243 | Bank of America NA | 4/2026 | (9977) |
| ILS | 1435000 | USD | 458967 | JPMorgan Chase Bank NA | 4/2026 | (705) |
| INR | 37075502 | USD | 406552 | Goldman Sachs Bank USA | 3/2026 | 795 |
| INR | 36865640 | USD | 405530 | JPMorgan Chase Bank NA | 3/2026 | (489) |
| INR | 12684474 | USD | 139476 | Goldman Sachs Bank USA | 3/2026 | (131) |
| INR | 18976917 | USD | 210000 | Citibank NA | 3/2026 | (1588) |
| INR | 39905800 | USD | 440000 | Goldman Sachs Bank USA | 3/2026 | (1831) |
| INR | 73455660 | USD | 810000 | Citibank NA | 3/2026 | (3730) |
| INR | 28817438 | USD | 316074 | BNP Paribas SA | 3/2026 | 102 |
| INR | 40495284 | USD | 443926 | BNP Paribas SA | 3/2026 | 376 |
| INR | 2738850 | USD | 30000 | Barclays Bank PLC | 4/2026 | 29 |
| INR | 10892363 | USD | 120119 | Bank of America NA | 4/2026 | (745) |
| INR | 232360530 | USD | 2556348 | Citibank NA | 4/2026 | (9822) |
| INR | 62293365 | USD | 672000 | Citibank NA | 4/2026 | 10696 |
| INR | 231874130 | USD | 2551081 | Citibank NA | 4/2026 | (9885) |
| INR | 257073419 | USD | 2825526 | Citibank NA | 4/2026 | (8162) |
| INR | 256936316 | USD | 2822592 | Citibank NA | 4/2026 | (6731) |
| INR | 253986138 | USD | 2770506 | Citibank NA | 4/2026 | 13023 |
| INR | 202862160 | USD | 2228324 | Citibank NA | 4/2026 | (5082) |
| INR | 232625061 | USD | 2557795 | Citibank NA | 4/2026 | (8370) |
| INR | 256992147 | USD | 2802684 | Citibank NA | 4/2026 | 13789 |
| INR | 90164036 | USD | 977534 | JPMorgan Chase Bank NA | 4/2026 | 10607 |
| JPY | 33321528 | USD | 216357 | BNP Paribas SA | 3/2026 | (2983) |
| JPY | 239400000 | USD | 1563606 | Bank of America NA | 3/2026 | (30612) |
| JPY | 208260803 | USD | 1353044 | Barclays Bank PLC | 3/2026 | (19449) |
| JPY | 987068995 | USD | 6458780 | JPMorgan Chase Bank NA | 3/2026 | (138100) |
| JPY | 578500000 | USD | 3804117 | JPMorgan Chase Bank NA | 3/2026 | (99701) |
| JPY | 1968428799 | USD | 12659015 | Bank of America NA | 4/2026 | (20466) |
| KRW | 530972200 | USD | 372743 | Canadian Imperial Bank of Commerce | 3/2026 | (4033) |
| KRW | 528174749 | USD | 366292 | Goldman Sachs Bank USA | 3/2026 | 476 |
| KRW | 1013521979 | USD | 701011 | Deutsche Bank AG | 3/2026 | 2833 |
| KRW | 14638046 | USD | 10124 | Bank of America NA | 3/2026 | 43 |
| KRW | 1409245355 | USD | 974837 | Citibank NA | 3/2026 | 4262 |
| KRW | 8928490462 | USD | 6154863 | Goldman Sachs Bank USA | 3/2026 | 48366 |
| KRW | 86772600 | USD | 60000 | Bank of America NA | 3/2026 | 297 |
| MXN | 14789000 | USD | 797113 | Goldman Sachs Bank USA | 3/2026 | 61614 |
| MXN | 32278000 | USD | 1760511 | Bank of America NA | 3/2026 | 112619 |
| MXN | 26259 | USD | 1423 | JPMorgan Chase Bank NA | 3/2026 | 101 |
| MXN | 9147000 | USD | 530518 | Bank of America NA | 3/2026 | (174) |
| MXN | 4496000 | USD | 247978 | Bank of America NA | 3/2026 | 12701 |
| MXN | 13379000 | USD | 766878 | Bank of America NA | 3/2026 | 8837 |
| MXN | 13887000 | USD | 763679 | Bank of America NA | 3/2026 | 41490 |
| MXN | 8573000 | USD | 498226 | Bank of America NA | 3/2026 | (1163) |
| MXN | 34815000 | USD | 1880078 | Barclays Bank PLC | 3/2026 | 138497 |
| MXN | 16696000 | USD | 970432 | Goldman Sachs Bank USA | 3/2026 | (2397) |
| MXN | 13989000 | USD | 796934 | Goldman Sachs Bank USA | 3/2026 | 14149 |
| MXN | 260626000 | USD | 14391750 | Goldman Sachs Bank USA | 3/2026 | 719358 |
| MXN | 6208000 | USD | 349198 | Goldman Sachs Bank USA | 3/2026 | 10743 |
| MXN | 5856468 | USD | 318148 | JPMorgan Chase Bank NA | 4/2026 | 20719 |
| MXN | 16091000 | USD | 873002 | Goldman Sachs Bank USA | 4/2026 | 57980 |
| MXN | 14278000 | USD | 772665 | Goldman Sachs Bank USA | 4/2026 | 53221 |
| MXN | 22821000 | USD | 1238215 | Goldman Sachs Bank USA | 4/2026 | 81611 |
| MXN | 11034000 | USD | 605182 | JPMorgan Chase Bank NA | 4/2026 | 32853 |
| MXN | 1468190 | USD | 84541 | Deutsche Bank AG | 6/2026 | (90) |
| MXN | 978799 | USD | 56361 | Deutsche Bank AG | 6/2026 | (60) |
| MXN | 299551811 | USD | 17170229 | Goldman Sachs Bank USA | 6/2026 | 60161 |
| MXN | 38563630 | USD | 2209482 | UBS AG | 6/2026 | 8720 |
| MXN | 3110551 | USD | 177300 | JPMorgan Chase Bank NA | 9/2026 | 415 |
| MYR | 743314 | USD | 188000 | Barclays Bank PLC | 3/2026 | 3064 |
| MYR | 677680 | USD | 172000 | Goldman Sachs Bank USA | 3/2026 | 2193 |
| MYR | 1257440 | USD | 320000 | Barclays Bank PLC | 3/2026 | 3293 |
| MYR | 1044290 | USD | 260000 | Barclays Bank PLC | 3/2026 | 8491 |
| MYR | 3236510 | USD | 828409 | Barclays Bank PLC | 3/2026 | 3711 |
| MYR | 2299296 | USD | 590290 | Barclays Bank PLC | 3/2026 | 869 |
| MYR | 1598180 | USD | 410000 | Goldman Sachs Bank USA | 3/2026 | 899 |
| MYR | 1420994 | USD | 365727 | Goldman Sachs Bank USA | 3/2026 | (383) |
| MYR | 1444106 | USD | 370000 | Goldman Sachs Bank USA | 3/2026 | 1344 |
| NOK | 4505000 | USD | 473832 | Citibank NA | 3/2026 | (36) |
| NOK | 9460000 | USD | 992692 | BNP Paribas SA | 3/2026 | 2229 |
| NOK | 13933536 | USD | 1448234 | Barclays Bank PLC | 3/2026 | 17174 |
| NOK | 10645000 | USD | 1093530 | JPMorgan Chase Bank NA | 3/2026 | 26018 |
| NOK | 12745199 | USD | 1326272 | UBS AG | 3/2026 | 14157 |
| NOK | 898271 | USD | 93981 | UBS AG | 3/2026 | 491 |
| NOK | 43577035 | USD | 4551611 | Barclays Bank PLC | 4/2026 | 30451 |
| NZD | 335531 | USD | 200000 | Citibank NA | 3/2026 | 1268 |
| NZD | 1799000 | USD | 1083182 | Citibank NA | 3/2026 | (4052) |
| NZD | 19005373 | USD | 11371105 | UBS AG | 3/2026 | 29268 |
| PEN | 1523394 | USD | 452073 | Citibank NA | 3/2026 | 1994 |
| PEN | 300960 | USD | 89668 | Deutsche Bank AG | 3/2026 | 37 |
| PEN | 1517227 | USD | 449629 | Bank of America NA | 3/2026 | 2472 |
| PEN | 1653953 | USD | 490977 | Bank of America NA | 3/2026 | 1865 |
| PEN | 2125 | USD | 632 | Citibank NA | 3/2026 | 1 |
| PEN | 8769450 | USD | 2585867 | Citibank NA | 3/2026 | 27239 |
| PEN | 1350067 | USD | 401442 | Citibank NA | 3/2026 | 849 |
| PEN | 2159168 | USD | 640000 | Citibank NA | 3/2026 | 3385 |
| PEN | 90152346 | USD | 26855033 | Goldman Sachs Bank USA | 3/2026 | 8404 |
| PEN | 1684901 | USD | 500119 | Goldman Sachs Bank USA | 3/2026 | 1945 |
| PHP | 12949640 | USD | 220000 | Barclays Bank PLC | 3/2026 | 4449 |
| PHP | 16848710 | USD | 290000 | JPMorgan Chase Bank NA | 3/2026 | 1962 |
| PHP | 12443958 | USD | 214031 | Bank of America NA | 3/2026 | 1576 |
| PHP | 54747884 | USD | 924748 | Bank of America NA | 3/2026 | 23824 |
| PHP | 26239030 | USD | 450000 | Bank of America NA | 3/2026 | 4623 |
| PHP | 29474784 | USD | 508949 | Goldman Sachs Bank USA | 3/2026 | 1736 |
| PHP | 12970414 | USD | 224586 | JPMorgan Chase Bank NA | 3/2026 | 142 |
| PHP | 10460139 | USD | 180000 | BNP Paribas SA | 3/2026 | 1199 |
| PHP | 12713140 | USD | 220000 | Barclays Bank PLC | 3/2026 | 169 |
| PLN | 430200 | USD | 120000 | Morgan Stanley | 3/2026 | 398 |
| PLN | 3628470 | USD | 1006652 | BNP Paribas SA | 4/2026 | 8756 |
| PLN | 1221000 | USD | 337952 | BNP Paribas SA | 4/2026 | 3739 |
| PLN | 307000 | USD | 85223 | BNP Paribas SA | 4/2026 | 690 |
| PLN | 324000 | USD | 89819 | BNP Paribas SA | 4/2026 | 850 |
| PLN | 9103000 | USD | 2572062 | BNP Paribas SA | 4/2026 | (24636) |
| PLN | 779000 | USD | 219102 | Bank of America NA | 4/2026 | (1103) |
| PLN | 364000 | USD | 100141 | Bank of America NA | 4/2026 | 1723 |
| PLN | 753000 | USD | 210545 | Barclays Bank PLC | 4/2026 | 178 |
| PLN | 215000 | USD | 59978 | Citibank NA | 4/2026 | 188 |
| PLN | 20000 | USD | 5579 | Citibank NA | 4/2026 | 18 |
| PLN | 430000 | USD | 120168 | Citibank NA | 4/2026 | 165 |
| PLN | 2275000 | USD | 629057 | Citibank NA | 4/2026 | 7590 |
| PLN | 251000 | USD | 69915 | Goldman Sachs Bank USA | 4/2026 | 327 |
| PLN | 494000 | USD | 139803 | JPMorgan Chase Bank NA | 4/2026 | (1559) |
| PLN | 614000 | USD | 169534 | JPMorgan Chase Bank NA | 4/2026 | 2291 |
| PLN | 23519139 | USD | 6474446 | Deutsche Bank AG | 4/2026 | 107298 |
| PLN | 13548433 | USD | 3751501 | UBS AG | 4/2026 | 39978 |
| SEK | 2721570 | USD | 300000 | Deutsche Bank AG | 3/2026 | 1472 |
| SEK | 6665000 | USD | 745875 | Citibank NA | 3/2026 | (7584) |
| SEK | 12150000 | USD | 1359759 | JPMorgan Chase Bank NA | 3/2026 | (13886) |
| SEK | 18820901 | USD | 2074307 | Barclays Bank PLC | 4/2026 | 14364 |
| SEK | 5405000 | USD | 598651 | Citibank NA | 4/2026 | 1175 |
| SGD | 126552 | USD | 100000 | Bank of America NA | 3/2026 | 49 |
| SGD | 109229 | USD | 86327 | Bank of America NA | 3/2026 | 27 |
| SGD | 66477 | USD | 52505 | Bank of America NA | 3/2026 | 50 |
| SGD | 22286294 | USD | 17646919 | JPMorgan Chase Bank NA | 3/2026 | (27902) |
| THB | 15681750 | USD | 500000 | Barclays Bank PLC | 3/2026 | 4561 |
| THB | 15881650 | USD | 500000 | UBS AG | 3/2026 | 11270 |
| THB | 14100975 | USD | 456485 | BNP Paribas SA | 3/2026 | (2212) |
| THB | 1345191 | USD | 43515 | Goldman Sachs Bank USA | 3/2026 | (179) |
| THB | 15563500 | USD | 500000 | Goldman Sachs Bank USA | 3/2026 | 1661 |
| THB | 32006488 | USD | 1030000 | BNP Paribas SA | 4/2026 | 2601 |
| THB | 6106 | USD | 196 | Citibank NA | 4/2026 | 1 |
| THB | 15681750 | USD | 506471 | Goldman Sachs Bank USA | 4/2026 | 66 |
| THB | 934485 | USD | 30178 | Goldman Sachs Bank USA | 4/2026 | 7 |
| TRY | 137487836 | USD | 3020051 | Barclays Bank PLC | 3/2026 | 104165 |
| TRY | 2326660 | USD | 52102 | Barclays Bank PLC | 3/2026 | 504 |
| TRY | 22720590 | USD | 496516 | Barclays Bank PLC | 3/2026 | 15050 |
| TRY | 2747293 | USD | 59954 | BNP Paribas SA | 3/2026 | 1798 |
| TRY | 104628133 | USD | 2273981 | Barclays Bank PLC | 3/2026 | 61988 |
| TRY | 28573260 | USD | 628639 | Barclays Bank PLC | 4/2026 | 6057 |
| TRY | 3212396 | USD | 70004 | Barclays Bank PLC | 4/2026 | 1234 |
| TRY | 5173223 | USD | 113525 | Barclays Bank PLC | 4/2026 | 913 |
| TRY | 10688294 | USD | 232650 | Barclays Bank PLC | 4/2026 | 3593 |
| TRY | 5131763 | USD | 111762 | Barclays Bank PLC | 4/2026 | 1572 |
| TRY | 78015552 | USD | 1716401 | Barclays Bank PLC | 4/2026 | 5134 |
| TRY | 224657635 | USD | 4902459 | Barclays Bank PLC | 4/2026 | 9972 |
| TWD | 23826529 | USD | 760818 | BNP Paribas SA | 3/2026 | (1189) |
| TWD | 23900024 | USD | 760000 | Bank of America NA | 3/2026 | 1972 |
| TWD | 11728741 | USD | 370000 | Bank of America NA | 3/2026 | 4092 |
| TWD | 23680799 | USD | 755128 | BNP Paribas SA | 3/2026 | 664 |
| TWD | 1550530 | USD | 49743 | BNP Paribas SA | 3/2026 | (256) |
| TWD | 5177174 | USD | 163395 | BNP Paribas SA | 3/2026 | 1838 |
| TWD | 11343466 | USD | 359039 | BNP Paribas SA | 3/2026 | 2997 |
| TWD | 23816214 | USD | 758466 | BNP Paribas SA | 3/2026 | 1647 |
| TWD | 226666635 | USD | 7181858 | Citibank NA | 3/2026 | 52384 |
| TWD | 1554045 | USD | 49882 | Citibank NA | 3/2026 | (283) |
| TWD | 81839261 | USD | 2597000 | JPMorgan Chase Bank NA | 3/2026 | 14964 |
| TWD | 1577880 | USD | 50000 | Bank of America NA | 3/2026 | 381 |
| TWD | 5345480 | USD | 170000 | Goldman Sachs Bank USA | 3/2026 | 678 |
| USD | 12345767 | AUD | 17615000 | Barclays Bank PLC | 3/2026 | (189948) |
| USD | 9722444 | AUD | 13641000 | Citibank NA | 4/2026 | 16068 |
| USD | 1915000 | BRL | 10064969 | BNP Paribas SA | 3/2026 | (48322) |
| USD | 380000 | BRL | 1982029 | BNP Paribas SA | 3/2026 | (6624) |
| USD | 185334 | BRL | 954378 | Citibank NA | 3/2026 | (832) |
| USD | 17502 | BRL | 96284 | Goldman Sachs Bank USA | 3/2026 | (1280) |
| USD | 15045113 | BRL | 77677921 | Goldman Sachs Bank USA | 3/2026 | (107119) |
| USD | 1338335 | BRL | 6891758 | Goldman Sachs Bank USA | 3/2026 | (6004) |
| USD | 417000 | BRL | 2205880 | Goldman Sachs Bank USA | 3/2026 | (13290) |
| USD | 1030000 | BRL | 5420406 | Goldman Sachs Bank USA | 3/2026 | (27331) |
| USD | 390000 | BRL | 2019323 | Goldman Sachs Bank USA | 3/2026 | (3899) |
| USD | 190000 | BRL | 993770 | Goldman Sachs Bank USA | 3/2026 | (3850) |
| USD | 311112 | BRL | 1800000 | BNP Paribas SA | 4/2026 | (37125) |
| USD | 479489 | BRL | 2700000 | BNP Paribas SA | 4/2026 | (42866) |
| USD | 525758 | BRL | 3000000 | BNP Paribas SA | 4/2026 | (54637) |
| USD | 314328 | BRL | 1800000 | BNP Paribas SA | 4/2026 | (33908) |
| USD | 376695 | BRL | 2100000 | Goldman Sachs Bank USA | 4/2026 | (29581) |
| USD | 961993 | BRL | 5500000 | Goldman Sachs Bank USA | 4/2026 | (102064) |
| USD | 1279104 | BRL | 7400000 | Goldman Sachs Bank USA | 4/2026 | (152535) |
| USD | 1707221 | BRL | 9500000 | Goldman Sachs Bank USA | 4/2026 | (130695) |
| USD | 2843414 | BRL | 15800000 | Goldman Sachs Bank USA | 4/2026 | (213329) |
| USD | 1283302 | BRL | 7400000 | Goldman Sachs Bank USA | 4/2026 | (148337) |
| USD | 10704822 | BRL | 63100000 | JPMorgan Chase Bank NA | 4/2026 | (1502805) |
| USD | 8738927 | CAD | 11847206 | BNP Paribas SA | 3/2026 | 53610 |
| USD | 119917 | CAD | 164000 | Canadian Imperial Bank of Commerce | 3/2026 | (313) |
| USD | 1010000 | CAD | 1380286 | Bank of America NA | 3/2026 | (2035) |
| USD | 560000 | CAD | 759968 | BNP Paribas SA | 3/2026 | 2616 |
| USD | 7642540 | CAD | 10448613 | Bank of America NA | 4/2026 | (27493) |
| USD | 118625 | CAD | 162000 | Citibank NA | 4/2026 | (295) |
| USD | 662189 | CHF | 512000 | Barclays Bank PLC | 3/2026 | (3741) |
| USD | 12767345 | CHF | 9763086 | Goldman Sachs Bank USA | 3/2026 | 69047 |
| USD | 9131728 | CHF | 7027331 | Barclays Bank PLC | 4/2026 | (43099) |
| USD | 410000 | CLP | 355207600 | Bank of America NA | 3/2026 | 2988 |
| USD | 330000 | CLP | 286535700 | Citibank NA | 3/2026 | 1683 |
| USD | 620000 | CLP | 529480000 | Citibank NA | 3/2026 | 13331 |
| USD | 4684826 | CLP | 4064555220 | Citibank NA | 3/2026 | 27752 |
| USD | 230854 | CLP | 199959186 | BNP Paribas SA | 3/2026 | 1750 |
| USD | 239146 | CLP | 207148265 | Citibank NA | 3/2026 | 1805 |
| USD | 60000 | CLP | 51910800 | Bank of America NA | 4/2026 | 525 |
| USD | 45538 | CNY | 316000 | Goldman Sachs Bank USA | 3/2026 | (538) |
| USD | 46021 | CNY | 315309 | Deutsche Bank AG | 4/2026 | (36) |
| USD | 80000 | COP | 295044000 | Bank of America NA | 3/2026 | 1364 |
| USD | 90000 | COP | 335614500 | Bank of America NA | 3/2026 | 700 |
| USD | 310000 | COP | 1141432400 | BNP Paribas SA | 3/2026 | 6965 |
| USD | 21912 | COP | 82318319 | Goldman Sachs Bank USA | 3/2026 | 64 |
| USD | 220000 | COP | 818180000 | Bank of America NA | 3/2026 | 3209 |
| USD | 180000 | COP | 681298920 | Citibank NA | 4/2026 | 96 |
| USD | 560190 | CZK | 11512000 | BNP Paribas SA | 3/2026 | (1147) |
| USD | 286651 | CZK | 5965292 | BNP Paribas SA | 3/2026 | (4250) |
| USD | 440614 | CZK | 9047000 | Bank of America NA | 3/2026 | (569) |
| USD | 100464 | CZK | 2084000 | Barclays Bank PLC | 3/2026 | (1164) |
| USD | 330228 | CZK | 6740000 | Barclays Bank PLC | 3/2026 | 1548 |
| USD | 380304 | CZK | 7862000 | Barclays Bank PLC | 3/2026 | (3092) |
| USD | 112716 | CZK | 2326000 | Citibank NA | 3/2026 | (713) |
| USD | 109950 | CZK | 2249000 | Goldman Sachs Bank USA | 3/2026 | 276 |
| USD | 532905 | CZK | 11121000 | JPMorgan Chase Bank NA | 3/2026 | (9417) |
| USD | 180000 | EUR | 152744 | HSBC Bank PLC | 3/2026 | (483) |
| USD | 671295 | EUR | 565000 | Bank of America NA | 3/2026 | 3691 |
| USD | 2769564 | EUR | 2349000 | Barclays Bank PLC | 3/2026 | (6014) |
| USD | 48579688 | EUR | 40659910 | Barclays Bank PLC | 3/2026 | 535938 |
| USD | 218257 | EUR | 183000 | JPMorgan Chase Bank NA | 3/2026 | 2024 |
| USD | 50549971 | EUR | 42755910 | BNP Paribas SA | 4/2026 | (55647) |
| USD | 147720 | EUR | 125000 | JPMorgan Chase Bank NA | 4/2026 | (229) |
| USD | 50000 | GBP | 37031 | JPMorgan Chase Bank NA | 3/2026 | 95 |
| USD | 4001218 | GBP | 2962000 | BNP Paribas SA | 3/2026 | 9478 |
| USD | 1091390 | GBP | 807000 | Barclays Bank PLC | 3/2026 | 3836 |
| USD | 310000 | HUF | 99059880 | Citibank NA | 3/2026 | (619) |
| USD | 310982 | HUF | 99060000 | Bank of America NA | 3/2026 | 691 |
| USD | 249481 | HUF | 80469000 | Goldman Sachs Bank USA | 3/2026 | (2576) |
| USD | 13820 | IDR | 231603068 | BNP Paribas SA | 3/2026 | 6 |
| USD | 6222 | IDR | 104275999 | Citibank NA | 3/2026 | 3 |
| USD | 19843 | IDR | 336027897 | JPMorgan Chase Bank NA | 3/2026 | (201) |
| USD | 549868 | IDR | 9240201819 | BNP Paribas SA | 3/2026 | (1264) |
| USD | 270000 | IDR | 4560030000 | Bank of America NA | 3/2026 | (1951) |
| USD | 379830 | IDR | 6367499802 | Citibank NA | 3/2026 | 117 |
| USD | 230760 | IDR | 3883709261 | BNP Paribas SA | 6/2026 | (344) |
| USD | 498034 | IDR | 8396654026 | Goldman Sachs Bank USA | 6/2026 | (1617) |
| USD | 270530 | IDR | 4560030000 | JPMorgan Chase Bank NA | 6/2026 | (819) |
| USD | 230442 | ILS | 722824 | Bank of America NA | 3/2026 | (300) |
| USD | 129558 | ILS | 406508 | Bank of America NA | 3/2026 | (209) |
| USD | 1714932 | ILS | 5295226 | BNP Paribas SA | 4/2026 | 23923 |
| USD | 1725735 | ILS | 5352056 | Deutsche Bank AG | 4/2026 | 16577 |
| USD | 1725723 | ILS | 5331751 | Deutsche Bank AG | 4/2026 | 22859 |
| USD | 1843609 | ILS | 5731227 | Goldman Sachs Bank USA | 4/2026 | 13160 |
| USD | 886841 | ILS | 2732047 | Bank of America NA | 6/2026 | 13424 |
| USD | 1088223 | ILS | 3348638 | Barclays Bank PLC | 6/2026 | 17686 |
| USD | 508532 | ILS | 1582655 | Citibank NA | 6/2026 | 2568 |
| USD | 241039 | ILS | 752000 | Citibank NA | 6/2026 | 630 |
| USD | 321177 | ILS | 994000 | JPMorgan Chase Bank NA | 6/2026 | 3402 |
| USD | 360643 | ILS | 1130000 | JPMorgan Chase Bank NA | 6/2026 | (610) |
| USD | 676905 | ILS | 2112553 | UBS AG | 6/2026 | 1536 |
| USD | 958238 | ILS | 2937167 | UBS AG | 6/2026 | 19245 |
| USD | 664707 | ILS | 2074866 | Bank of America NA | 6/2026 | 1287 |
| USD | 852187 | ILS | 2610994 | Bank of America NA | 6/2026 | 17345 |
| USD | 907320 | ILS | 2784874 | UBS AG | 6/2026 | 16882 |
| USD | 407839 | INR | 37075502 | Goldman Sachs Bank USA | 3/2026 | 492 |
| USD | 400000 | INR | 36865640 | JPMorgan Chase Bank NA | 3/2026 | (5041) |
| USD | 140000 | INR | 12680080 | Goldman Sachs Bank USA | 3/2026 | 704 |
| USD | 292710 | INR | 26635996 | Deutsche Bank AG | 4/2026 | 796 |
| USD | 406552 | INR | 37190557 | Goldman Sachs Bank USA | 4/2026 | (1033) |
| USD | 139476 | INR | 12721992 | Goldman Sachs Bank USA | 4/2026 | 51 |
| USD | 592721 | INR | 54680268 | Goldman Sachs Bank USA | 4/2026 | (6541) |
| USD | 390375 | INR | 36014438 | Goldman Sachs Bank USA | 4/2026 | (4321) |
| USD | 70000 | JPY | 10922100 | Morgan Stanley | 3/2026 | 61 |
| USD | 190628 | JPY | 29600000 | BNP Paribas SA | 3/2026 | 1085 |
| USD | 12659015 | JPY | 1973540510 | Bank of America NA | 3/2026 | 21481 |
| USD | 198440 | JPY | 30500000 | JPMorgan Chase Bank NA | 3/2026 | 3133 |
| USD | 59747 | JPY | 9239702 | JPMorgan Chase Bank NA | 3/2026 | 580 |
| USD | 142725 | JPY | 22200000 | Citibank NA | 4/2026 | 187 |
| USD | 370000 | KRW | 530972200 | Canadian Imperial Bank of Commerce | 3/2026 | 1290 |
| USD | 370779 | KRW | 528174749 | Goldman Sachs Bank USA | 3/2026 | 4011 |
| USD | 700000 | KRW | 1013802377 | Goldman Sachs Bank USA | 3/2026 | (4039) |
| USD | 10000 | KRW | 14634000 | Bank of America NA | 3/2026 | (164) |
| USD | 260000 | KRW | 378822600 | JPMorgan Chase Bank NA | 3/2026 | (3139) |
| USD | 10124 | KRW | 14633693 | Bank of America NA | 3/2026 | (43) |
| USD | 701011 | KRW | 1013101372 | Deutsche Bank AG | 3/2026 | (2859) |
| USD | 366292 | KRW | 527918345 | Goldman Sachs Bank USA | 3/2026 | (489) |
| USD | 370000 | KRW | 530254400 | Bank of America NA | 3/2026 | 1583 |
| USD | 100000 | KRW | 143469000 | Bank of America NA | 4/2026 | 267 |
| USD | 100000 | KZT | 53475000 | Deutsche Bank AG | 6/2026 | (3665) |
| USD | 360000 | MXN | 6215832 | BNP Paribas SA | 3/2026 | (924) |
| USD | 498920 | MXN | 8573000 | Bank of America NA | 3/2026 | 1126 |
| USD | 721098 | MXN | 12453000 | Bank of America NA | 3/2026 | (927) |
| USD | 802076 | MXN | 13967000 | Bank of America NA | 3/2026 | (7732) |
| USD | 11429 | MXN | 197000 | Citibank NA | 3/2026 | 6 |
| USD | 56361 | MXN | 971100 | Deutsche Bank AG | 3/2026 | 57 |
| USD | 84541 | MXN | 1456641 | Deutsche Bank AG | 3/2026 | 85 |
| USD | 17170229 | MXN | 296924766 | Goldman Sachs Bank USA | 3/2026 | (45483) |
| USD | 725426 | MXN | 12523000 | Goldman Sachs Bank USA | 3/2026 | (658) |
| USD | 177300 | MXN | 3061085 | JPMorgan Chase Bank NA | 3/2026 | (182) |
| USD | 1358852 | MXN | 25090117 | JPMorgan Chase Bank NA | 3/2026 | (95874) |
| USD | 6423580 | MXN | 115023195 | JPMorgan Chase Bank NA | 4/2026 | (225953) |
| USD | 365604 | MYR | 1420994 | Goldman Sachs Bank USA | 3/2026 | 347 |
| USD | 470000 | NOK | 4505984 | Morgan Stanley | 3/2026 | (3900) |
| USD | 150314 | NOK | 1440000 | BNP Paribas SA | 3/2026 | (1133) |
| USD | 4551611 | NOK | 43570048 | Barclays Bank PLC | 3/2026 | (30707) |
| USD | 279142 | NOK | 2660788 | Citibank NA | 3/2026 | (697) |
| USD | 473741 | NOK | 4505000 | Citibank NA | 4/2026 | 46 |
| USD | 12285464 | NZD | 20244373 | Barclays Bank PLC | 3/2026 | 141877 |
| USD | 333649 | NZD | 560000 | Canadian Imperial Bank of Commerce | 3/2026 | (2267) |
| USD | 11383743 | NZD | 19005373 | UBS AG | 4/2026 | (31387) |
| USD | 453877 | PEN | 1523394 | Citibank NA | 3/2026 | (189) |
| USD | 90000 | PEN | 300960 | Deutsche Bank AG | 3/2026 | 295 |
| USD | 130000 | PEN | 438312 | Goldman Sachs Bank USA | 3/2026 | (630) |
| USD | 500000 | PEN | 1678000 | Citibank NA | 3/2026 | (17) |
| USD | 13416487 | PEN | 45226976 | Bank of America NA | 3/2026 | (60168) |
| USD | 1225213 | PEN | 4121617 | Bank of America NA | 3/2026 | (2939) |
| USD | 519729 | PEN | 1748368 | Bank of America NA | 3/2026 | (1247) |
| USD | 215439 | PEN | 724737 | Bank of America NA | 3/2026 | (517) |
| USD | 11051376 | PEN | 39122977 | Citibank NA | 3/2026 | (606420) |
| USD | 1240178 | PEN | 4170099 | Citibank NA | 3/2026 | (2421) |
| USD | 218070 | PEN | 733260 | Citibank NA | 3/2026 | (426) |
| USD | 526077 | PEN | 1768934 | Citibank NA | 3/2026 | (1027) |
| USD | 743000 | PEN | 2510226 | Citibank NA | 3/2026 | (4993) |
| USD | 2133833 | PEN | 7202327 | JPMorgan Chase Bank NA | 3/2026 | (12304) |
| USD | 500000 | PEN | 1683950 | Citibank NA | 3/2026 | (1733) |
| USD | 570000 | PEN | 1914915 | Citibank NA | 4/2026 | (349) |
| USD | 507267 | PEN | 1713496 | Bank of America NA | 6/2026 | (1827) |
| USD | 26855033 | PEN | 90407469 | Goldman Sachs Bank USA | 6/2026 | (5748) |
| USD | 4245784 | PEN | 14343531 | Bank of America NA | 7/2026 | (11627) |
| USD | 932068 | PEN | 3204451 | Citibank NA | 8/2026 | (18437) |
| USD | 1201427 | PEN | 4109600 | Citibank NA | 11/2026 | (16413) |
| USD | 1252214 | PEN | 4236617 | Citibank NA | 1/2027 | (3266) |
| USD | 224586 | PHP | 12967157 | JPMorgan Chase Bank NA | 3/2026 | (167) |
| USD | 498061 | PHP | 29708278 | BNP Paribas SA | 3/2026 | (16670) |
| USD | 120179 | PLN | 430000 | Citibank NA | 3/2026 | (163) |
| USD | 1619539 | PLN | 5834428 | BNP Paribas SA | 4/2026 | (13195) |
| USD | 1590522 | PLN | 5723366 | Barclays Bank PLC | 4/2026 | (11131) |
| USD | 540143 | PLN | 1932000 | JPMorgan Chase Bank NA | 4/2026 | (517) |
| USD | 3928015 | PLN | 14227899 | UBS AG | 4/2026 | (53587) |
| USD | 597672 | SEK | 5405000 | Citibank NA | 3/2026 | (1047) |
| USD | 2074307 | SEK | 18850305 | Barclays Bank PLC | 3/2026 | (13768) |
| USD | 17432467 | SGD | 22107000 | Bank of America NA | 3/2026 | (44804) |
| USD | 119556 | SGD | 151000 | Bank of America NA | 3/2026 | 179 |
| USD | 160392 | SGD | 204000 | Barclays Bank PLC | 3/2026 | (886) |
| USD | 86327 | SGD | 109002 | Bank of America NA | 4/2026 | (56) |
| USD | 52505 | SGD | 66338 | Bank of America NA | 4/2026 | (67) |
| USD | 17646919 | SGD | 22239371 | JPMorgan Chase Bank NA | 4/2026 | 22446 |
| USD | 505222 | THB | 15681750 | Goldman Sachs Bank USA | 3/2026 | 662 |
| USD | 700000 | THB | 22147160 | Goldman Sachs Bank USA | 3/2026 | (12714) |
| USD | 850000 | THB | 26476395 | Goldman Sachs Bank USA | 3/2026 | (2571) |
| USD | 320000 | THB | 9977056 | Goldman Sachs Bank USA | 3/2026 | (1476) |
| USD | 330000 | THB | 10249602 | Goldman Sachs Bank USA | 3/2026 | (466) |
| USD | 407056 | THB | 12709294 | Bank of America NA | 4/2026 | (3468) |
| USD | 942074 | THB | 29128917 | Citibank NA | 5/2026 | (974) |
| USD | 758466 | TWD | 23826529 | BNP Paribas SA | 3/2026 | (1163) |
| USD | 763165 | TWD | 23900024 | Bank of America NA | 3/2026 | 1192 |
| USD | 1544312 | TWD | 47960153 | BNP Paribas SA | 3/2026 | 13626 |
| USD | 1674746 | TWD | 52126475 | Citibank NA | 3/2026 | 11089 |
| USD | 359000 | TWD | 11358042 | Deutsche Bank AG | 3/2026 | (3501) |
| USD | 318674 | TWD | 9984867 | BNP Paribas SA | 3/2026 | (114) |
| USD | 3038 | TWD | 95176 | Citibank NA | 3/2026 | (1) |
| USD | 38288 | TWD | 1198912 | JPMorgan Chase Bank NA | 3/2026 | 10 |
| USD | 170000 | TWD | 5331302 | Bank of America NA | 3/2026 | (310) |
| USD | 430000 | TWD | 13469119 | Citibank NA | 4/2026 | (456) |
| USD | 546876 | ZAR | 8712000 | Citibank NA | 3/2026 | (231) |
| USD | 404238 | ZAR | 6524000 | Bank of America NA | 3/2026 | (4890) |
| USD | 19126472 | ZAR | 309472438 | Barclays Bank PLC | 3/2026 | (280913) |
| USD | 12129204 | ZAR | 195128569 | Barclays Bank PLC | 3/2026 | (107541) |
| USD | 175335 | ZAR | 2821695 | Canadian Imperial Bank of Commerce | 3/2026 | (1617) |
| USD | 394996 | ZAR | 7000000 | JPMorgan Chase Bank NA | 6/2026 | (41235) |
| ZAR | 2556912 | USD | 160000 | HSBC Bank PLC | 3/2026 | 572 |
| ZAR | 8712000 | USD | 546166 | Citibank NA | 3/2026 | 174 |
| ZAR | 21749213 | USD | 1310000 | BNP Paribas SA | 8/2026 | 39167 |
| ZAR | 11931695 | USD | 670000 | Citibank NA | 8/2026 | 70158 |
| **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** |  | **53086** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 5554463 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (5501377) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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(2) | Maturity <br> Date | Clearinghouse / <br> Counterparty(4) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3)(1) | Notional<br> Amount(3)(1) | Value ($)(2) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(5) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |  |
| 5Y CDX NA IG Series 45 Index |  | 12/2030 | ICE | (1%) | Quarterly |  | 157410000 | 102804 | 0 | 102804 |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| SoftBank Group Corp 2.84% 12/14/2029 | Ba2 | 6/2026 | Goldman Sachs International | 1% | Quarterly |  | 100000 | (2) | 148 | 146 |
| Kingdom of Saudi Arabia 4.75% 1/16/2030 | Aa3 | 6/2035 | JPMorgan Chase Bank NA | 1% | Quarterly |  | 2800000 | (34064) | (21685) | (55749) |
| iTraxx Crossover Series 44 Index | NR | 12/2030 | JPMorgan Chase Bank NA | 5% | Quarterly | EUR | 10830000 | 2569095 | (2371468) | 197627 |
| iTraxx Crossover Series 44 Index | NR | 12/2030 | Bank of America NA | 5% | Quarterly | EUR | 3220000 | 763849 | (681120) | 82729 |
| Kingdom of Saudi Arabia 4.75% 1/16/2030 | Aa3 | 12/2035 | Barclays Bank PLC | 1% | Quarterly |  | 1300000 | (18478) | 151 | (18327) |
| iTraxx Crossover Series 44 Index | NR | 12/2030 | BNP Paribas SA | 5% | Quarterly | EUR | 6890000 | 1634448 | (1506986) | 127462 |
| iTraxx Crossover Series 44 Index | NR | 12/2030 | Citibank NA | 5% | Quarterly | EUR | 4831400 | 1146106 | (1061031) | 85075 |
| Petroleos Mexicanos 6.625% 6/15/2035 | B1 | 12/2026 | Citibank NA | 1% | Quarterly |  | 100000 | (514) | 599 | 85 |
| 5Y CDX NA HY Series 43 Index | NR | 12/2029 | ICE | 5% | Quarterly |  | 851400 | 5150 | 0 | 5150 |
| 5Y CDX NA IG Series 44 Index | NR | 6/2030 | ICE | 1% | Quarterly |  | 3500000 | (7983) | 0 | (7983) |
| 5Y CDX NA HY Series 45 Index | NR | 12/2030 | ICE | 5% | Quarterly |  | 5445000 | (4189) | 0 | (4189) |
| **TOTAL SELL PROTECTION** |  |  |  |  |  |  |  | 6053418 | (5641392) | 412026 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **6156222** | **(5641392)** | **514830** |

---

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

(2)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.

(3)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.

(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(1) | Maturity<br> Date | Notional<br> Amount(4) | Notional<br> Amount(4) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| 4.5% | Semi-Annual | 6M BBSW(3) | Semi-Annual | LCH | 9/2033 | AUD | 25470000 | (353320) | 0 | (353320) |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 12/2029 |  | 104600000 | (1285620) | 0 | (1285620) |
| U.S. SOFR Index(3) | Annual | 3.5% | Annual | CME | 12/2054 |  | 17310000 | 266619 | 0 | 266619 |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 12/2034 |  | 61510000 | (1099607) | 0 | (1099607) |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 12/2044 |  | 260000 | 18899 | 0 | 18899 |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 12/2026 |  | 11690000 | 111512 | 0 | 111512 |
| 3.481% | Annual | U.S. SOFR Index(3) | Annual | LCH | 10/2034 |  | 900000 | 1706 | 0 | 1706 |
| 3.465% | Annual | U.S. SOFR Index(3) | Annual | LCH | 10/2034 |  | 200000 | 139 | 0 | 139 |
| 6M WIBID(3) | Semi-Annual | 4.93% | Annual | CME | 7/2029 | PLN | 3400000 | (60305) | 0 | (60305) |
| 3.515% | Annual | U.S. SOFR Index(3) | Annual | LCH | 11/2034 |  | 1600000 | 7007 | 0 | 7007 |
| 3.865% | Annual | U.S. SOFR Index(3) | Annual | LCH | 11/2034 |  | 2000000 | 61359 | 0 | 61359 |
| U.S. SOFR Index(3) | Annual | 3.25% | Annual | CME | 3/2032 |  | 24960000 | (1079590) | 0 | (1079590) |
| U.S. SOFR Index(3) | Annual | 3% | Annual | CME | 3/2027 |  | 11680000 | (51201) | 0 | (51201) |
| U.S. SOFR Index(3) | Annual | 3.25% | Annual | CME | 3/2055 |  | 30710000 | (169812) | 0 | (169812) |
| U.S. SOFR Index(3) | Annual | 3.25% | Annual | CME | 3/2035 |  | 19940000 | (864718) | 0 | (864718) |
| 6M EURIBOR(3) | Semi-Annual | 2.4% | Annual | LCH | 2/2035 | EUR | 400000 | 7340 | 0 | 7340 |
| U.S. SOFR Index(3) | Annual | 3.75157% | Annual | CME | 11/2048 |  | 7030000 | (243352) | 0 | (243352) |
| U.S. SOFR Index(3) | Annual | 4% | Annual | LCH | 2/2035 |  | 650000 | (26556) | 0 | (26556) |
| U.S. SOFR Index(3) | Annual | 3.89% | Annual | LCH | 3/2035 |  | 350000 | (11300) | 0 | (11300) |
| U.S. SOFR Index(3) | Annual | 3.9075% | Annual | LCH | 3/2035 |  | 800000 | (26916) | 0 | (26916) |
| U.S. SOFR Index(3) | Annual | 3.87% | Annual | LCH | 3/2035 |  | 800000 | (24585) | 0 | (24585) |
| 2.42% | Annual | 6M EURIBOR(3) | Semi-Annual | LCH | 3/2035 | EUR | 500000 | (8480) | 0 | (8480) |
| U.S. SOFR Index(3) | Annual | 3.905% | Annual | LCH | 3/2035 |  | 700000 | (23386) | 0 | (23386) |
| 2.46% | Annual | 6M EURIBOR(3) | Semi-Annual | LCH | 3/2035 | EUR | 500000 | (6896) | 0 | (6896) |
| 3.5% | Annual | U.S. SOFR Index(3) | Annual | LCH | 9/2055 |  | 18960000 | 280741 | 0 | 280741 |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | LCH | 9/2035 |  | 36400000 | (712804) | 0 | (712804) |
| U.S. SOFR Index(3) | Annual | 3.93% | Annual | LCH | 3/2035 |  | 2200000 | (77611) | 0 | (77611) |
| 2.61% | Annual | 6M EURIBOR(3) | Semi-Annual | LCH | 3/2035 | EUR | 400000 | (308) | 0 | (308) |
| U.S. SOFR Index(3) | Annual | 3.884% | Annual | LCH | 3/2035 |  | 700000 | (22180) | 0 | (22180) |
| US CPI Urban Consumer NSA Index(3) | At Maturity | 2.5025% | At Maturity | LCH | 3/2030 |  | 14780000 | (81785) | 0 | (81785) |
| US CPI Urban Consumer NSA Index(3) | At Maturity | 2.515% | At Maturity | LCH | 3/2030 |  | 20100000 | (127170) | 0 | (127170) |
| 2.52% | Annual | 6M EURIBOR(3) | Semi-Annual | LCH | 3/2035 | EUR | 400000 | (3418) | 0 | (3418) |
| 6M EURIBOR(3) | Semi-Annual | 2.4% | Annual | LCH | 4/2030 | EUR | 1800000 | (8454) | 0 | (8454) |
| 6M EURIBOR(3) | Semi-Annual | 2.51% | Annual | LCH | 4/2035 | EUR | 300000 | 3007 | 0 | 3007 |
| 6M EURIBOR(3) | Semi-Annual | 2.55% | Annual | LCH | 4/2035 | EUR | 300000 | 2003 | 0 | 2003 |
| 6M EURIBOR(3) | Semi-Annual | 2.35% | Annual | LCH | 4/2030 | EUR | 900000 | (2362) | 0 | (2362) |
| 6M EURIBOR(3) | Semi-Annual | 2.45% | Annual | LCH | 5/2035 | EUR | 200000 | 3280 | 0 | 3280 |
| 3.75% | Annual | U.S. SOFR Index(3) | Annual | LCH | 5/2035 |  | 2500000 | 52123 | 0 | 52123 |
| 4.5% | Semi-Annual | 6M BBSW(3) | Semi-Annual | LCH | 6/2035 | AUD | 12800000 | (368824) | 0 | (368824) |
| 13.32% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(3) | At Maturity | CME | 1/2029 | BRL | 2200000 | 2628 | 0 | 2628 |
| 13.9271% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(3) | At Maturity | CME | 1/2027 | BRL | 37800000 | (9442) | 0 | (9442) |
| 13.9255% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(3) | At Maturity | CME | 1/2027 | BRL | 4000000 | (988) | 0 | (988) |
| 13.2914% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(3) | At Maturity | CME | 1/2029 | BRL | 28300000 | 30822 | 0 | 30822 |
| 14.0087% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(3) | At Maturity | CME | 1/2027 | BRL | 7800000 | (349) | 0 | (349) |
| 4.04638% | Annual | U.S. SOFR Index(3) | Annual | LCH | 11/2052 |  | 7100000 | 158584 | 0 | 158584 |
| 4.053542% | Annual | U.S. SOFR Index(3) | Annual | LCH | 11/2052 |  | 7390000 | 173918 | 0 | 173918 |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 9/2035 |  | 63980000 | (1589980) | 0 | (1589980) |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 9/2032 |  | 16920000 | (86375) | 0 | (86375) |
| 3.75% | Annual | U.S. SOFR Index(3) | Annual | CME | 9/2030 |  | 1200000 | 17767 | 0 | 17767 |
| 3.75% | Annual | SONIA(3) | Annual | LCH | 9/2030 | GBP | 79200000 | 1523352 | 0 | 1523352 |
| 2.5% | Annual | 6M EURIBOR(3) | Semi-Annual | LCH | 3/2031 | EUR | 270000 | 958 | 0 | 958 |
| 3M JIBAR(3) | Quarterly | 7.205% | Quarterly | CME | 2/2031 | ZAR | 53560000 | (27471) | 0 | (27471) |
| SONIA(3) | Annual | 4.5% | Annual | LCH | 9/2055 | GBP | 4800000 | (348554) | 0 | (348554) |
| 4% | Annual | SONIA(3) | Annual | LCH | 9/2035 | GBP | 9500000 | 424720 | 0 | 424720 |
| 13.245% | At Maturity | Brazil CETIP Interbank Deposit Rate(3) | At Maturity | CME | 1/2029 | BRL | 88000000 | 123652 | 0 | 123652 |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 12/2032 |  | 14100000 | 23803 | 0 | 23803 |
| U.S. SOFR Index(3) | Annual | 3.75% | Annual | CME | 12/2030 |  | 47290000 | (165118) | 0 | (165118) |
| 6M WIBID(3) | Semi-Annual | 4.136% | Annual | CME | 7/2029 | PLN | 7100000 | (46353) | 0 | (46353) |
| 3.5% | Annual | U.S. SOFR Index(3) | Annual | CME | 12/2027 |  | 145590000 | 95742 | 0 | 95742 |
| 3.75% | Annual | U.S. SOFR Index(3) | Annual | CME | 12/2035 |  | 13290000 | 172697 | 0 | 172697 |
| 3.75% | Annual | U.S. SOFR Index(3) | Annual | CME | 12/2055 |  | 1540000 | 26211 | 0 | 26211 |
| 3.15% | At Maturity | U.S. SOFR Index(3) | At Maturity | LCH | 8/2028 |  | 10800000 | 34148 | 0 | 34148 |
| U.S. SOFR Index(3) | Annual | 4.11% | Annual | LCH | 8/2057 |  | 3300000 | (54040) | 0 | (54040) |
| US CPI Urban Consumer NSA Index(3) | At Maturity | 2.48% | At Maturity | LCH | 10/2035 |  | 10000000 | (88436) | 0 | (88436) |
| US CPI Urban Consumer NSA Index(3) | At Maturity | 2.42375% | At Maturity | LCH | 10/2055 |  | 6800000 | (50139) | 0 | (50139) |
| US CPI Urban Consumer NSA Index(3) | At Maturity | 2.4825% | At Maturity | LCH | 11/2033 |  | 17200000 | (142161) | 0 | (142161) |
| 2.5% | Annual | TONAR(3) | Annual | LCH | 12/2055 | JPY | 1760000000 | 463801 | 0 | 463801 |
| 6M WIBID(3) | Semi-Annual | 4.685% | Annual | CME | 12/2035 | PLN | 800000 | (734) | 0 | (734) |
| 4.485% | Semi-Annual | 6M PRIBOR(3) | Semi-Annual | CME | 12/2035 | CZK | 4400000 | 2529 | 0 | 2529 |
| 6M WIBID(3) | Semi-Annual | 4.7225% | Annual | CME | 12/2035 | PLN | 5100000 | (7935) | 0 | (7935) |
| 4.5225% | Annual | 6M PRIBOR(3) | Semi-Annual | CME | 12/2035 | CZK | 28380000 | 19626 | 0 | 19626 |
| U.S. SOFR Index(3) | Annual | 3.64% | Annual | LCH | 8/2035 |  | 30100000 | (610140) | 0 | (610140) |
| 12.975% | At Maturity | Brazil CETIP Interbank Deposit Rate(3) | At Maturity | CME | 1/2029 | BRL | 81800000 | 79067 | 0 | 79067 |
| 4.53% | Semi-Annual | 6M PRIBOR(3) | Semi-Annual | CME | 12/2035 | CZK | 2200000 | 1404 | 0 | 1404 |
| 6M WIBID(3) | Semi-Annual | 4.73% | Annual | CME | 12/2035 | PLN | 400000 | (488) | 0 | (488) |
| U.S. SOFR Index(3) | Annual | 4% | Annual | CME | 3/2036 |  | 13900000 | (304751) | 0 | (304751) |
| 3.75% | Annual | U.S. SOFR Index(3) | Annual | CME | 3/2031 |  | 25600000 | 254907 | 0 | 254907 |
| U.S. SOFR Index(3) | Annual | 3.22% | Annual | LCH | 12/2027 |  | 143900000 | (147280) | 0 | (147280) |
| U.S. SOFR Index(3) | Annual | 4.01% | Annual | LCH | 11/2053 |  | 3700000 | (162189) | 0 | (162189) |
| 4% | Annual | U.S. SOFR Index(3) | Annual | CME | 3/2056 |  | 3550000 | 204864 | 0 | 204864 |
| 12.81% | At Maturity | Brazil CETIP Interbank Deposit Rate(3) | At Maturity | CME | 1/2029 | BRL | 53200000 | 32213 | 0 | 32213 |
| 12.985% | At Maturity | Brazil CETIP Interbank Deposit Rate(3) | At Maturity | CME | 1/2031 | BRL | 39800000 | 18230 | 0 | 18230 |
| 2.5% | Annual | 6M EURIBOR(3) | Semi-Annual | LCH | 9/2031 | EUR | 100000 | 560 | 0 | 560 |
| U.S. SOFR Index(3) | Annual | 3.775% | Annual | LCH | 3/2036 |  | 2600000 | (53495) | 0 | (53495) |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  |  | **(5935040)** | **0** | **(5935040)** |

---

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

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

(3)Represents floating rate.

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | Monthly | U.s. Sofr Index plus 55 basis points | Monthly | Royal Bank of Canada | 4/2026 | 1078 | 16645564 | (181205) | 0 | (181205) |
| S&P 500 Index | Receives | At Maturity | U.s. Sofr Index plus 52 basis points | At Maturity | Goldman Sachs International | 3/2026 | 6733 | 103127691 | (216707) | 0 | (216707) |
| S&P 500 Index | Receives | At Maturity | U.s. Sofr Index plus 38 basis points | At Maturity | BNP Paribas SA | 3/2026 | 1057 | 16331703 | (162086) | 0 | (162086) |
| S&P 500 Index | Receives | Monthly | U.s. Sofr Index plus 44 basis points | Monthly | JPMorgan Chase Bank NA | 4/2026 | 30580 | 468584373 | (411979) | 0 | (411979) |
| S&P 500 Index | Receives | At Maturity | U.s. Sofr Index plus 39 basis points | At Maturity | Canadian Imperial Bank of Commerce | 3/2026 | 3750 | 58020233 | (562751) | 0 | (562751) |
| **TOTAL RETURN SWAPS** |  |  |  |  |  |  |  |  | **(1534728)** | **0** | **(1534728)** |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| BRL | - | Brazilian Real |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| CLP | - | Chilean Peso |
| CNY | - | Chinese (Peoples Rep) Yuan |
| COP | - | Colombian Peso |
| CZK | - | Czech Koruna |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| HUF | - | Hungarian Forint |
| IDR | - | Indonesian Rupiah |
| ILS | - | Israeli Shekel |
| INR | - | Indian Rupee |
| JPY | - | Japanese Yen |
| KRW | - | Korean Won |
| KZT | - | Kazakhstan Tenge |
| MXN | - | Mexican Peso |
| MYR | - | Malaysian Ringgit |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| PEN | - | Peruvian New Sol |
| PHP | - | Philippines |
| 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) 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.

(c) Security or a portion of the security is pledged as collateral for options written. At period end, the value of securities pledged amounted to $99,960,100.

(d) Affiliated fund.

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

(f) Non-income producing.

(g) Level 3 security.

(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 $60,409,280 or 0.1% of net assets.

(i) 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 $284,736,025 or 0.3% of net assets.

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

(k) A portion of the security sold on a delayed delivery basis.

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

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

(n) 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.

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

(p) Includes $32,827,722 of cash collateral to cover margin requirements for futures contracts.

(q) Includes $22,382,000 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

(r) 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.

(s) 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 $1,930,088.

(t) 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 $16,238,837.

(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 $844,731.

(v) 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.

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

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

At period end, the value of non-cash collateral for securities on loan amounted to $2,297,845.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **\* 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 ($)** |
| BofA Securities, Inc. | 3.73 | 2/2026 | 3/2026 | 213300000 | 2133663301 | U.S. Treasuries (including strips) | 4.125 | 11/2029 | 217951182 |
| **Total Repurchase Agreements** |  |  |  | 213300000 | 2133663301 |  |  |  | 217951182 |

---

**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 | 322018116 | 330846525 | 977072 | 708 | - | 31744072 | 31737725 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 995132029 | 4492300071 | 4541113540 | 1877508 | (16505) | - | 946302055 | 946207434 | 2.6% |
| Total | 1035703802 | 4814318187 | 4871960065 | 2854580 | (15797) | - | 978046127 |  |  |

---

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 | 698864044 | - | 2434924 | - | 3242621 | 807072869 | 3099120 |
| Fidelity Extended Market Index Fund | 2328152049 | 11055117 | 890910818 | 11055116 | 117363296 | 241238196 | 1806897840 | 17343999 |
| Fidelity Growth Company Fund | 3448208019 | 209538165 | - | 209538165 | - | 831238766 | 4488984950 | 92499175 |
| Fidelity Mid Cap Index Fund | 3035349 | 36275 | - | 36276 | - | 483101 | 3554725 | 89948 |
| Fidelity SAI Inflation-Focused Fund | 1185 | 87 | - | 87 | - | 233 | 1505 | 15 |
| Fidelity SAI Real Estate Index Fund | 2275090 | 70091 | - | 70090 | - | 151547 | 2496728 | 458957 |
| Fidelity SAI Small-Mid Cap 500 Index Fund | - | 498193292 | - | - | - | 28207434 | 526400726 | 103622190 |
| Fidelity SAI U.S. Large Cap Index Fund | 1436782664 | 1330201648 | 1709990673 | 6412398 | 59604919 | 158454486 | 1275053044 | 46500840 |
| Fidelity SAI U.S. Low Volatility Index Fund | 356160722 | 178775542 | - | 23034227 | - | 27140411 | 562076675 | 23706313 |
| Fidelity SAI U.S. Momentum Index Fund | 434556084 | 1371768941 | - | 27921995 | - | 29554343 | 1835879368 | 94584202 |
| Fidelity SAI U.S. Quality Index Fund | 2777181933 | 278112225 | - | 117754370 | - | 219164049 | 3274458207 | 139457334 |
| Fidelity Small Cap Growth Fund Class Z | 556977809 | 39768787 | - | 39768787 | - | 98576350 | 695322946 | 18696503 |
|  | 11448297108 | 4616384214 | 2600901491 | 438026435 | 176968215 | 1637451537 | 15278199583 |  |

---

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:** 2026-02-28

**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:** $95209771557.60

**Total Liabilities:** $2854703406.93

**Net Assets:** $92355068150.67

**Delayed Delivery Securities:** $1199944876.72

**Cash Not Reported:** $34385627.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249668 | 0.13%                | 1.88%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $283916649.86            | $-505307375.92                             |
| Month 2  | $369624473.15            | $1194678930.28                             |
| Month 3  | $404134508.37            | $-789669551.32                             |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON INC                                                  | AAON INC                                                                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213185 | NS      | $21574322.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO BRANDS CORP                                          | ACCO BRANDS CORP                                                                         | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       3200 | NS      | $13024.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA BIOLOGICS INC                                        | ADMA BIOLOGICS INC                                                                       | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27300 | NS      | $425061.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                                 | AFLAC INC                                                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     243574 | NS      | $27506811.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                                 | AGCO CORP                                                                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     258484 | NS      | $35283066.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                                  | AES CORP                                                                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     527277 | NS      | $9111346.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC NETWORKS INC CL A                                                                    | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       6100 | NS      | $49837.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC ENTERTAINMENT HOLDING INC                             | AMC ENTERTAINMENT HLDS CL A                                                              | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      91897 | NS      | $106600.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLD.COM INC                                              | GOLD.COM INC                                                                             | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     134182 | NS      | $7711439.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                   | ANI PHARMACEUTICALS INC                                                                  | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      10600 | NS      | $783340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                              | AT and T INC                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   12621567 | NS      | $353530091.67  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                                          | A10 NETWORKS INC                                                                         | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       2712 | NS      | $52233.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                       | ABBOTT LABORATORIES                                                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    1560886 | NS      | $181609086.10  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | ABBVIE INC                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    2475379 | NS      | $574485958.32  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE and FITCH CO                                  | ABERCROMBIE and FITCH CO CL A                                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      34379 | NS      | $3362266.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | ACADIA HEALTHCARE CO INC                                                                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     274233 | NS      | $6428021.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA PHARMACEUTICALS INC                                | ACADIA PHARMACEUTICALS INC                                                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      83813 | NS      | $2058447.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                            | ACCR 04-4 A2D TSFR1M+70 1/35                                                             | CUSIP: 004375CF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     711512 | PA      | $709002.99     | 0.00%             | 2035-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACI WORLDWIDE INC                                         | ACI WORLDWIDE INC                                                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     464733 | NS      | $18440605.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                 | CHUBB LTD                                                                                | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     710882 | NS      | $242311238.52  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                   | ENERPAC TOOL GROUP CORP CL A                                                             | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      10500 | NS      | $428400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC                                                | ACUITY INC                                                                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35541 | NS      | $10718810.19   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                                     | LIVERAMP HOLDINGS INC                                                                    | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      57554 | NS      | $1563742.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                                       | ADDUS HOMECARE CORP                                                                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      18939 | NS      | $1960754.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADJUSTABLE RATE MTG TR                                    | ARMT 2005-9 5MI TSFR1M+113.448 11/35                                                     | CUSIP: 007036SJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4108702 | PA      | $4372932.96    | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                 | ADOBE INC                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     320650 | NS      | $84141766.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     101228 | NS      | $9918319.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                | ADVANCED MICRO DEVICES INC                                                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    1034554 | NS      | $207128056.34  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                | ADVANCED DRAINAGE SYSTEMS INC                                                            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      12050 | NS      | $2064647.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                            | ADVANCED ENERGY INDUSTRIES INC                                                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     105053 | NS      | $35252635.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                                         | AEROVIRONMENT INC                                                                        | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      82688 | NS      | $20858048.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP INC                             | AFFILIATED MANAGERS GRP INC                                                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      51000 | NS      | $15615180.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                  | AGILENT TECHNOLOGIES INC                                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      67664 | NS      | $8213056.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                    | AGNICO EAGLE MINES LTD                                                                   | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      35398 | NS      | $8906136.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                              | AGILYSYS INC                                                                             | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      37834 | NS      | $2730479.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGIOS PHARMACEUTICALS INC                                 | AGIOS PHARMACEUTICALS INC                                                                | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     459861 | NS      | $13901598.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AGREE REALTY CORP                                         | AGREE REALTY CORP                                                                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     181051 | NS      | $14570984.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                            | AIR LEASE CORP CL A                                                                      | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      38872 | NS      | $2520460.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                            | AIR PRODUCTS and CHEMICALS INC                                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       9827 | NS      | $2709009.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                   | AKAMAI TECHNOLOGIES INC                                                                  | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     286787 | NS      | $28216972.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                                | LAZARD INC                                                                               | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     242591 | NS      | $12275104.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON AG                                                | AIXTRON SE                                                                               | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |     131035 | NS      | $4273334.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS INC                                    | ALARM.COM HOLDINGS INC                                                                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      69726 | NS      | $3336389.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                                      | ALASKA AIR GROUP INC                                                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      56606 | NS      | $2920869.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                                 | ALBANY INTERNATIONAL CORP CL A                                                           | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      14100 | NS      | $812865.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                                             | ALBEMARLE CORP                                                                           | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      87246 | NS      | $15588242.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                            | AMDOCS LTD                                                                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     450406 | NS      | $31438338.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                 | ALIBABA GROUP HOLDING LTD SPON ADR                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       5486 | NS      | $790587.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                      | ALIGN TECHNOLOGY INC                                                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     102776 | NS      | $19537717.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                              | ALIMENTATION COUCHE-TARD INC                                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      39700 | NS      | $2409270.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                   | ATI INC                                                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     121007 | NS      | $19795535.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                              | BREAD FINANCIAL HOLDINGS                                                                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       1288 | NS      | $91267.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                       | ALLIANT ENERGY CORPORATION                                                               | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     824191 | NS      | $59621976.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIENT INC                                               | ALLIENT INC                                                                              | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     200734 | NS      | $13216326.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                            | ALLISON TRANSMISSION HLDGS INC                                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     365095 | NS      | $45746403.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                             | ALLSTATE CORPORATION                                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     533502 | NS      | $114446849.04  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                        | ALLY FINANCIAL INC                                                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     199548 | NS      | $7870173.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                               | ALNYLAM PHARMACEUTICALS INC                                                              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      38883 | NS      | $12944928.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                              | ALPHABET INC CL C                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    5476773 | NS      | $1705631415.39 | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                              | ALPHABET INC CL A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    5100435 | NS      | $1590111615.60 | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                     | ALPHATEC HOLDINGS INC                                                                    | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       3356 | NS      | $45708.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTIUS MINERALS CORP                                      | ALTIUS MINERALS CORP                                                                     | CUSIP: 020936100<br>LEI: 54930083UJGDUCMJMU61 | Long             | EC               | CORP              | CA        |      29500 | NS      | $1042194.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                          | ALTRIA GROUP INC                                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    2532071 | NS      | $174814181.84  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                            | AMAZON.COM INC                                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   11766536 | NS      | $2470972560.00 | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAVE SPECIALTY GROUP INC                                | OCTAVE SPECIALTY GROUP INC                                                               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      49667 | NS      | $265718.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                               | AMEREN CORP                                                                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     191315 | NS      | $21672163.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERESCO INC                                              | AMERESCO INC-CL A                                                                        | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       4498 | NS      | $137009.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                                  | AMERICAN AIRLINES GROUP INC                                                              | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     428000 | NS      | $5593960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                 | AMERICAN ASSETS TRUST INC                                                                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2100 | NS      | $40992.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAUCH CORPORATION                                         | DAUCH CORPORATION                                                                        | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      69288 | NS      | $457300.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                            | AMERICAN ELECTRIC POWER CO INC                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      83754 | NS      | $11207960.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                             | AMERICAN EAGLE OUTFITTERS INC                                                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      59467 | NS      | $1461104.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO                                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     304123 | NS      | $93943594.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                              | AMERICAN FINL GROUP INC OHIO                                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     285766 | NS      | $38001162.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                     | AMERICAN HOMES 4 RENT                                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      80649 | NS      | $2419470.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                          | AMERICAN INTERNATIONAL GROUP                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     968629 | NS      | $77964948.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                                  | AMERICAN STATES WATER CO                                                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       2344 | NS      | $174698.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING and TRADING LTD                            | GENCO SHIPPING and TRADING LTD                                                           | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |      45447 | NS      | $1093000.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORP                              | AMERICAN SUPERCONDUCTOR CORP                                                             | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      37700 | NS      | $1228266.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP                                                                      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     907166 | NS      | $174048868.76  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                                    | AMERICAN VANGUARD CORP                                                                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       6544 | NS      | $30167.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICOLD REALTY TRUST                                    | AMERICOLD REALTY TRUST                                                                   | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     340763 | NS      | $4562816.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE INC                                             | AMERISAFE INC                                                                            | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      89249 | NS      | $2903269.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                               | CENCORA INC                                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     210489 | NS      | $78331376.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                                       | AMERIPRISE FINANCIAL INC                                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      82895 | NS      | $38970597.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                            | AMERIS BANCORP                                                                           | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      13881 | NS      | $1077998.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                            | AMETEK INC NEW                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     155918 | NS      | $37298703.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                 | AMGEN INC                                                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     404568 | NS      | $157037114.88  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                   | AMICUS THERAPEUTICS INC                                                                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      58082 | NS      | $834638.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                      | AMKOR TECHNOLOGY INC                                                                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      50532 | NS      | $2416440.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                  | AMPHENOL CORPORATION CL A                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    2078749 | NS      | $303622078.94  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                             | AMPHASTAR PHARMACEUTICALS INC                                                            | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       1200 | NS      | $24276.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                        | ANALOG DEVICES INC                                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     747863 | NS      | $266082176.77  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC                                             | ANDERSONS INC                                                                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       4820 | NS      | $314697.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                                         | ANGIODYNAMICS INC                                                                        | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      35214 | NS      | $402848.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ANIKA THERAPEUTICS INC                                    | ANIKA THERAPEUTICS INC                                                                   | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       4463 | NS      | $64088.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                             | ANNALY CAPITAL MGMT INC REIT                                                             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     550700 | NS      | $12798268.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                              | ANTERO RES CORP                                                                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     460845 | NS      | $16963704.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | ELEVANCE HEALTH INC                                                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     107966 | NS      | $34549120.00   | 0.04%             |  |  |  | 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        |        900 | NS      | $3969.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                 | APPLE INC                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   13727607 | NS      | $3626559217.26 | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO INC                                              | APPFOLIO INC - A                                                                         | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        687 | NS      | $122121.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC.                               | APPLE HOSPITALITY REIT INC                                                               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      20200 | NS      | $247652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                       | APPLIED INDUSTRIAL TECH INC                                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      81739 | NS      | $23097806.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                     | APPLIED MATERIALS INC                                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     478478 | NS      | $178137359.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS INC                               | APPLIED OPTOELECTRONICS INC                                                              | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      34235 | NS      | $2883614.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLIED DIGITAL CORP                                      | APPLIED DIGITAL CORP                                                                     | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      43253 | NS      | $1179509.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APTARGROUP INC                                            | APTARGROUP INC                                                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     279478 | NS      | $40163783.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                   | ARAMARK                                                                                  | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     112282 | NS      | $4699001.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                                              | ARCBEST CORP                                                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     125996 | NS      | $12934749.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                 | ARCHER DANIELS MIDLAND CO                                                                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        200 | NS      | $13808.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                              | ARCHROCK INC                                                                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     138237 | NS      | $4883913.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDELYX INC                                               | ARDELYX INC                                                                              | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     199072 | NS      | $1303921.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN INC                                                 | ARGAN INC                                                                                | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      30610 | NS      | $13812762.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                      | ARES MANAGEMENT CORP CL A                                                                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     189397 | NS      | $21214357.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                    | ARCH CAPITAL GROUP LTD                                                                   | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     191436 | NS      | $19172315.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                            | ARMSTRONG WORLD INDUSTRIES INC                                                           | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     141739 | NS      | $24591716.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                     | ARROW ELECTRONICS INC                                                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      99200 | NS      | $15094272.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                             | ARROWHEAD PHARMACEUTICALS INC                                                            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      27058 | NS      | $1711959.66    | 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        |     151605 | NS      | $6106649.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASBURY AUTOMOTIVE GROUP INC                               | ASBURY AUTOMOTIVE GROUP INC                                                              | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      37045 | NS      | $7919480.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                                       | ASCENDIS PHARMA AS SPON ADR                                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      33832 | NS      | $7899772.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC CORP                                      | ASSOCIATED BANC CORP                                                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     394792 | NS      | $10426456.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                              | ASSURANT INC                                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      36747 | NS      | $8436743.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                           | ASTRAZENECA PLC                                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      19831 | NS      | $4133771.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHABASCA OIL CORP                                        | ATHABASCA OIL CORP                                                                       | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |     994700 | NS      | $6431768.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTL NV                                               | ASM INTERNATIONAL NV (NETH)                                                              | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       2300 | NS      | $1940967.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                                     | ATN INTERNATIONAL INC                                                                    | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      35020 | NS      | $1009276.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                  | ATLANTICUS HOLDINGS CORP                                                                 | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1056 | NS      | $55239.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                         | ATMOS ENERGY CORP                                                                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     215348 | NS      | $40224852.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                                      | ASSURED GUARANTY LTD                                                                     | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     235620 | NS      | $20312800.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AURINIA PHARMACEUTICALS INC                               | AURINIA PHARMACEUTICALS INC                                                              | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       3450 | NS      | $48886.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                              | AUTODESK INC                                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     290983 | NS      | $71543990.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                               | AUTOLIV INC                                                                              | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     247230 | NS      | $29301699.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                             | AUTOMATIC DATA PROCESSING INC                                                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      85056 | NS      | $18232604.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                                        | AUTONATION INC                                                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      97838 | NS      | $19094064.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                              | AUTOZONE INC                                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      34021 | NS      | $127768587.18  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                 | AVALONBAY COMMUNITIES INC REIT                                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      73259 | NS      | $12983692.57   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                                       | AVERY DENNISON CORP                                                                      | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      54710 | NS      | $10742308.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                               | AVISTA CORP                                                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     195373 | NS      | $7936051.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                 | AVNET INC                                                                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     371122 | NS      | $24434672.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                                  | AXCELIS TECHNOLOGIES INC                                                                 | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     123623 | NS      | $10212496.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOGEN INC                                                | AXOGEN INC                                                                               | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     201965 | NS      | $6408349.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                                   | AXSOME THERAPEUTICS INC                                                                  | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      25014 | NS      | $4099544.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINL CORP                                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    1138597 | NS      | $56144218.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                                        | BOK FINANCIAL COMMON NEW                                                                 | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      16600 | NS      | $2086952.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                                        | AXOS FINANCIAL INC                                                                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     129267 | NS      | $11222960.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                      | BWX TECHNOLOGIES INC                                                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      66005 | NS      | $13595709.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                                          | BADGER METER INC                                                                         | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      68598 | NS      | $10456393.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIDU INC                                                 | BAIDU INC SPON ADR                                                                       | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     176119 | NS      | $21916248.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIDU INC                                                 | BAIDU INC CL A                                                                           | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |      98692 | NS      | $1533016.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALCHEM CORP                                              | BALCHEM CORP                                                                             | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      79368 | NS      | $14399736.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                 | BALL CORP                                                                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     464730 | NS      | $31197324.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC DEL                                           | BANCORP INC DEL                                                                          | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      99099 | NS      | $5201706.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                                    | BANC OF CALIFORNIA INC                                                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       1400 | NS      | $25858.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                            | CHROMA ATE INC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     235000 | NS      | $10339220.81   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   12617931 | NS      | $628751501.73  | 0.68%             |  |  |  | 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        |      10943 | NS      | $547478.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK FIRST CORP                                           | BANK FIRST CORP                                                                          | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1456 | NS      | $196079.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                                       | BANK HAWAII CORP                                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       6728 | NS      | $509780.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                                  | BANK OZK                                                                                 | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     106300 | NS      | $4949328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                 | BANK OF NEW YORK MELLON CORP                                                             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     948425 | NS      | $112957417.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                               | BANNER CORP                                                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     103459 | NS      | $6088562.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                 | BAXTER INTL INC                                                                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     222000 | NS      | $4522140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECS I TR 2007 HE3              | BSABS 2007-HE3 1A4 TSFR1M+35 4/37                                                        | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3495707 | PA      | $3358221.75    | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                  | BALTA 06-1 21A2 CSTR 2/36                                                                | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3673519 | PA      | $2532822.91    | 0.00%             | 2036-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR                                       | BSARM 2005-1 2A1 CSTR 3/35                                                               | CUSIP: 07387AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      56876 | PA      | $52937.20      | 0.00%             | 2035-03-25      | 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        |     154754 | NS      | $27310985.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL FUSE INC                                              | BEL FUSE INC NV CL B                                                                     | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      34417 | NS      | $7905929.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                | BELDEN INC                                                                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       1456 | NS      | $208644.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       4303 | NS      | $8025697.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                           | BERKLEY (WR) CORP                                                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     120703 | NS      | $8654405.10    | 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      | $5299000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                | BERKSHIRE HATHAWAY INC CL B                                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    1285362 | NS      | $649043541.90  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FINANCIAL CORP                                     | BEACON FINANCIAL CORP                                                                    | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       2388 | NS      | $71019.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                           | BEST BUY CO INC                                                                          | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     285289 | NS      | $17679359.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                  | BIO RAD LABS CL A                                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      35269 | NS      | $9820300.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BIOCRYST PHARMACEUTICALS INC                              | BIOCRYST PHARMACEUTICALS INC                                                             | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     238292 | NS      | $2085055.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                               | BIOMARIN PHARMACEUTICAL INC                                                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     182060 | NS      | $11238563.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                | BIOGEN INC                                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      53400 | NS      | $10243188.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                                    | OPTION CARE HEALTH INC                                                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       4950 | NS      | $160677.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO TECHNE CORP                                           | BIO TECHNE CORP                                                                          | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     738432 | NS      | $43567488.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                          | BLACK HILLS CORP                                                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      10190 | NS      | $750595.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                                             | BLACKBAUD INC                                                                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |        846 | NS      | $41064.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                            | BLACKSTONE INC                                                                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     149700 | NS      | $16971489.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                         | BLOCK H and R INC                                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       4065 | NS      | $124470.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                                        | BLOOMIN BRANDS INC                                                                       | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     126900 | NS      | $776628.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE BIRD CORP                                            | BLUE BIRD CORP                                                                           | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      33488 | NS      | $1951345.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUELINX HOLDINGS INC                                     | BLUELINX HOLDINGS INC                                                                    | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      63702 | NS      | $4199235.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO                                                 | BOEING CO                                                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     988174 | NS      | $224839230.22  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO DEL                                      | BOISE CASCADE CO                                                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     164671 | NS      | $13624878.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                    | BOOT BARN HOLDINGS INC                                                                   | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      13093 | NS      | $2477457.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP                          | BOOZ ALLEN HAMILTON HLDG CL A                                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      73392 | NS      | $5785491.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                            | BORGWARNER INC                                                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     993460 | NS      | $57193492.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                                   | BOSTON BEER COMPANY CL A                                                                 | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        651 | NS      | $147633.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP INC                                                   | BXP INC                                                                                  | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     115898 | NS      | $6673406.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                    | BOSTON SCIENTIFIC CORP                                                                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    3076472 | NS      | $236426873.20  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                                   | BOX INC CL A                                                                             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      58397 | NS      | $1375249.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOYD GAMING CORP                                          | BOYD GAMING CORP                                                                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     129682 | NS      | $10793432.86   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                         | BRADY CORPORATION CL A                                                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       5593 | NS      | $516457.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL                  | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                                     | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      92186 | NS      | $6869700.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                 | BRINKER INTERNATIONAL INC                                                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      64796 | NS      | $9602767.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                                 | BRINKS CO                                                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      79515 | NS      | $9284966.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                  | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     293077 | NS      | $35163378.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | BRISTOL-MYERS SQUIBB CO                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    3726479 | NS      | $232420495.23  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                              | BRITISH AMERICAN TOB PLC ADR                                                             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      47281 | NS      | $2962154.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                | BRIXMOR PPTY GROUP INC                                                                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       4000 | NS      | $121080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINL SOLUTIONS INC                             | BROADRIDGE FINANCIAL SOL                                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      47378 | NS      | $8806148.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                               | BROOKDALE SENIOR LIVING INC                                                              | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       9971 | NS      | $152556.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                           | BROOKFIELD CORP CL A                                                                     | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    1731105 | NS      | $75891643.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AXIS CAPITAL HOLDINGS LTD                                 | AXIS CAPITAL HOLDINGS LTD                                                                | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     410981 | NS      | $43448911.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                                                | AZENTA INC                                                                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     304979 | NS      | $8228333.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BROWN and BROWN INC                                       | BROWN and BROWN INC                                                                      | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      97200 | NS      | $6980904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                                         | BROWN FORMAN CORP CL A                                                                   | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      72650 | NS      | $2133004.00    | 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        |     436881 | NS      | $12608385.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BRUNSWICK CORP                                            | BRUNSWICK CORP                                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     135799 | NS      | $10812316.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC (THE)                                          | BUCKLE INC (THE)                                                                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      64795 | NS      | $3469772.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP HOLDINGS NV                                        | AERCAP HOLDINGS NV                                                                       | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      36829 | NS      | $5503725.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD                                             | HERBALIFE LTD                                                                            | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |       3428 | NS      | $66914.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HISCOX LTD                                                | HISCOX LTD (NE HISCOX BERMUDA)                                                           | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     285084 | NS      | $5947314.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | BUILDERS FIRSTSOURCE                                                                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      28717 | NS      | $2994895.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                     | BURLINGTON STORES INC                                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     492373 | NS      | $151094502.51  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ INC                                                  | CBIZ INC                                                                                 | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      96031 | NS      | $2750327.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CBOE GLOBAL MARKETS INC                                   | CBOE GLOBAL MARKETS INC                                                                  | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      63166 | NS      | $18932113.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                            | CBRE GROUP INC - CL A                                                                    | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     198421 | NS      | $29298844.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                                  | CDW CORPORATION                                                                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       8400 | NS      | $1030176.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                | CF INDUSTRIES HOLDINGS INC                                                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     422253 | NS      | $42031063.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                 | CH ROBINSON WORLDWIDE INC                                                                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     129369 | NS      | $23965607.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                             | CME GROUP INC CL A                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     187081 | NS      | $59772379.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                           | CMS ENERGY CORP                                                                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     268218 | NS      | $20939779.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                        | C N A FINANCIAL CORP                                                                     | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     162150 | NS      | $7786443.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG SYSTEMS INTL INC                                      | CSG SYSTEMS INTL INC                                                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     203573 | NS      | $16265482.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CSW INDUSTRIALS INC                                       | CSW INDUSTRIALS INC                                                                      | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      35970 | NS      | $10587050.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX CORP                                                  | CSX CORP                                                                                 | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    2379967 | NS      | $101600791.23  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                                  | C T S CORP                                                                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       1000 | NS      | $52660.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP                                        | CVB FINANCIAL CORP                                                                       | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6780 | NS      | $130379.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                            | CVR ENERGY INC                                                                           | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      11700 | NS      | $282672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS HEALTH CORP                                           | CVS HEALTH CORP                                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    2218741 | NS      | $177277405.90  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT INC                                                 | CWALT 2005-56 1A1 TSFR1M+146 11/35                                                       | CUSIP: 12668AGN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5068008 | PA      | $4797349.36    | 0.01%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                             | CABLE ONE INC                                                                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        600 | NS      | $57570.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                        | COTERRA ENERGY INC                                                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     149771 | NS      | $4581494.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                    | CACI INTERNATIONAL INC                                                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      42781 | NS      | $26103682.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                | CADENCE DESIGN SYSTEMS INC                                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     323413 | NS      | $97476678.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                                       | CAL-MAINE FOODS INC                                                                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     134222 | NS      | $11692078.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CALAVO GROWERS INC                                        | CALAVO GROWERS INC                                                                       | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36078 | NS      | $968333.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                               | CALERES INC                                                                              | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       3340 | NS      | $39712.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                            | CALIFORNIA WATER SVC GRP                                                                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       7766 | NS      | $350091.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                                 | CALIX NETWORKS INC                                                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     232539 | NS      | $12038544.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                                      | CAMDEN NATIONAL CORP                                                                     | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       6790 | NS      | $313426.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                     | CAMDEN PROPERTY TRUST - REIT                                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      53013 | NS      | $5743428.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                               | CAMECO CORP                                                                              | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      48836 | NS      | $5782182.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                    | THE CAMPBELL'S COMPANY                                                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     291500 | NS      | $7855925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CANADIAN NATIONAL RAILWAY CO                              | CANADIAN NATL RAILWAY CO                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     237616 | NS      | $26658139.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD                          | CANADIAN PACIFIC KANSAS CITY LTD                                                         | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    1105290 | NS      | $96812351.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                | CAPITAL ONE FINANCIAL CORP                                                               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     465858 | NS      | $91140459.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                             | CAPITOL FED FINL (2ND STEP CV)                                                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30315 | NS      | $217661.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLENO THERAPEUTICS INC                                   | SOLENO THERAPEUTICS INC                                                                  | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      32306 | NS      | $1262195.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                       | CARDINAL HEALTH INC                                                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     284968 | NS      | $65323214.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                                   | PERDOCEO EDUCATION CORP                                                                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |        892 | NS      | $29748.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                                | CAREDX INC                                                                               | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     157634 | NS      | $2957213.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                          | CARLISLE COS INC                                                                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      17165 | NS      | $6776227.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CARLYLE GROUP INC/THE                                     | CARLYLE GROUP INC (THE)                                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     193236 | NS      | $10046339.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                                | CARMAX INC                                                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     191191 | NS      | $8253715.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                             | CARNIVAL CORP                                                                            | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     301477 | NS      | $9511599.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                 | CARPENTER TECHNOLOGY CORP                                                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      37473 | NS      | $14916877.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRINGTON MTG LN TR SER 2007 RFC1                        | CARR 2007-RFC1 A3 TSFR1M+25.448 12/36                                                    | CUSIP: 144526AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     143012 | PA      | $140929.11     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                 | CASELLA WASTE SYS INC CL A                                                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      44161 | NS      | $4114038.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CASEY'S GENERAL STORES INC                                | CASEY GENERAL STORES                                                                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      18372 | NS      | $12595659.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC                              | CATALYST PHARMACEUTICALS INC                                                             | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      82114 | NS      | $1895191.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                           | CATERPILLAR INC                                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     360691 | NS      | $267932095.53  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                                      | CAVCO INDUSTRIES INC                                                                     | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17033 | NS      | $9832469.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                                         | CELANESE CORP                                                                            | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     102338 | NS      | $5110759.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTICA INC                                             | CELESTICA INC                                                                            | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      52081 | NS      | $14459248.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                                  | CELLDEX THERAPEUTICS INC                                                                 | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      24529 | NS      | $738077.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                      | CELSIUS HOLDINGS INC                                                                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46939 | NS      | $2516399.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                                          | CENTENE CORP                                                                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     713310 | NS      | $32013352.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                    | CENTERPOINT ENERGY INC                                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      69532 | NS      | $3024642.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF BANKSHARES INC                                         | CF BANKSHARES INC                                                                        | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |       1067 | NS      | $32244.74      | 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      | $991539.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY WEST BANCSHARES                                 | COMMUNITY WEST BANCSHARES                                                                | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12881 | NS      | $299225.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/BRL settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1502804.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                  | CENTURY ALUMINUM COMPANY                                                                 | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      35117 | NS      | $1810632.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                                       | CENTRUS ENERGY CORP CL A                                                                 | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       2981 | NS      | $603920.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTURY CMNTYS INC                                        | CENTURY COMMUNITIES INC                                                                  | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      18182 | NS      | $1222375.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                    | LUMEN TECHNOLOGIES INC                                                                   | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     524978 | NS      | $3732593.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERUS CORP                                                | CERUS CORP                                                                               | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       7700 | NS      | $19712.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA INC                                                  | CEVA INC                                                                                 | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       6900 | NS      | $143934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC              | CHARLES RIVER LABS INTL INC                                                              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     143353 | NS      | $25587076.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                               | GENPACT LTD                                                                              | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     597730 | NS      | $23741835.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                      | CHART INDUSTRIES INC                                                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      19888 | NS      | $4122782.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                                     | CHATHAM LODGING TRUST                                                                    | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22784 | NS      | $175664.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WHSE INC                                            | CHEFS WAREHOUSE INC                                                                      | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       5975 | NS      | $426555.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                               | CHEMED CORP                                                                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      48788 | NS      | $20003567.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                                           | CHEMOURS CO/ THE                                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      20510 | NS      | $374102.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                       | CHENIERE ENERGY INC                                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     126000 | NS      | $29701980.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                                 | CHESAPEAKE UTILITIES CORP                                                                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      68035 | NS      | $9250718.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEVRON CORP NEW                                          | CHEVRON CORP                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1274137 | NS      | $237957826.12  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                | CHIPOTLE MEXICAN GRILL INC                                                               | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |    3925198 | NS      | $146095869.56  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGEN BIOSCIENCE INC                                     | NIAGEN BIOSCIENCE INC                                                                    | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      31000 | NS      | $156550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                              | CHUGAI PHARMACEUTICAL CO LTD UNSP ADR                                                    | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     961188 | NS      | $32305528.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH and DWIGHT INC                                     | CHURCH and DWIGHT CO INC                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     802441 | NS      | $84143963.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                       | CHURCHILL DOWNS INC                                                                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     191944 | NS      | $17645411.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                                | CIENA CORP                                                                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     280300 | NS      | $97740610.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                                 | CINCINNATI FINANCIAL CORP                                                                | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     153496 | NS      | $25170274.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                                     | CINEMARK HOLDINGS INC                                                                    | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       8331 | NS      | $235267.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                                         | CIRRUS LOGIC INC                                                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     234636 | NS      | $33111832.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                         | CISCO SYSTEMS INC                                                                        | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    4269643 | NS      | $339265832.78  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                               | CINTAS CORP                                                                              | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     197283 | NS      | $39679529.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    2895025 | NS      | $319002804.75  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI TRENDS INC                                           | CITI TRENDS INC                                                                          | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       3385 | NS      | $160381.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                | CITIZENS FINANCIAL GROUP INC                                                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     959560 | NS      | $57755916.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR BULK CARRIERS CORP                                   | STAR BULK CARRIERS CORP                                                                  | CUSIP: N/A<br>LEI: 549300SO3FMK7H6DDY54       | Long             | EC               | CORP              | MH        |     409327 | NS      | $10761206.83   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                               | INVESCO LTD                                                                              | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    1322990 | NS      | $34741717.40   | 0.04%             |  |  |  | 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      | $-54636.53     | -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      | $-33908.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                         | CLEAN HARBORS INC                                                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      83639 | NS      | $24522954.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                                   | CLEAN ENERGY FUELS CORP                                                                  | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     261709 | NS      | $591462.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                     | CLEARWATER PAPER CORP                                                                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       3600 | NS      | $53964.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/BRL settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-37124.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | CLEVELAND-CLIFFS INC                                                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     260392 | NS      | $2775778.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-148337.33    | -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      | $-152535.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOROX CO                                                 | CLOROX CO                                                                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      83737 | NS      | $10647996.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                              | TAPESTRY INC                                                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     293166 | NS      | $45578518.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CONSOLIDATED INC                                | COCA COLA CONSOLIDATED INC                                                               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     173737 | NS      | $35164368.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                              | COCA COLA CO                                                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    3578020 | NS      | $291823311.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CODEXIS INC                                               | CODEXIS INC                                                                              | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20700 | NS      | $20907.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                                          | COEUR MINING INC                                                                         | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     273435 | NS      | $7423760.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                               | COGNEX CORP                                                                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     737374 | NS      | $40113145.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                       | COGNIZANT TECH SOLUTIONS CL A                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    1252882 | NS      | $80723187.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN and STEERS INC                                      | COHEN and STEERS INC                                                                     | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      59244 | NS      | $3961646.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                               | ENOVIS CORP                                                                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     168647 | NS      | $4295439.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                      | COLGATE-PALMOLIVE CO                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     718411 | NS      | $71223266.54   | 0.08%             |  |  |  | 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      | $-102063.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                              | COLLEGIUM PHARMACEUTICAL INC                                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      22692 | NS      | $945575.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1300000 | PA      | $958750.00     | 0.00%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEMS INC                              | COLUMBIA BANKING SYSTEMS INC                                                             | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     275800 | NS      | $7846510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-606419.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                    | COLUMBIA SPORTSWEAR CO                                                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        620 | NS      | $38402.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                   | COMFORT SYSTEMS USA INC                                                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     115854 | NS      | $165598231.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                                    | LYONDELLBASELL INDS CLASS A                                                              | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      32856 | NS      | $1889877.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | COMCAST CORP CL A                                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    1513013 | NS      | $46842882.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                                | COMMERCE BANCSHARES INC                                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51187 | NS      | $2610025.13    | 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      | $-42866.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/ZAR settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41234.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                      | COMMERCIAL METALS CO                                                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      11261 | NS      | $825431.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-130694.58    | -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      | $-213328.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: ZAR/USD settle 2026-08-19                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $70157.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTANCE NETWORKS INC                                     | VISTANCE NETWORKS INC                                                                    | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     181522 | NS      | $3189341.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                               | COMMUNITY TRUST BANCORP INC                                                              | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12295 | NS      | $738191.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                     | COMMVAULT SYSTEMS INC                                                                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      12176 | NS      | $1035934.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTL INC                                 | COMPASS MINERALS INTL INC                                                                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      26391 | NS      | $665053.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-29580.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                    | COMSTOCK RESOURCES INC                                                                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       1145 | NS      | $22453.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                        | CONAGRA BRANDS INC                                                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     334863 | NS      | $6446112.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                               | CONMED CORP                                                                              | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       1176 | NS      | $54096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                                    | CONNECTONE BANCORP INC                                                                   | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      41315 | NS      | $1096086.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                                        | CONOCOPHILLIPS                                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    1198540 | NS      | $135986348.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                                   | CONSOLIDATED EDISON INC                                                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     499512 | NS      | $56205090.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                       | SIGNET JEWELERS LTD                                                                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      90956 | NS      | $8749057.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLATION BRANDS INC                                  | CONSTELLATION BRANDS INC CL A                                                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      72681 | NS      | $11473422.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                                      | COOPER COMPANIES INC                                                                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     283505 | NS      | $23720863.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER STANDARD HOLDING INC                               | COOPER STANDARD HOLDING INC                                                              | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      17600 | NS      | $676544.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                                | COPART INC                                                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      61592 | NS      | $2346039.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                                  | CORCEPT THERAPEUTICS INC                                                                 | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     251401 | NS      | $8975015.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                               | CORNING INC                                                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     831195 | NS      | $124995104.10  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                   | COPT DEFENSE PROPERTIES                                                                  | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     393237 | NS      | $12497071.86   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                             | CORECIVIC INC                                                                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    1169225 | NS      | $20671898.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CORVEL CORP                                               | CORVEL CORP                                                                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76409 | NS      | $3941176.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                     | COSTCO WHOLESALE CORP                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     357673 | NS      | $361532291.67  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                          | COSTAR GROUP INC                                                                         | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     445713 | NS      | $19892171.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                  | COTY INC CL A                                                                            | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     189700 | NS      | $476147.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COVENANT LOGISTICS GROUP INC                              | COVENANT LOGISTICS GROUP INC                                                             | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7308 | NS      | $215147.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-08-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18436.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROCS INC                                                 | CROCS INC                                                                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      87500 | NS      | $7937125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE INC                              | CROSS COUNTRY HEALTHCARE INC                                                             | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       5788 | NS      | $50355.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                        | CROWN HOLDINGS INC                                                                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     210167 | NS      | $24085138.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27238.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                 | CUBESMART                                                                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     567777 | NS      | $23358345.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                  | CULLEN FROST BANKERS INC                                                                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     114733 | NS      | $15858395.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                               | CUMMINS INC                                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      80556 | NS      | $47034231.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                                       | CURTISS WRIGHT CORPORATION                                                               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      68865 | NS      | $48228225.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                     | CUSTOMERS BANCORP INC                                                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      14505 | NS      | $978217.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                          | CYTOKINETICS INC                                                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     290400 | NS      | $18068688.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DR HORTON INC                                             | DR HORTON INC                                                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     127100 | NS      | $20385569.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                             | DTE ENERGY CO                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     269445 | NS      | $39942526.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                                       | DESIGNER BRANDS INC                                                                      | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       1478 | NS      | $10523.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                     | DAIKIN INDUSTRIES LTD UNSP ADR                                                           | CUSIP: 23381B106<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     299584 | NS      | $3804716.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAKTRONICS INC                                            | DAKTRONICS INC                                                                           | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       1080 | NS      | $27842.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $79143.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $83759.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                                  | DANA INC                                                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     197725 | NS      | $6770104.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                              | DANAHER CORP                                                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     978536 | NS      | $206118823.04  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                    | DARDEN RESTAURANTS INC                                                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      85670 | NS      | $18320529.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: BRL/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1280086.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                | DAVITA INC                                                                               | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     137770 | NS      | $21533451.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1279.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-11-30                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16413.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $61613.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-60168.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $138497.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PEN/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1994.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $104165.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                      | DECKERS OUTDOOR CORP                                                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      44000 | NS      | $5159880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/KZT settle 2026-06-04                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-3665.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-95874.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEERE and CO                                              | DEERE and CO                                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     166209 | NS      | $104663469.39  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/PEN settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1826.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: MXN/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $100.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12303.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: MXN/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $112619.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: MXN/USD settle 2026-04-09                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $20718.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/TWD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $13626.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-04-10                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $57980.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/TWD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11089.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-04-13                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $53220.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-4250.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-256.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $81610.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                       | DELTA AIR INC                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     550694 | NS      | $36180595.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                                     | DELTA ELECTRONICS IND CO LTD                                                             | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     336000 | NS      | $15318497.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                               | DELUXE CORP                                                                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     238700 | NS      | $6623925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-03-16                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $15049.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-283.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-712.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TRY/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1798.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                       | DENTSPLY SIRONA INC                                                                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     191688 | NS      | $2813979.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: MXN/USD settle 2026-04-17                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $32852.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DESCARTES SYS GROUP INC                                   | DESCARTES SYS GROUP INC                                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     426859 | NS      | $28279408.75   | 0.03%             |  |  |  | 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        |      40000 | NS      | $3978830.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-03-26                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $61988.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4992.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                     | DEVON ENERGY CORP                                                                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    1014289 | NS      | $44152000.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COVISTA INC                                               | COVISTA INC                                                                              | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       4410 | NS      | $432180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2276.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2471.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                | DEXCOM INC                                                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     118289 | NS      | $8685961.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP INC                         | DIAMOND HILL INVEST GRP INC                                                              | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       5552 | NS      | $954222.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1163.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $41490.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO                                | DIAMONDROCK HOSPITALITY CO                                                               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      63705 | NS      | $639598.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | DIAMONDBACK ENERGY INC                                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     287929 | NS      | $50122680.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                                  | DICKS SPORTING GOODS INC                                                                 | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       9300 | NS      | $1893759.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                  | DIGITAL REALTY TRUST INC                                                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      42500 | NS      | $7531000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                                              | DILLARDS INC CL A                                                                        | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       6396 | NS      | $3855444.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DIODES INC                                                | DIODES INC                                                                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      97672 | NS      | $6664160.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                        | DISNEY (WALT) CO                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    4322512 | NS      | $458359172.48  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO CORP                                                | DISCO CORP                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       4600 | NS      | $2211705.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3385.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLBY LABORATORIES INC                                    | DOLBY LABORATORIES INC CL A                                                              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     138219 | NS      | $9201238.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                       | DOLLAR GENERAL CORP                                                                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     253181 | NS      | $39556999.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                           | DOLLAR TREE INC                                                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     273493 | NS      | $34591394.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                       | DOMINION ENERGY INC                                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     366219 | NS      | $23123067.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                         | DOMINOS PIZZA INC                                                                        | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      43705 | NS      | $17591699.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                                             | DONALDSON CO INC                                                                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     368240 | NS      | $34157942.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC                                         | DONEGAL GROUP INC CL A                                                                   | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16150 | NS      | $284563.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2996.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: COP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12383.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                                        | DOUGLAS EMMETT INC REIT                                                                  | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5957 | NS      | $58914.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                | DOVER CORP                                                                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     195654 | NS      | $44119977.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5081.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12409.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/PLN settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-11131.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1944.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: COP/USD settle 2026-04-08                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10951.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | KEURIG DR PEPPER INC                                                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     820475 | NS      | $24843983.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/PLN settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-13194.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $689.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $850.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $719357.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: USD/PLN settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-53586.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9417.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12700.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2290.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9885.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $1233.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1865.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $8755.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9821.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUCOMMUN INC DEL                                          | DUCOMMUN INC                                                                             | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      29756 | NS      | $3677544.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                      | DUKE ENERGY CORP NEW                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     295716 | NS      | $38694438.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DULUTH HOLDINGS INC                                       | DULUTH HOLDINGS INC CL B                                                                 | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        257 | NS      | $552.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8369.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: PLN/USD settle 2026-04-22                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $39978.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/PEN settle 2026-07-15                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11626.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $848.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7589.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3592.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8162.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1305.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6730.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-08                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $1572.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $14963.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/PHP settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-16669.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: PLN/USD settle 2026-04-22                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $107297.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/MXN settle 2026-04-20                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-225953.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: ZAR/USD settle 2026-08-19                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $39167.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1722.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10742.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/COP settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $63.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1.42          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                      | DYCOM INDUSTRIES INC                                                                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      33482 | NS      | $14063109.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13023.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13788.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2420.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1026.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-425.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-516.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1246.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/PEN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2939.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/THB settle 2026-05-20                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-974.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1838.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $3738.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG RESOURCES INC                                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    1350055 | NS      | $167514824.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                  | EQT CORPORATION                                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    1727007 | NS      | $106072769.94  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                            | ENTERTAINMENT PPTYS TR                                                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      39005 | NS      | $2317287.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: MYR/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $8491.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: BRL/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $99755.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE MATLS INC                                           | EAGLE MATERIALS INC                                                                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     126214 | NS      | $28246693.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3091.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $188.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $14149.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: BRL/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $46722.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2027-01-28                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3265.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/INR settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6540.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/INR settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4320.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10607.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/EUR settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $535938.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $912.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: JPY/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-138099.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-48321.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-136.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6.46          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: NOK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $17173.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: JPY/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-99701.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-15165.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/CAD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $53610.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10696.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: JPY/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30612.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-927.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/NZD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $141876.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: NOK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $491.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/CHF settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $69046.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: GBP/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-45357.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: BRL/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $20011.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/COP settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1363.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/INR settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5041.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | FX Forward: USD/KRW settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $1289.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/PEN settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $295.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: THB/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $4560.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: TWD/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1972.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: IDR/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $11.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: IDR/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $15.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/CLP settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2987.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: IDR/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7.86          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45482.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $60160.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: MYR/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3293.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $1547.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1559.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/JPY settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3133.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/AUD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-189947.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: JPY/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-19449.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-01                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $6056.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: JPY/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2982.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: CAD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-96.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: NOK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $14156.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                                     | EAST WEST BANCORP INC                                                                    | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     307982 | NS      | $33708629.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7075.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $3621.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/CNY settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-537.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/ILS settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $16577.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/EUR settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3691.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: AUD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $33893.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/CHF settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3741.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8837.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/SGD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44804.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13289.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/TWD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-3500.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: CLP/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3557.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PHP/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $23823.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: INR/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-745.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/ILS settle 2026-04-13                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $22859.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $504.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/INR settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $703.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27330.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/KRW settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4039.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: IDR/USD settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-296.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/THB settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12714.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                  | EASTGROUP PPTYS INC                                                                      | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      56981 | NS      | $11185940.11   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                       | EASTMAN CHEMICAL CO                                                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     176939 | NS      | $13360663.89   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                               | FX Forward: USD/IDR settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-344.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/ILS settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $23922.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: SEK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13885.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: ILS/USD settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9977.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: CHF/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3956.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/PLN settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-517.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: MXN/USD settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $8720.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC                                                  | EBAY INC                                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     733358 | NS      | $66632907.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                             | ECHOSTAR CORP CL A                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     117773 | NS      | $13606314.69   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ECOLAB INC                                                | ECOLAB INC                                                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     570937 | NS      | $176048423.95  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/ILS settle 2026-04-13                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13159.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/CAD settle 2026-03-06                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2035.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/IDR settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1951.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: THB/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $11269.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/COP settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $699.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: BRL/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6165.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/CLP settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1682.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1588.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/KRW settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-164.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: PHP/USD settle 2026-03-06                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $4449.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/PEN settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-629.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: TWD/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4091.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MYR/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2193.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1175.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/ILS settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1287.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $178.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-568.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7731.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/SGD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-885.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: AUD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $24913.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: GBP/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-12940.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | FX Forward: USD/CAD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-312.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CHF/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5842.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: NOK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $26017.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: EUR/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $600.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $1536.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: ILS/USD settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-705.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: CLP/USD settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8836.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: MYR/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3064.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | EDISON INTL                                                                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     920496 | NS      | $68797871.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/IDR settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1617.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: NZD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4051.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                 | EDWARDS LIFESCIENCES CORP                                                                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     646925 | NS      | $55939604.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13424.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: USD/ILS settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $16881.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: IDR/USD settle 2026-03-12                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-515.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $52383.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/KRW settle 2026-03-12                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3138.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: INR/USD settle 2026-03-12                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1830.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-6624.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/THB settle 2026-03-12                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2571.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EHEALTH INC                                               | EHEALTH INC                                                                              | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       1131 | NS      | $1470.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC NEW                                               | 8X8 INC                                                                                  | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      45043 | NS      | $96392.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/EUR settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2024.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-24636.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PHP/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4622.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/ILS settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17344.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $546.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $19245.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-09                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $5134.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | FX Forward: HUF/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $3758.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: TRY/USD settle 2026-04-20                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $9971.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $663.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/CLP settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13331.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: PHP/USD settle 2026-03-13                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1962.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/KRW settle 2026-03-19                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1583.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: IDR/USD settle 2026-03-25                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $384.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: INR/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3730.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/TWD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-0.70         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3898.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/COP settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $6964.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/CAD settle 2026-03-13                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2616.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: THB/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2211.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/TWD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-114.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: THB/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-178.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/TWD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                 | CAESARS ENTERTAINMENT INC                                                                | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |      40235 | NS      | $1007886.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTROMED INC                                            | ELECTROMED INC                                                                           | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15135 | NS      | $358699.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                       | ELECTRONIC ARTS INC                                                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      39263 | NS      | $7874979.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: MYR/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3711.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: HUF/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $992.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/CZK settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $275.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $17686.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: NOK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2228.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: SEK/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7584.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CHF/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1102.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: PHP/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1736.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-657.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MYR/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $898.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: MYR/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $868.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/ZAR settle 2026-03-20                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-107540.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/TWD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1163.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TWD/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1646.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/SGD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $179.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/THB settle 2026-04-20                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3467.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/INR settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $795.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: SGD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27902.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/SGD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $22445.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/THB settle 2026-03-19                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1476.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: IDR/USD settle 2026-03-25                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2502.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: TWD/USD settle 2026-03-24                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $678.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: BRL/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $11036.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: THB/USD settle 2026-04-20                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/JPY settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $580.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2567.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/NOK settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-696.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | FX Forward: USD/ZAR settle 2026-03-20                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-1616.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL INC                                   | ELLINGTON FINANCIAL INC                                                                  | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |        500 | NS      | $6210.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $214.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/IDR settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-200.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: KRW/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $48366.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: KRW/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4261.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: CHF/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3870.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: EUR/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1073.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: PHP/USD settle 2026-03-17                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1575.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/INR settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1033.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/ZAR settle 2026-03-20                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-280912.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: INR/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $795.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/CLP settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27752.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CLP/USD settle 2026-09-16                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26987.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/CLP settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1804.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: CAD/USD settle 2026-03-20                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $713.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: THB/USD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1660.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: KRW/USD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $297.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: TWD/USD settle 2026-03-24                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $380.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: INR/USD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $376.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: IDR/USD settle 2026-03-25                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1941.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/CLP settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1749.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3849.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/COP settle 2026-03-24                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3209.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1733.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: INR/USD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $102.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: PHP/USD settle 2026-03-23                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1198.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: CZK/USD settle 2026-03-11                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2011.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/HUF settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2576.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: PLN/USD settle 2026-04-15                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $326.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/ZAR settle 2026-03-20                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4889.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $630.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/NOK settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1133.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: CHF/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7288.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: CAD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3397.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | FX Forward: USD/NZD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-2267.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/JPY settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1084.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-174.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MYR/USD settle 2026-03-24                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1343.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/IDR settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1263.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1500.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/KRW settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-488.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: KRW/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $475.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: GBP/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-9303.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/GBP settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $9478.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                           | EMCOR GROUP INC                                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     114763 | NS      | $83159565.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                 | EMERGENT BIOSOL                                                                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       9655 | NS      | $78688.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | EMERSON ELECTRIC CO                                                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     888040 | NS      | $133872030.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: KRW/USD settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2833.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/KRW settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2859.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/KRW settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: KRW/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $43.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: GBP/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1751.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/EUR settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-6014.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: SGD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $49.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/SGD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-67.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/SEK settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-13768.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: SEK/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $14364.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/BRL settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-107119.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: BRL/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $103475.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: BRL/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2466.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/TWD settle 2026-03-31                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-310.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/THB settle 2026-03-26                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-466.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: PEN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8404.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/PEN settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5748.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                                    | EMPLOYERS HOLDINGS INC                                                                   | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3877 | NS      | $160313.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: IDR/USD settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $749.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/IDR settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-818.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: THB/USD settle 2026-04-20                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7.04          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/ILS settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3402.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: CNY/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $42.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/CNY settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-35.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: TWD/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1188.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/TWD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1192.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: GBP/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3797.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/GBP settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3836.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: SGD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/SGD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: CAD/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27173.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/CAD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27492.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | ENCORE CAP GROUP INC                                                                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     115092 | NS      | $7859632.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INC                                          | ENERGY FUELS INC                                                                         | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      63218 | NS      | $1347807.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY RECOVERY INC                                       | ENERGY RECOVERY INC                                                                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      19223 | NS      | $200495.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                   | ENERGIZER HLDGS INC                                                                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     319500 | NS      | $6898005.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERSYS                                                   | ENERSYS INC                                                                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      48150 | NS      | $8000122.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS INC                                                 | ENNIS INC                                                                                | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55505 | NS      | $1171710.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/MYR settle 2026-03-09                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $346.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MYR/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-383.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/IDR settle 2026-03-12                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $116.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: IDR/USD settle 2026-06-10                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-50.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/JPY settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $186.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/CAD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-294.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: USD/NOK settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-30706.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: NOK/USD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $30450.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: INR/USD settle 2026-03-05                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-131.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/INR settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $50.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: MXN/USD settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2397.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: IDR/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8.37         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/INR settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $492.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: USD/IDR settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $5.77          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | FX Forward: KRW/USD settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-4032.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: INR/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-489.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/IDR settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2.60          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | FX Forward: USD/KRW settle 2026-03-03                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4011.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: MXN/USD settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-89.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $56.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $84.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: MXN/USD settle 2026-06-17                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-59.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: INR/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $28.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: IDR/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-14.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/COP settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $96.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/KRW settle 2026-04-03                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $267.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | FX Forward: PHP/USD settle 2026-03-31                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $168.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: CAD/USD settle 2026-03-31                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $3673.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/TWD settle 2026-04-07                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-456.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | FX Forward: USD/CLP settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $525.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-04-06                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-348.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | FX Forward: THB/USD settle 2026-04-02                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2600.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: MXN/USD settle 2026-09-17                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $415.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | FX Forward: USD/MXN settle 2026-03-18                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-181.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | FX Forward: USD/PEN settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-189.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | FX Forward: PEN/USD settle 2026-03-02                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $37.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                        | ENPHASE ENERGY INC                                                                       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      11867 | NS      | $501618.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                   | ENOVA INTL INC                                                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     109057 | NS      | $15164375.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                                          | ENSIGN GROUP INC                                                                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      18665 | NS      | $3997483.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                              | ENTEGRIS INC                                                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     150234 | NS      | $19898493.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                                          | ENTERGY CORP                                                                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    1146396 | NS      | $122790475.56  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                        | ENTERPRISE FINL SVCS CORP                                                                | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      11385 | NS      | $650083.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                                          | EPAM SYSTEMS INC                                                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      13244 | NS      | $1867404.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC                                                 | EPLUS INC                                                                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     176761 | NS      | $14257542.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUIFAX INC                                               | EQUIFAX INC                                                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     105154 | NS      | $21972979.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                               | EQUINIX INC                                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     147615 | NS      | $143815389.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                           | EQUITY LIFESTYLE PPTYS INC                                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     345084 | NS      | $23175841.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                        | EQUITY RESIDENTIAL REIT                                                                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      36083 | NS      | $2280806.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                                         | ERIE INDEMNITY CO CL A                                                                   | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      54650 | NS      | $14724896.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ESCO TECHNOLOGIES INC                                     | ESCO TECHNOLOGIES INC                                                                    | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       5271 | NS      | $1461595.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSEX PROPERTY TRUST INC                                  | ESSEX PROPERTY TRUST INC                                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      52242 | NS      | $13327456.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                                  | ETSY INC                                                                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      68136 | NS      | $3739303.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                              | EVERCORE INC A                                                                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     153518 | NS      | $47412499.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                         | EVERSOURCE ENERGY                                                                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     216700 | NS      | $16514707.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                                        | EVOLENT HEALTH INC A                                                                     | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      70000 | NS      | $227500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                       | EXACT SCIENCES CORP                                                                      | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      28792 | NS      | $2976516.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                               | EXELON CORP                                                                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     605812 | NS      | $29969519.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                              | EXELIXIS INC                                                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    1210918 | NS      | $53353047.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                                         | EVEREST GROUP LTD                                                                        | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      85280 | NS      | $28610587.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                                   | EXLSERVICE HOLDINGS INC                                                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     609614 | NS      | $19050437.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                         | EXPEDIA INC                                                                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     176879 | NS      | $38151031.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                | EXPEDITORS INTL OF WASH INC                                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     121015 | NS      | $17550805.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                                              | EXPONENT INC                                                                             | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     108646 | NS      | $7907255.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                   | EXTRA SPACE STORAGE INC                                                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26184 | NS      | $3954569.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                                      | EXTREME NETWORKS INC                                                                     | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     199569 | NS      | $2789974.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                                | EZCORP INC CL A NON VTG                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      78864 | NS      | $2092261.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                          | EXXON MOBIL CORP                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    6273314 | NS      | $956680385.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                  | FMC CORP NEW                                                                             | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     325110 | NS      | $4792121.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB CORP PA                                               | FNB CORP PA                                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     301668 | NS      | $5125339.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC CL A                                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    2683725 | NS      | $1739536870.50 | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                              | FACTSET RESEARCH SYSTEMS INC                                                             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      39409 | NS      | $8544265.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FAIR ISAAC CORPORATION                                    | FAIR ISAAC CORP                                                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       6811 | NS      | $9599150.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                               | FASTENAL CO                                                                              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     107283 | NS      | $4939309.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORP                        | FEDERAL AGRI MTG NON VTG CL C                                                            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       2411 | NS      | $380118.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                              | FEDERAL REALTY INVESTMENT TR                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      21700 | NS      | $2360309.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                       | FEDERAL SIGNAL CORP                                                                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     136258 | NS      | $15864518.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                      | FEDERATED HERMES INC                                                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     427210 | NS      | $23928032.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                | FEDEX CORP                                                                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     222221 | NS      | $85999527.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                    | F5 INC                                                                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     113553 | NS      | $30813742.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Concord Street Trust                             | FIDELITY EXTENDED MARKET INDEX FUND                                                      | CUSIP: 315911743<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |   17343999 | NS      | $1806897839.68 | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                               | FIDELITY MID CAP INDEX FUNDFIDELITY ADV                                                  | CUSIP: 316146265<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      89948 | NS      | $3554725.87    | 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        |   92499175 | NS      | $4488984949.65 | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                | FIDELITY NATL INFORM SVCS INC                                                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    2051490 | NS      | $104543930.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                           | FIDELITY NATIONAL FINL INC                                                               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      86022 | NS      | $4548843.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                                                               | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   31737725 | NS      | $31744072.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Securities Lending Cash Central Fund                                            | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  891914437 | NS      | $892003628.33  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                               | Fidelity SAI U.S. Large Cap Index Fund                                                   | CUSIP: 31635V794<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   46500840 | NS      | $1275053043.52 | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                               | Fidelity SAI Real Estate Index Fund                                                      | CUSIP: 31635V810<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     458957 | NS      | $2496727.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                               | Fidelity SAI U.S. Quality Index Fund                                                     | CUSIP: 31635V844<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  139457334 | NS      | $3274458207.37 | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                               | FIDELITY SAI SMALL-MID CAP MOMENTUM INDEX FUND                                           | CUSIP: 31635V869<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   99338209 | NS      | $504638103.82  | 0.55%             |  |  |  | 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        |   23706313 | NS      | $562076675.23  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | FIFTH THIRD BANCORP                                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    2937448 | NS      | $145315552.56  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRAN TECHNOLOGY GROUP CORP                               | FIRAN TECHNOLOGY GROUP CORP                                                              | CUSIP: 318093101<br>LEI: 549300JYYOJDK2APMC26 | Long             | EC               | CORP              | CA        |     279997 | NS      | $4427649.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                             | FIRST AMERICAN FINANCIAL CORP                                                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     230560 | NS      | $16164561.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP P R                                         | FIRST BANCORP PUERTO RICO                                                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     665037 | NS      | $14052231.81   | 0.02%             |  |  |  | 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      | $326588.40     | 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        |       9186 | NS      | $17436405.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST FINANCIAL BANKSHARES INC                            | FIRST FINL BANKSHARES INC                                                                | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      74965 | NS      | $2318667.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                        | FIRST HORIZON CORP                                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    1352138 | NS      | $32167363.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                         | FIRST INDUSTRIAL REALTY TRUST                                                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     150569 | NS      | $9506926.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANK OF CALIF                            | FIRST INTERNET BANCORP                                                                   | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      11254 | NS      | $228231.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                | FIRST QUANTUM MINERALS LTD                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      28376 | NS      | $849584.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                           | FIRST SOLAR INC                                                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      59100 | NS      | $11654520.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                                         | FIRST SOURCE CORP                                                                        | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20810 | NS      | $1394478.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                | FISERV INC                                                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     399940 | NS      | $24912262.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                          | FIRSTENERGY CORP                                                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    1178560 | NS      | $60295129.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                                            | FIVE BELOW INC                                                                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      19811 | NS      | $4428352.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPAY INC                                                | CORPAY INC                                                                               | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     345402 | NS      | $112290190.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXSTEEL INDUSTRIES INC                                  | FLEXSTEEL IND                                                                            | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |       1200 | NS      | $61764.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                  | FLEX LTD                                                                                 | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     565660 | NS      | $35647893.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                                            | FLUOR CORP                                                                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     179729 | NS      | $9401623.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                                            | FLOWSERVE CORP                                                                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     145132 | NS      | $12847084.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORP                                   | FLUSHING FINANCIAL CORP                                                                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38890 | NS      | $600072.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                             | FORD MOTOR CO                                                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    4479808 | NS      | $63120494.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                        | FORESTAR GROUP INC                                                                       | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       2400 | NS      | $68928.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                            | FORMFACTOR INC                                                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     114912 | NS      | $11362498.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FORRESTER RESEARCH INC                                    | FORRESTER RESEARCH INC                                                                   | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     708145 | NS      | $4234707.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FORTINET INC                                              | FORTINET INC                                                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     583590 | NS      | $46121117.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                            | FORTUNE BRANDS INNOVATIONS INC                                                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      14972 | NS      | $813578.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                                          | FORWARD AIR CORP                                                                         | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14641 | NS      | $370270.89     | 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        |      77446 | NS      | $1976421.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                  | FOX FACTORY HOLDING CORP                                                                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |         96 | NS      | $1616.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO NEVADA CORP                                        | FRANCO-NEVADA CORP                                                                       | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     146951 | NS      | $41235920.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO                                         | FRANKLIN COVEY CO                                                                        | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22390 | NS      | $291517.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANKLIN ELECTRIC CO. INC.                                | FRANKLIN ELECTRIC CO. INC.                                                               | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       9971 | NS      | $993311.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                                    | FRANKLIN RESOURCES INC                                                                   | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     141288 | NS      | $3749783.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP                           | FRANKLIN STREET PPTYS CORP                                                               | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      11488 | NS      | $9451.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | FREEPORT MCMORAN INC                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    1250857 | NS      | $85158344.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTCAR AMERICA INC                                    | FREIGHTCAR AMERICA INC                                                                   | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |       5424 | NS      | $75013.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREQUENCY ELECTRONICS INC                                 | FREQUENCY ELECTRONICS INC                                                                | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      75095 | NS      | $3770519.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESHPET INC                                              | FRESHPET INC                                                                             | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     131209 | NS      | $11080600.05   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                             | ACCENTURE PLC CL A                                                                       | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      25469 | NS      | $5315889.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORP                                     | FULTON FINANCIAL CORP                                                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |        100 | NS      | $2045.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                                           | FUTUREFUEL CORP                                                                          | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      23800 | NS      | $102816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                                 | GATX CORP                                                                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      68116 | NS      | $12544923.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GEO GROUP INC/THE                                         | GEO GROUP INC                                                                            | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |      39098 | NS      | $588033.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                               | NOVANTA INC                                                                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     154580 | NS      | $20780189.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GSAMP TR 2007 NC1                                         | GSAMP 07-NC1 A2B TSFR1M+10 12/46                                                         | CUSIP: 3622MGAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     422284 | PA      | $210651.64     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| G-III APPAREL GROUP LTD                                   | G-III APPAREL GROUP LTD                                                                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      72799 | NS      | $2226921.41    | 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        |    1269819 | PA      | $1188144.78    | 0.00%             | 2036-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                              | ARTHUR J GALLAGHAR AND CO                                                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     677973 | NS      | $154713438.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GAMING AND LEISURE PROPERTIES INC                         | GAMING AND LEISURE PROPRTI INC                                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      13100 | NS      | $640721.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                                         | GAMESTOP CORP CL A                                                                       | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      40974 | NS      | $984605.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GAP INC                                                   | GAP INC                                                                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     348357 | NS      | $9767930.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                               | GARTNER INC                                                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        385 | NS      | $60522.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                                      | GENERAC HOLDINGS INC                                                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      26898 | NS      | $6062002.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                     | GENERAL DYNAMICS CORPORATION                                                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     213351 | NS      | $76176974.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                              | GE AEROSPACE                                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     848761 | NS      | $290496939.86  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                  | WILLIS TOWERS WATSON PLC                                                                 | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      82300 | NS      | $25115491.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                          | DHT HOLDINGS INC                                                                         | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     309572 | NS      | $6033558.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                       | SCORPIO TANKERS INC                                                                      | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     190307 | NS      | $15049477.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                         | GENERAL MILLS INC                                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     380359 | NS      | $17203637.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                         | GENERAL MOTORS CO                                                                        | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    2151825 | NS      | $169370145.75  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                               | GENTEX CORP                                                                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     696075 | NS      | $16288155.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                | GARMIN LTD                                                                               | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      38522 | NS      | $9739517.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                          | GENUINE PARTS CO                                                                         | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      60500 | NS      | $7215230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                    | GENWORTH FINANCIAL INC                                                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    1835930 | NS      | $15495249.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                  | GIBRALTAR INDUSTRIES INC                                                                 | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213401 | NS      | $9705477.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                       | GILEAD SCIENCES INC                                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    1256764 | NS      | $187194997.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                              | GLAUKOS CORP                                                                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      16028 | NS      | $1929771.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC SPONS ADR                                                                        | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     140887 | NS      | $8330648.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALSTAR INC                                            | GLOBALSTAR INC                                                                           | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       8308 | NS      | $517339.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | GLOBAL PAYMENTS INC                                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     298181 | NS      | $22798919.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                                        | GLOBUS MEDICAL INC                                                                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     373891 | NS      | $35691634.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                  | FABRINET                                                                                 | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     120883 | NS      | $65957391.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                               | GODADDY INC CL A                                                                         | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     114568 | NS      | $9985746.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                                  | GOGO INC                                                                                 | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      10100 | NS      | $42723.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                  | GOLDEN ENTERTAINMENT INC                                                                 | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       3000 | NS      | $86700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC                                                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     337699 | NS      | $290275929.43  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                               | GOODYEAR TIRE and RUBBER CO                                                              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     667943 | NS      | $5510529.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                            | OFFICE PROPERTIES INCOME TRUST                                                           | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      73806 | NS      | $885.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                 | GRACO INC                                                                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     362935 | NS      | $34086855.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM CORP                                               | GRAHAM CORPORATION                                                                       | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |      36572 | NS      | $2970377.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                                       | WW GRAINGER INC                                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      35159 | NS      | $40247562.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                | GRAND CANYON EDUCATION INC                                                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     152121 | NS      | $24197887.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                  | GRANITE CONSTRUCTION INC                                                                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      12000 | NS      | $1613520.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                              | GRAPHIC PACKAGING HOLDING CO                                                             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     846427 | NS      | $10351802.21   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP SEMICONDUCTORS NV                                     | NXP SEMICONDUCTORS NV                                                                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     782062 | NS      | $177535894.62  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE and DOCK CORP                          | GREAT LAKES DREDGE and DOCK CORP                                                         | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |        369 | NS      | $6254.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                     | INTEGER HOLDINGS CORP                                                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     191789 | NS      | $16624270.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                                  | GREEN BRICK PARTNERS INC                                                                 | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       2590 | NS      | $190779.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                                            | GREEN DOT CORP CLASS-A                                                                   | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $5780.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                          | GREEN PLAINS INC                                                                         | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      22200 | NS      | $304806.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COMPANIES INC                                  | GREENBRIER COMPANIES INC                                                                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      75527 | NS      | $4261233.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GREIF INC                                                 | GREIF INC CL A                                                                           | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       4824 | NS      | $350560.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                                              | GRIFFON CORP                                                                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      18300 | NS      | $1559892.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                    | GROUP 1 AUTOMOTIVE INC                                                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       9964 | NS      | $3245673.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON INC                                               | GROUPON INC                                                                              | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      47157 | NS      | $595121.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COSTAMARE INC                                             | COSTAMARE INC                                                                            | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     238373 | NS      | $4188213.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                    | GUIDEWIRE SOFTWARE INC                                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      48512 | NS      | $7049763.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                        | HCA HEALTHCARE INC                                                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     298818 | NS      | $158283894.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                 | HEALTHPEAK PROPERTIES INC                                                                | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |        200 | NS      | $3536.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSI ASSET SECURITIZATION CORP TR 2007 NC1                 | HASC 2007-NC1 A3 TSFR1M+18 4/37                                                          | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     229292 | PA      | $150059.63     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP INC                                                                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     630373 | NS      | $11970783.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                                     | HAEMONETICS CORP MASS                                                                    | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     141517 | NS      | $8960856.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                            | HALLIBURTON CO                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    1052200 | NS      | $37879200.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                 | HALOZYME THERAPEUTICS INC                                                                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     308166 | NS      | $21426781.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                        | AVANOS MEDICAL INC                                                                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      12300 | NS      | $173430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                                      | HANCOCK WHITNEY CORP                                                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       1132 | NS      | $74496.92      | 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        |     362952 | NS      | $13255007.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                                     | HANOVER INSURANCE GROUP INC                                                              | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     108161 | NS      | $19537121.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HARBORVIEW MTG LN TR                                      | HVMLT 2005-9 2A1A TSFR1M+79.448 6/35                                                     | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     458454 | PA      | $429047.06     | 0.00%             | 2035-06-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MTG LOAN TR 2006 7                             | HVMLT 06-7 2A1A TSFR1M+40 9/46                                                           | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3318342 | PA      | $3197530.83    | 0.00%             | 2046-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                       | HARLEY-DAVIDSON INC                                                                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     358600 | NS      | $6454800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                                              | HARMONIC INC                                                                             | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     272102 | NS      | $2892444.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                 | L3HARRIS TECHNOLOGIES INC                                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      95062 | NS      | $34653901.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC DRIVE SYSTEMS INC                                | HARMONIC DRIVE SYSTEMS INC                                                               | CUSIP: N/A<br>LEI: 353800XFIX2EUARGOE85       | Long             | EC               | CORP              | JP        |      92694 | NS      | $2703686.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENVIRI CORP                                               | ENVIRI CORP                                                                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      14233 | NS      | $269430.69     | 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        |     449994 | NS      | $63372655.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                | HASBRO INC                                                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     258279 | NS      | $25722005.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC                             | HEALTHCARE SERVICES GROUP INC                                                            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      28912 | NS      | $629414.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                     | ENCOMPASS HEALTH CORP                                                                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     225443 | NS      | $24320790.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM INC                                          | HEALTHSTREAM INC                                                                         | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      51020 | NS      | $1083154.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHCARE REALTY TRUST INC                               | HEALTHCARE REALTY TRUST INC                                                              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     340365 | NS      | $6279734.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                          | HEALTHEQUITY INC                                                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     190662 | NS      | $14583736.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                           | HECLA MINING CO                                                                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     648990 | NS      | $16166340.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HEICO CORP NEW                                            | HEICO CORP                                                                               | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       6114 | NS      | $1953178.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                            | HEICO CORP CL A                                                                          | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      53729 | NS      | $12900870.19   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES                               | HENRY (JACK) and ASSOCIATES INC                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       2324 | NS      | $377557.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                    | HERITAGE COMMERCE CORP                                                                   | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      25350 | NS      | $315100.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE INSURANCE HOLDINGS INC                           | HERITAGE INSURANCE HOLDINGS INC                                                          | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      47949 | NS      | $1336338.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                                    | HERON THERAPEUTICS INC                                                                   | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      24863 | NS      | $29586.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HERSHEY CO                                                | HERSHEY CO (THE)                                                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       5474 | NS      | $1293396.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                         | HERC HOLDINGS INC                                                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       5667 | NS      | $792189.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                             | HEWLETT PACKARD ENTERPRISE CO                                                            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     989577 | NS      | $21246218.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                        | HEXCEL CORPORATION                                                                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     153690 | NS      | $14245526.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPRI HOLDINGS LTD                                        | CAPRI HOLDINGS LTD                                                                       | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |       2720 | NS      | $55787.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                                      | HILLTOP HLDGS I                                                                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       1924 | NS      | $72015.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                             | HILTON WORLDWIDE HOLDINGS INC                                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     508624 | NS      | $158578790.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                               | HOLOGIC INC                                                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       5295 | NS      | $399031.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC                                       | HOME BANCSHARES INC                                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2000 | NS      | $54920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                            | HOME DEPOT INC                                                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     717939 | NS      | $273333736.08  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME EQUITY ASSET TR                                      | HOME EQUITY ASSET TR TSFR1M+56 08/25/2036                                                | CUSIP: 437084VN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     135720 | PA      | $135436.44     | 0.00%             | 2036-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                  | HOMETRUST BANCSHARES INC                                                                 | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5547 | NS      | $233750.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                               | HONEYWELL INTL INC                                                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     605275 | NS      | $147438937.25  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                                              | ALKERMES PLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      71545 | NS      | $2153504.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                                | HORACE MANN EDUCATORS CORP                                                               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |        591 | NS      | $25714.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP INC INDIANA                               | HORIZON BANCORP INC INDIANA                                                              | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      55556 | NS      | $935563.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                                         | HORMEL FOODS CORP                                                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      39700 | NS      | $1016320.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC                               | HOST HOTELS and RESORTS INC                                                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    1268076 | NS      | $24841608.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                                            | HOULIHAN LOKEY                                                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     240175 | NS      | $39333459.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                                             | HUB GROUP INC CL A                                                                       | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     231652 | NS      | $9977251.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                               | HUBBELL INC                                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      19305 | NS      | $9877017.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                               | HUBSPOT INC                                                                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      16445 | NS      | $4349866.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                             | HUDSON PACIFIC PROPERTIES INC                                                            | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |        794 | NS      | $5748.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                   | HUDSON TECHNOLOGIES INC                                                                  | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18200 | NS      | $129402.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                | HUMANA INC                                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      10040 | NS      | $1913021.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPORT SERVICES                              | HUNT J B TRANSPORT SERVICES IN                                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      55601 | NS      | $12977829.41   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                              | HUNTINGTON BANCSHARES INC                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    1332290 | NS      | $22382472.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                         | HUNTINGTON INGALLS INDUSTRIES INC                                                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      94469 | NS      | $41993359.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                             | HUNTSMAN CORP                                                                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     381126 | NS      | $4821243.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                         | HYATT HOTELS CORP CL A                                                                   | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     124028 | NS      | $20030522.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IDT CORP                                                  | IDT CORP CL B NEW                                                                        | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      56273 | NS      | $2867109.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE INC                                           | HYSTER-YALE INC                                                                          | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7200 | NS      | $265176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                                     | ICF INTERNATIONAL INC                                                                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      22159 | NS      | $1842077.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                                           | ICU MEDICAL INC                                                                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      78605 | NS      | $11836340.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG PHOTONICS CORP                                        | IPG PHOTONICS CORP                                                                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      83460 | NS      | $10980832.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JAZZ PHARMACEUTICALS PLC                                  | JAZZ PHARMA PLC                                                                          | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     160998 | NS      | $30592839.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TECNOGLASS INC                                            | TECNOGLASS INC                                                                           | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |     109776 | NS      | $5001394.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                               | IDACORP INC                                                                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     169286 | NS      | $24372105.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                          | IDEX CORPORATION                                                                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      78670 | NS      | $16479004.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                    | IDEXX LABS INC                                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      30017 | NS      | $19713064.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | ILLINOIS TOOL WORKS INC                                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     214944 | NS      | $62469174.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                              | ILLUMINA INC                                                                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      63254 | NS      | $8505132.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMERSION CORP                                            | IMMERSION CORP                                                                           | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      24700 | NS      | $150917.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IMPERIAL OIL LTD                                          | IMPERIAL OIL LTD                                                                         | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      87700 | NS      | $10258080.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INCYTE CORP                                               | INCYTE CORP                                                                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     565158 | NS      | $57233550.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                             | INDEPENDENCE REALTY TR INC                                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     541215 | NS      | $8967932.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MASS                                | INDEPENDENT BANK CORP MASS                                                               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     117660 | NS      | $9185716.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INDEPENDENT BANK CORP MICH                                | INDEPENDENT BANK CORP                                                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29535 | NS      | $1026341.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                                        | INGLES MARKETS INC-CL A                                                                  | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     125844 | NS      | $10709324.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                             | INGREDION INC                                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     161800 | NS      | $19005028.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                   | INSIGHT ENTERPRISES INC                                                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      13399 | NS      | $1119620.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                | INSMED INC                                                                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     196756 | NS      | $29381573.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                              | INNOSPEC INC                                                                             | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       5900 | NS      | $451822.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM COMPUTING INC                                     | QUANTUM COMPUTING INC                                                                    | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13210 | NS      | $111096.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                             | INSPERITY INC                                                                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      11000 | NS      | $244310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INOGEN INC                                                | INOGEN INC                                                                               | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       1800 | NS      | $10980.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                           | INSTALLED BUILDING PRODUCTS INC                                                          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      50007 | NS      | $16390294.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                              | INSULET CORP                                                                             | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      34813 | NS      | $8585233.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP                            | INTEGRA LIFESCIENCES HLDS CORP                                                           | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       3200 | NS      | $36416.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                          | IES HOLDINGS INC                                                                         | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      34099 | NS      | $16890939.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | INTEL CORP                                                                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    2448595 | NS      | $111680417.95  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                             | INTERACTIVE BROKERS GROUP INC                                                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     156504 | NS      | $11141519.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                                             | INTERFACE INC                                                                            | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     327091 | NS      | $10300095.59   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE INC                             | INTERCONTINENTAL EXCHANGE INC                                                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     490134 | NS      | $80445693.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                          | INTERDIGITAL INC                                                                         | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57534 | NS      | $21087937.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IBM CORPORATION                                           | INTL BUS MACH CORP                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     182699 | NS      | $43886126.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                  | INTERNATIONAL FLAVORS and FRAGRA                                                         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     176874 | NS      | $14544349.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                               | DROPBOX INC CL A                                                                         | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     505384 | NS      | $12629546.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                    | INTERNATIONAL PAPER CO                                                                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     532126 | NS      | $23174087.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                          | STONEX GROUP INC                                                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       8814 | NS      | $1123785.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                | INTUIT INC                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     410829 | NS      | $168041385.87  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                    | INTUITIVE SURGICAL INC                                                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     341030 | NS      | $171712015.30  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTREPID POTASH INC                                       | INTREPID POTASH INC                                                                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       1300 | NS      | $48061.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                | INLAND AMERICN REAL EST TR INC                                                           | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |       6000 | NS      | $187200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTAR HOLDING CORP                                     | INVESTAR HOLDING CORP                                                                    | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       6377 | NS      | $180022.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRADIMED CORP                                             | IRADIMED CORP                                                                            | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      18763 | NS      | $1942533.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                         | IRON MOUNTAIN INC                                                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      24914 | NS      | $2698933.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC                              | IRONWOOD PHARMA CL A (PEND)                                                              | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     156444 | NS      | $535038.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF       | iShares Core S and P 500 ETF                                                             | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    2271246 | NS      | $1565751567.48 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                 | IONIS PHARMACEUTICALS INC                                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     269755 | NS      | $21890618.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                                 | ITRON INC                                                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       1788 | NS      | $167982.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    2281208 | NS      | $685046762.40  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                 | JABIL INC                                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     335254 | NS      | $88838957.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                               | JAMES HARDIE IND PLC                                                                     | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |     880195 | NS      | $21432748.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                            | JBT MAREL CORP                                                                           | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     108814 | NS      | $16757356.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHNSON and JOHNSON                                       | JOHNSON and JOHNSON                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    2129893 | NS      | $529129317.99  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                             | AMBARELLA INC                                                                            | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     121515 | NS      | $7332215.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                    | JONES LANG LASALLE INC                                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      91275 | NS      | $28801826.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                            | ZIFF DAVIS INC                                                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       4700 | NS      | $127276.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                              | OPENLANE INC                                                                             | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       9283 | NS      | $264658.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                   | KBR INC                                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     410348 | NS      | $17328996.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KLA CORP                                                  | KLA CORP                                                                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     128759 | NS      | $196299533.45  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                            | KKR and CO INC                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    1067913 | NS      | $93634611.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC                                                | KADANT INC                                                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      14900 | NS      | $5053633.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                      | KAISER ALUM CORP                                                                         | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32227 | NS      | $4194021.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                   | KB HOME                                                                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       9811 | NS      | $623783.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP                                     | KEARNY FINANCIAL CORP                                                                    | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     164960 | NS      | $1261944.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES INC                                        | KELLY SERVICES INC CL A                                                                  | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |        150 | NS      | $1456.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP DEL                                           | KEMPER CORP                                                                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      85659 | NS      | $2768498.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEVRA THERAPEUTICS INC                                    | ZEVRA THERAPEUTICS INC                                                                   | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      54900 | NS      | $490257.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                            | KENNAMETAL INC                                                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     139417 | NS      | $5615716.76    | 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      | $685276.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                            | EATON CORP PLC                                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     619616 | NS      | $232926046.72  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                   | KEYCORP                                                                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    2015996 | NS      | $41811757.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                 | KEYSIGHT TECHNOLOGIES INC                                                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     247190 | NS      | $75968902.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                                | KFORCE INC                                                                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      35747 | NS      | $965883.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KIMBERLY-CLARK CORP                                       | KIMBERLY CLARK CORP                                                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     198466 | NS      | $22117051.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KIMCO REALTY CORP                                         | KIMCO REALTY CORPORATION                                                                 | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    1721629 | NS      | $40544362.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                     | KINDER MORGAN INC                                                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    1148800 | NS      | $38220576.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                                | KIRBY CORP                                                                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     169849 | NS      | $22046400.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                              | KNOWLES CORP                                                                             | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       2535 | NS      | $68875.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                                | KOHLS CORP                                                                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     138508 | NS      | $2267375.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KRAFT HEINZ CO                                            | KRAFT HEINZ CO                                                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     544730 | NS      | $13405805.30   | 0.01%             |  |  |  | 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        |      81298 | NS      | $7006261.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                 | KROGER CO                                                                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     943392 | NS      | $64377070.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE and SOFFA INDUSTRIES INC                          | KULICKE and SOFFA INDUSTRIES INC                                                         | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      29380 | NS      | $2048373.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                                         | KURA ONCOLOGY INC                                                                        | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      18329 | NS      | $160012.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                                   | BATH and BODY WORKS INC                                                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     827625 | NS      | $18836745.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                             | LGI HOMES INC                                                                            | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     109157 | NS      | $5665248.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                                  | LKQ CORP                                                                                 | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     622593 | NS      | $20614054.23   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                                | LPL FINL HLDGS INC                                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      21253 | NS      | $6383976.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                                        | LTC PROPERTIES INC REIT                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       1000 | NS      | $39680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LA Z BOY INC                                              | LA Z BOY INC                                                                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       1397 | NS      | $49900.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                       | LADDER CAPITAL CORP CL A                                                                 | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       6412 | NS      | $66492.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                         | LAM RESEARCH CORP                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    1044589 | NS      | $244318921.21  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                      | LAMAR ADVERTISING CO CL A                                                                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     186729 | NS      | $25720052.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARZETTI COMPANY/THE                                      | MARZETTI COMPANY/THE                                                                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      47007 | NS      | $7725130.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                                       | LANDSTAR SYSTEM INC                                                                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      76651 | NS      | $12490280.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                     | LANTHEUS HLDGS INC                                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     315241 | NS      | $23614703.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | LAS VEGAS SANDS CORP                                                                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |    1180462 | NS      | $66955804.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                | LATTICE SEMICONDUCTOR CORP                                                               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     312819 | NS      | $29911752.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                                      | ESTEE LAUDER COS INC CL A                                                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     292454 | NS      | $32014939.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                                 | LEAR CORP NEW                                                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     104785 | NS      | $13753031.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT and PLATT INC                                     | LEGGETT and PLATT INC                                                                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     157655 | NS      | $1841410.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                                          | LEIDOS HOLDINGS INC                                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     144852 | NS      | $25363585.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                                     | LEMAITRE VASCULAR INC                                                                    | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      44813 | NS      | $4847870.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORP                                          | LENDINGCLUB CORP                                                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      10000 | NS      | $149100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                           | LENDINGTREE INC                                                                          | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       7438 | NS      | $277958.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                               | LENNAR CORP CL A                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      97400 | NS      | $11138664.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                             | JEFFERIES FINANCIAL GROUP INC                                                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     743385 | NS      | $33006294.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY BROADBAND CORP                                    | LIBERTY BROADBAND CORP C                                                                 | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        903 | NS      | $49312.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTPATH TECHNOLOGIES INC                                | LIGHTPATH TECHNOLOGIES CL A                                                              | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     923711 | NS      | $9634305.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                                          | ELI LILLY and CO                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     729846 | NS      | $767790693.54  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMONEIRA CO                                              | LIMONEIRA CO                                                                             | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |         46 | NS      | $648.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                             | LINCOLN ELECTRIC HLDGS INC                                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     195315 | NS      | $56065170.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                 | LINCOLN NATIONAL CORP                                                                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     337394 | NS      | $11572614.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS                             | LINDBLAD EXPEDITIONS HOLDINGS                                                            | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      21568 | NS      | $425105.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IOVANCE BIOTHERAPEUTICS INC                               | IOVANCE BIOTHERAPEUTICS INC                                                              | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     139705 | NS      | $539261.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LITHIA MOTORS INC                                         | LITHIA MOTORS INC CL A                                                                   | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      95090 | NS      | $26585262.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LITTLEFUSE INC                                            | LITTELFUSE INC                                                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        883 | NS      | $311222.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                             | LIVE NATION ENTERTAINMENT INC                                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      53263 | NS      | $8636062.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                   | LIVE OAK BANCSHARES INC                                                                  | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19042 | NS      | $690653.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | LOCKHEED MARTIN CORP                                                                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     172380 | NS      | $113439830.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                                | LOEWS CORP                                                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      67600 | NS      | $7437352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONZA GROUP AG                                            | LONZA GROUP AG UNSPON ADR                                                                | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      64046 | NS      | $4440309.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LOUISIANA PACIFIC CORP                                    | LOUISIANA PACIFIC CORP                                                                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      32039 | NS      | $2714984.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                    | TRANE TECHNOLOGIES PLC                                                                   | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     601555 | NS      | $278110907.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                             | LOWES COS INC                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    1481380 | NS      | $391928706.60  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                                   | LULULEMON ATHLETICA INC                                                                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      53974 | NS      | $9994365.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LL FLOORING HOLDINGS INC                                  | LL FLOORING HOLDINGS INC                                                                 | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7900 | NS      | $0.08          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                     | LUMENTUM HOLDINGS INC                                                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     138804 | NS      | $97289111.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HLDGS PLC                                          | LUXFER HOLDINGS PLC                                                                      | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |       6180 | NS      | $79536.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                         | M and T BANK CORP                                                                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      59943 | NS      | $13006432.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                                   | MDU RESOURCES GROUP INC                                                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     502922 | NS      | $10400426.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |     472010 | PA      | $360442.30     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS INC                             | MASTERCRAFT BOAT HOLDINGS INC                                                            | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      26951 | NS      | $584971.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                      | MGIC INVESTMENT CORP                                                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     560543 | NS      | $14871205.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                 | MGM RESORTS INTERNATIONAL                                                                | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     187564 | NS      | $6913609.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS INC NEW                                   | MGP INGREDIENTS INC                                                                      | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       1289 | NS      | $24491.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                             | M/I HOMES INC                                                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      30253 | NS      | $4300766.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                   | MKS INC                                                                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      20634 | NS      | $5044187.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                                 | MSC INDUSTRIAL DIRECT CO CL A                                                            | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      98214 | NS      | $9216401.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                  | MSCI INC                                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      33655 | NS      | $19244938.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                   | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     123834 | NS      | $30725692.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO                                               | MACERICH COMPANY                                                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      83316 | NS      | $1705478.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                     | VERIS RESIDENTIAL INC                                                                    | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       8402 | NS      | $158377.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACROGENICS INC                                           | MACROGENICS INC                                                                          | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      48000 | NS      | $95520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                                 | MACYS INC                                                                                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     646748 | NS      | $12792675.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                         | MADISON SQUARE GARDEN SPORTS CORP                                                        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $99498.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | MAGNA INTL INC                                                                           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     175075 | NS      | $11038478.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MAMA'S CREATIONS INC                                      | MAMA'S CREATIONS INC                                                                     | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     630659 | NS      | $10809495.26   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                                      | MANHATTAN ASSOCIATES INC                                                                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     230288 | NS      | $31187903.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOWOC CO INC                                          | MANITOWOC CO INC                                                                         | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      40412 | NS      | $596077.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MANNKIND CORP                                             | MANNKIND CORP                                                                            | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     286582 | NS      | $939988.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                                         | MANPOWERGROUP INC                                                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     123290 | NS      | $3448421.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                   | MARATHON PETROLEUM CORP                                                                  | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     207499 | NS      | $41128376.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                         | MARA HOLDINGS INC                                                                        | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      23945 | NS      | $214068.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MARCUS and MILLICHAP INC                                  | MARCUS and MILLICHAP CO INC                                                              | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       6906 | NS      | $182387.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP                                               | MARCUS CORP                                                                              | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      60939 | NS      | $1025603.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                                          | MARKEL GROUP INC                                                                         | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       2859 | NS      | $5925191.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                  | MARKETAXESS HLDGS INC                                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     140646 | NS      | $27004032.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                | MARSH and MCLENNAN COS INC                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     772628 | NS      | $144280552.72  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                             | MARRIOTT INTERNATIONAL INC A                                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      88121 | NS      | $30113589.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                                      | MARTEN TRANSPORT LTD                                                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1600 | NS      | $21744.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                             | MARTIN MARIETTA MATERIALS INC                                                            | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     188787 | NS      | $127727620.59  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MASCO CORP                                                | MASCO CORPORATION                                                                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      91900 | NS      | $6581878.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                               | MASIMO CORP                                                                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        682 | NS      | $119588.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAVARA INC                                                | SAVARA INC                                                                               | CUSIP: 805111101<br>LEI: 549300DQ13KM0J4E2H36 | Long             | EC               | CORP              | US        |      22900 | NS      | $137858.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                                | MASTEC INC                                                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      38130 | NS      | $11363502.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                            | MASTERCARD INC CL A                                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    1475990 | NS      | $763396787.90  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                 | MATADOR RESOURCES COMPANY                                                                | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     737342 | NS      | $37899378.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                                             | MATERION CORP                                                                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       8561 | NS      | $1395956.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                                | MATSON INC                                                                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      21436 | NS      | $3561162.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                | MATTEL INC                                                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     512200 | NS      | $8681790.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                             | MAXLINEAR INC                                                                            | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      35532 | NS      | $619322.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                               | MAXIMUS INC                                                                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      93461 | NS      | $7066586.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                                      | MCCORMICK and CO INC NON-VTG                                                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      56200 | NS      | $3992448.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                            | MCDONALDS CORP                                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    1121414 | NS      | $382469458.84  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                          | MCGRATH RENTCORP                                                                         | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     218893 | NS      | $24286178.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S and P GLOBAL INC                                        | S and P GLOBAL INC                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     167439 | NS      | $73987945.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                             | MCKESSON CORP                                                                            | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     104568 | NS      | $103247306.16  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDIFAST INC                                              | MEDIFAST INC                                                                             | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       7945 | NS      | $83660.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PEDIATRIX MEDICAL GROUP INC                               | PEDIATRIX MEDICAL GROUP INC                                                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5600 | NS      | $111160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCER INTERNATIONAL INC                                  | MERCER INTERNATIONAL INC                                                                 | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      50999 | NS      | $91798.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                          | MERCK and CO INC NEW                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    3143824 | NS      | $389268287.68  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                                       | MERCURY SYSTEMS INC                                                                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      64056 | NS      | $5702905.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORP                                      | MERCURY GENERAL CORP                                                                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       9263 | NS      | $839042.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                 | MERIT MEDICAL SYSTEMS INC                                                                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      61643 | NS      | $4757606.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                       | MERITAGE HOMES CORP                                                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       9900 | NS      | $746658.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MTG LN TR SER 2007-3         | FFMER 2007-3 A2C TSFR1M+18 6/37                                                          | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1825366 | PA      | $1843921.48    | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PATHWARD FINANCIAL INC                                    | PATHWARD FINANCIAL INC                                                                   | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      49381 | NS      | $4483300.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                                   | METHODE ELECTRONICS INC                                                                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      53260 | NS      | $450579.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                               | METLIFE INC                                                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    1163376 | NS      | $83844508.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                   | METTLER-TOLEDO INTL INC                                                                  | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        846 | NS      | $1156219.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                            | MICROSOFT CORP                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    8114129 | NS      | $3186743023.46 | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | MICRON TECHNOLOGY INC                                                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    1008077 | NS      | $415700712.49  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APT CMNTYS INC                                | MID AMERICA APT CMNTY INC                                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     107559 | NS      | $14397847.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                             | MIDDLEBY CORP                                                                            | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     198747 | NS      | $33560418.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                               | MIDLAND STATES BANCORP INC                                                               | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       9557 | NS      | $211496.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                           | MILLERKNOLL INC                                                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       7496 | NS      | $150969.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDUSTRIES INC TENN                                | MILLER INDUSTRIES INC TENN                                                               | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |        200 | NS      | $8406.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                 | MILLICOM INTL CELL SA                                                                    | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      23197 | NS      | $1690829.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                                          | MIMEDX GROUP INC                                                                         | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     214601 | NS      | $1049398.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI INC                                       | MINEBEA MITSUMI INC                                                                      | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |     140294 | NS      | $3022117.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                 | MINERALS TECHNOLOGIES INC                                                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     121268 | NS      | $8563946.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING CO                                   | MODINE MANUFACTURING CO                                                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     228941 | NS      | $52026842.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS and CO                                             | MOELIS and CO CL A                                                                       | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     159576 | NS      | $9472431.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                     | MOHAWK INDUSTRIES INC                                                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       7338 | NS      | $919231.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                     | MOLINA HEALTHCARE INC                                                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       3500 | NS      | $539175.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                  | MOLSON COORS BEVERAGE CO B                                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     436828 | NS      | $21400203.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO and RESORT INC                             | MONARCH CASINO and RESORT INC                                                            | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      32296 | NS      | $3103645.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                | MONDELEZ INTL INC                                                                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     998986 | NS      | $61517557.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                              | MONOLITHIC POWER SYS INC                                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      70642 | NS      | $80725439.08   | 0.09%             |  |  |  | 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        |     103655 | NS      | $2569607.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                  | ICON PLC                                                                                 | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     129565 | NS      | $14011159.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                            | CONSTELLIUM SE                                                                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     235837 | NS      | $5869982.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                  | ROKU INC CLASS A                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      85910 | NS      | $8454403.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO INC                                                 | MONRO INC                                                                                | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      64495 | NS      | $1388577.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MONSTER BEVERAGE CORP NEW                                 | MONSTER BEVERAGE CORP                                                                    | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    1323747 | NS      | $112915619.10  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                               | MOODYS CORP                                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     153120 | NS      | $73128580.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                  | MOOG INC CL A                                                                            | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      96831 | NS      | $32673684.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY                                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    1354997 | NS      | $225620550.47  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007 HE4                  | MSAC 07-HE4 A2A TSFR1M+11 2/37                                                           | CUSIP: 61753VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240529 | PA      | $71402.75      | 0.00%             | 2037-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                           | MORNINGSTAR INC                                                                          | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      75568 | NS      | $13839523.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                                 | MOSAIC CO NEW                                                                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     508620 | NS      | $14159980.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORP                                     | ARDMORE SHIPPING CORP                                                                    | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |      33242 | NS      | $544503.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC                             | MOTORCAR PARTS OF AMERICA INC                                                            | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      99487 | NS      | $1028695.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | MOTOROLA SOLUTIONS INC                                                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     146901 | NS      | $70844476.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                    | MUELLER INDUSTRIES INC                                                                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     462257 | NS      | $54527835.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WTR PRODS INC                                     | MUELLER WATER PRODUCTS INC A                                                             | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     336233 | NS      | $10063453.69   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                           | MURPHY OIL CORP                                                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      74015 | NS      | $2453597.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                            | MURPHY USA INC                                                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      55520 | NS      | $21693884.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUSASHI SEIMITSU INDUS CO LTD                             | MUSASHI SEIMITSU INDUS CO LTD                                                            | CUSIP: N/A<br>LEI: 353800J742CBBV9MSZ43       | Long             | EC               | CORP              | JP        |     294154 | NS      | $5886282.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                                      | MYERS INDUSTRIES                                                                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      24175 | NS      | $540794.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                       | MYRIAD GENETICS INC                                                                      | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     129161 | NS      | $595432.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                            | NCR VOYIX CORP                                                                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     186461 | NS      | $1424562.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI HOLDINGS INC                                          | NMI HOLDINGS INC                                                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     128976 | NS      | $5070046.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                            | NRG ENERGY INC                                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     135240 | NS      | $24202550.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                       | CLEARWAY ENERGY INC CL C                                                                 | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      26800 | NS      | $1026708.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE CORP                                                  | NVE CORP                                                                                 | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      10350 | NS      | $712494.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                   | NVR INC                                                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       3941 | NS      | $29627610.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH INDUSTRIAL NV                                                                        | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    2124101 | NS      | $26126442.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                               | MONGODB INC CL A                                                                         | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      19432 | NS      | $6382829.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                             | PINTEREST INC CL A                                                                       | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      83200 | NS      | $1425216.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                          | ESSENT GROUP LTD                                                                         | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      26471 | NS      | $1610495.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                              | ALLEGION PLC                                                                             | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     323298 | NS      | $52099472.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                       | ONTO INNOVATION INC                                                                      | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |     199822 | NS      | $43139571.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                           | NAPCO SECURITY TECHNOLOGIES INC                                                          | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      77608 | NS      | $3617308.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                | NASDAQ INC                                                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     387495 | NS      | $33936812.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                | NATERA INC                                                                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |     213246 | NS      | $44363697.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATHANS FAMOUS INC                                        | NATHANS FAMOUS INC                                                                       | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       3360 | NS      | $337948.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                               | NATIONAL BK HLDGS CORP                                                                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     114141 | NS      | $4564498.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                    | NATIONAL BEVERAGE CORPORATION                                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      68155 | NS      | $2477434.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                   | NATIONAL FUEL GAS CO NJ                                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     135596 | NS      | $12343303.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                | NOV INC                                                                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      73317 | NS      | $1485402.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORP                                    | NATIONAL RESEARCH CORP                                                                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      36094 | NS      | $484020.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT INC                                                                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     256834 | NS      | $11639716.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                                     | NABORS INDUSTRIES LTD                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       2457 | NS      | $191940.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                              | NAVIENT CORP                                                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      23072 | NS      | $202802.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                                       | NEKTAR THERAPEUTICS                                                                      | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |       6613 | NS      | $456164.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                | NELNET INC CL A                                                                          | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |        600 | NS      | $77676.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                                           | NEOGENOMICS INC                                                                          | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     107200 | NS      | $1053776.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETAPP INC                                                | NETAPP INC                                                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     141474 | NS      | $14010170.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                               | NETFLIX INC                                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    4069131 | NS      | $391613167.44  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                                               | NETGEAR INC                                                                              | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       9440 | NS      | $194652.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                                      | NETSCOUT SYSTEMS INC                                                                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      14203 | NS      | $414869.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                | NEUROCRINE BIOSCIENCES INC                                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     128263 | NS      | $16962781.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TR                             | NCHET 2005-4 M4 TSFR1M+105.948 9/35                                                      | CUSIP: 64352VMX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1291698 | PA      | $1285465.02    | 0.00%             | 2035-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                                 | NEW JERSEY RESOURCES CORP                                                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     150750 | NS      | $8176680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY CO INC                                          | USA TODAY CO INC                                                                         | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     140700 | NS      | $837165.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RITHM CAPITAL CORP                                        | RITHM CAPITAL CORP                                                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      61900 | NS      | $622095.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                                    | FLAGSTAR FINANCIAL INC                                                                   | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     609234 | NS      | $7731179.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK TIMES CO                                         | NEW YORK TIMES CO CL A                                                                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     562374 | NS      | $44871821.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                         | NEWELL BRANDS INC                                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     570783 | NS      | $2597062.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                                            | NEWMARKET CORP                                                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      33165 | NS      | $20761621.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                              | NEWMONT CORP                                                                             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    1094939 | NS      | $142342070.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                             | NEWS CORP NEW CL A                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     527414 | NS      | $12810886.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                             | NEWS CORP NEW CL B                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     301804 | NS      | $8082311.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXSTAR MEDIA GROUP INC                                   | NEXSTAR MEDIA GROUP INC                                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     111205 | NS      | $27914679.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY INC                                        | NEXTERA ENERGY INC                                                                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    3066425 | NS      | $287538672.25  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                            | NEXPOINT RESIDENTIAL TRUST INC                                                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      35360 | NS      | $996798.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                  | NICE LTD SPON ADR                                                                        | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      47350 | NS      | $5504437.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NICOLET BANKSHARES INC                                    | NICOLET BANKSHARES INC                                                                   | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9046 | NS      | $1381866.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                  | NIKE INC CL B                                                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     249163 | NS      | $15492955.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                              | NISOURCE INC                                                                             | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      63160 | NS      | $2987468.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA CORP                                                | NOKIA CORP SPON ADR                                                                      | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    1189492 | NS      | $9182878.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                              | NORDSON CORP                                                                             | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      48529 | NS      | $14240349.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                     | NORFOLK SOUTHERN CORP                                                                    | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      11103 | NS      | $3494558.22    | 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        |     301814 | NS      | $8327048.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHERN TRUST CORP                                       | NORTHERN TRUST CORP                                                                      | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      85300 | NS      | $12205577.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN LTD                                            | TRANSOCEAN LTD                                                                           | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |     609233 | NS      | $3947829.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC NEW                                | NORTHFIELD BANCORP INC NEW                                                               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     209999 | NS      | $2801386.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHRIM BANCORP INC                                      | NORTHRIM BANCORP INC                                                                     | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      47530 | NS      | $1116479.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                     | NORTHROP GRUMMAN CORP                                                                    | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     206416 | NS      | $149523622.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX INFRASTRUCTURE INC                                   | NWPX INFRASTRUCTURE INC                                                                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |        200 | NS      | $15520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                             | NORTHWESTERN ENERGY GROUP INC                                                            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     133725 | NS      | $9355401.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC                                    | NOVAGOLD RESOURCES INC                                                                   | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     364519 | NS      | $4855393.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG SPON ADR                                                                     | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     109514 | NS      | $18466250.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                            | DORIAN LPG LTD                                                                           | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      78902 | NS      | $2918584.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAVAX INC                                               | NOVAVAX INC                                                                              | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      85900 | NS      | $871026.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NOVO-NORDISK AS                                           | NOVO-NORDISK AS CL B ADR                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     349019 | NS      | $13070761.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DNOW INC                                                  | DNOW INC                                                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     238410 | NS      | $2808469.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                                   | NU SKIN ENTERPRISES INC CL A                                                             | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     343909 | NS      | $2916348.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                | NUCOR CORP                                                                               | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     165867 | NS      | $29338554.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA CORP                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   25857122 | NS      | $4581623447.18 | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                    | O'REILLY AUTOMOTIVE INC                                                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     723222 | NS      | $67896081.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                           | OSI SYSTEMS INC                                                                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      15250 | NS      | $4349300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ORANGE                                                    | ORANGE                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     150500 | NS      | $3242154.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                 | OCCIDENTAL PETROLEUM CORP                                                                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       3000 | NS      | $159240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                             | OCEANEERING INTERNATIONAL INC                                                            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      71206 | NS      | $2527813.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OCEANFIRST FINANCIAL CORP                                 | OCEANFIRST FINANCIAL CORP                                                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160353 | NS      | $2895975.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONITY GROUP INC                                           | ONITY GROUP INC                                                                          | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       5224 | NS      | $218937.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULAR THERAPEUTIX INC                                    | OCULAR THERAPEUTIX INC                                                                   | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      63449 | NS      | $567234.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL-DRI CORP OF AMERICA                                   | OIL-DRI CORP OF AMERICA                                                                  | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |        370 | NS      | $25100.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC                              | OIL STATES INTERNATIONAL INC                                                             | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      28700 | NS      | $375683.00     | 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        |     323417 | NS      | $65669821.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                | AIRBNB INC CLASS A                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     307319 | NS      | $41521870.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA INC                                  | THERAVANCE BIOPHARMA INC                                                                 | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |       8124 | NS      | $148263.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)                                | OLD NATIONAL BANCORP (IND)                                                               | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     405552 | NS      | $9368251.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OLD REPUBLIC INTL CORP                                    | OLD REPUBLIC INTL CORP                                                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     277700 | NS      | $11904999.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                 | OLIN CORP                                                                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      63441 | NS      | $1609498.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HLDGS INC                           | OLLIES BARGAIN OUTLET HOLDINGS INC                                                       | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      19769 | NS      | $2117259.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                         | OMNICOM GROUP INC                                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      82000 | NS      | $6993780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                            | OMEGA HEALTHCARE INVESTORS INC                                                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     411330 | NS      | $19854899.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA FLEX INC                                            | OMEGA FLEX INC                                                                           | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |       2227 | NS      | $80016.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                              | OMNICELL INC                                                                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      24574 | NS      | $1009991.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                  | ASGN INC                                                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      99187 | NS      | $4255122.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                     | ON SEMICONDUCTOR CORP                                                                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     387403 | NS      | $25754551.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                               | ONE GAS INC                                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     139344 | NS      | $12184239.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEMAIN HLDGS INC                                         | ONEMAIN HOLDINGS INC                                                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     194553 | NS      | $10704306.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OOMA INC                                                  | OOMA INC                                                                                 | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22185 | NS      | $274206.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                                  | OPPENHEIMER HLDGS CL A NON-VTG                                                           | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48774 | NS      | $4208708.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP                                                                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    1969993 | NS      | $286436982.20  | 0.31%             |  |  |  | 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        |    2217741 | PA      | $1206153.68    | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                                  | ORASURE TECHNOLOGIES INC                                                                 | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       7885 | NS      | $24837.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                              | OSHKOSH CORP                                                                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     307380 | NS      | $52260747.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                                           | OTTER TAIL CORPORATION                                                                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10900 | NS      | $927590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | UBER TECHNOLOGIES INC                                                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     638736 | NS      | $48173469.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                                       | OWENS AND MINOR INC                                                                      | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     124900 | NS      | $302258.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OWENS CORNING NEW                                         | OWENS CORNING INC                                                                        | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     272860 | NS      | $33308020.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                                            | PBF ENERGY INC CL A                                                                      | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     329161 | NS      | $11718131.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                                         | PC CONNECTION INC                                                                        | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      30734 | NS      | $1873237.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                             | PG and E CORP                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    4367221 | NS      | $82977199.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                          | PJT PARTNERS INC                                                                         | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      65436 | NS      | $9663588.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC                                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     143000 | NS      | $30366050.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                                           | TXNM ENERGY INC                                                                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      37219 | NS      | $2196665.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG INDUSTRIES INC                                                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     196396 | NS      | $24209734.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                           | PPL CORPORATION                                                                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    1648613 | NS      | $64262934.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                             | PRA GROUP INC                                                                            | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      98817 | NS      | $1556367.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                                  | PVH CORP                                                                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     109136 | NS      | $7486729.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                                      | PTC THERAPEUTICS INC                                                                     | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     146966 | NS      | $10021611.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                   | PTC INC                                                                                  | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      62909 | NS      | $9850920.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                | PACCAR INC                                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     845859 | NS      | $106654361.31  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                    | PACIRA BIOSCIENCES INC                                                                   | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27855 | NS      | $610303.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACKAGING CORP OF AMERICA                                 | PACKAGING CORP OF AMERICA                                                                | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     134071 | NS      | $31123241.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PALO ALTO NETWORKS INC                                    | PALO ALTO NETWORKS INC                                                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     449034 | NS      | $66870143.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                                  | PAR PACIFIC HOLDINGS INC                                                                 | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      20927 | NS      | $892955.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT SA                                                | GLOBANT SA                                                                               | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     169935 | NS      | $8455965.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK AEROSPACE CORP                                       | PARK AEROSPACE CORP                                                                      | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     265303 | NS      | $7009305.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                                        | PARK NATIONAL CORP                                                                       | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       8490 | NS      | $1396859.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | PARKER HANNIFIN CORP                                                                     | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     146007 | NS      | $147347344.26  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                  | PATTERSON-UTI ENERGY INC                                                                 | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     413832 | NS      | $3521710.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                               | PAYCHEX INC                                                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       9788 | NS      | $916646.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                                       | PAYCOM SOFTWARE INC                                                                      | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     174975 | NS      | $22017104.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYLOCITY HOLDING CORPORATION                             | PAYLOCITY HOLDING CORP                                                                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     172331 | NS      | $18351528.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PAYPAL HLDGS INC                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     523128 | NS      | $24173744.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                           | PEGASYSTEMS INC                                                                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     198743 | NS      | $8691031.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                        | PENNYMAC MORTGAGE INV TRUST                                                              | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |       1300 | NS      | $15938.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                               | PENSKE AUTOMOTIVE GROUP INC                                                              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     105006 | NS      | $16540545.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PENUMBRA INC                                              | PENUMBRA INC                                                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       4060 | NS      | $1398223.40    | 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      | $137179.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEST CO INC/THE                                         | HONEST CO INC (THE)                                                                      | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1732560 | NS      | $4851168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ZSCALER INC                                               | ZSCALER INC                                                                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      20970 | NS      | $3082380.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                               | PEPSICO INC                                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    2293804 | NS      | $389350290.96  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                                 | PERFORMANCE FOOD GROUP CO                                                                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     302309 | NS      | $29342111.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                               | REVVITY INC                                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      95526 | NS      | $9391161.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF                                         | PERU REPUBLIC OF 6.95% 08/12/2031 REGS                                                   | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   38281000 | PA      | $12745552.27   | 0.01%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | PFIZER INC                                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    3190488 | NS      | $88216993.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTIMMUNE INC                                             | ALTIMMUNE INC                                                                            | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |      36028 | NS      | $155280.68     | 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      | $268419.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                           | PHILIP MORRIS INTL INC                                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    2181769 | NS      | $407619902.27  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                               | PHILLIPS 66                                                                              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     429512 | NS      | $66286586.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                                            | PHOTRONIC INC                                                                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     178479 | NS      | $6680468.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PIEDMONT REALTY TRUST INC                                 | PIEDMONT REALTY TRUST INC                                                                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     784400 | NS      | $5953596.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                   | PILGRIM'S PRIDE CORP NEW                                                                 | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     179467 | NS      | $7745795.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                | PINNACLE WEST CAPITAL CORP                                                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      12500 | NS      | $1253750.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY-BOWES INC                                          | PITNEY-BOWES INC                                                                         | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     121800 | NS      | $1306914.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PLAINS GP HLDGS LP                                        | PLAINS GP HLDGS LP CL A                                                                  | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |       8979 | NS      | $202386.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                                        | PLANET FITNESS INC CL A                                                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      13597 | NS      | $1116993.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                     | ELEMENT SOLUTIONS INC                                                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     662796 | NS      | $23257511.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                               | PLEXUS CORP                                                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      23886 | NS      | $4636989.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                                            | PLUG POWER INC                                                                           | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      87091 | NS      | $155892.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| POLARIS INC                                               | POLARIS INC                                                                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       2504 | NS      | $152092.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                               | AVIENT CORP                                                                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     485472 | NS      | $19938335.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                                 | POOL CORP                                                                                | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     128424 | NS      | $29175364.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                               | POPULAR INC                                                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     102504 | NS      | $13874941.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                              | PORTLAND GENERAL ELECTRIC CO                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     101543 | NS      | $5479260.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                         | POST HOLDINGS INC                                                                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       1832 | NS      | $194741.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES INC                                     | POWELL INDUSTRIES INC                                                                    | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      51816 | NS      | $27130857.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                                    | POWER INTEGRATIONS INC                                                                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     131886 | NS      | $6319977.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER SOLUTIONS INTL INC                                  | POWER SOLUTIONS INTL INC                                                                 | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      14520 | NS      | $1212420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                              | MORGAN STANLEY ABS CAP I INC STEP 07/25/2035                                             | CUSIP: 61744CSZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2278712.75    | 0.00%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA                             | PREFERRED BANK LOS ANGELES                                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      24762 | NS      | $2172122.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                          | PRESTIGE CONSUMER HEALTHCARE INC                                                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     105876 | NS      | $7337206.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRICE (T ROWE) GROUP INC                                  | PRICE (T ROWE)GROUP INC                                                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      59200 | NS      | $5602096.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | THE BOOKING HOLDINGS INC                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      34725 | NS      | $147211428.75  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                            | PRICESMART INC                                                                           | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     126522 | NS      | $19562831.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMEENERGY RESOURCES CORP                                | PRIMEENERGY RESOURCES CORP                                                               | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |        533 | NS      | $106013.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                                        | PRIMORIS SVCS CORP                                                                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      78079 | NS      | $11768066.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                             | PRIMERICA INC                                                                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      89187 | NS      | $22623174.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                             | PRINCIPAL FINL GROUP INC                                                                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     199001 | NS      | $18988675.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                  | PROASSURANCE CORPORATION                                                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |        323 | NS      | $7929.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                                     | PROCTER and GAMBLE CO                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    1999890 | NS      | $334381608.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                    | PROGRESS SOFTWARE CORP                                                                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       9217 | NS      | $386007.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                     | PROGRESSIVE CORP OHIO                                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     460175 | NS      | $98320990.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                                      | WASTE CONNECTIONS INC                                                                    | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     538322 | NS      | $92661365.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                              | PROLOGIS INC REIT                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     602984 | NS      | $85967428.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                                            | PROTO LABS INC                                                                           | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |        708 | NS      | $43952.64      | 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      | $481058.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRUDENTIAL FINL INC                                       | PRUDENTIAL FINANCIAL INC                                                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     278123 | NS      | $27361740.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                       | PUBLIC SVC ENTERPRISE GRP INC                                                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     504860 | NS      | $43453300.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                            | PUBLIC STORAGE                                                                           | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      81917 | NS      | $25153434.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                                           | PULTEGROUP INC                                                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     530508 | NS      | $72785697.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY INC                                    | PUMA BIOTECHNOLOGY INC                                                                   | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13911 | NS      | $79292.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                                          | PURE STORAGE INC CL A                                                                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     874068 | NS      | $56132646.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      34962 | NS      | $1741107.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QUAKER HOUGHTON                                           | QUAKER HOUGHTON                                                                          | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      80701 | NS      | $11865468.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QORVO INC                                                 | QORVO INC                                                                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      26479 | NS      | $2195109.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                           | Q2 HOLDINGS INC                                                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      45732 | NS      | $2200623.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM INC                                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    1037739 | NS      | $147732524.04  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                                | QUALYS INC                                                                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     142120 | NS      | $13141836.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTA SVCS INC                                           | QUANTA SVCS INC                                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      13100 | NS      | $7376348.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM CORP                                              | QUANTUM CORP                                                                             | CUSIP: 747906600<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |     304288 | NS      | $1667498.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                     | QUEST DIAGNOSTICS INC                                                                    | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      96891 | NS      | $20532171.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINSTREET INC                                            | QUINSTREET INC                                                                           | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     165001 | NS      | $1933811.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                        | IQVIA HOLDINGS INC                                                                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     111750 | NS      | $19982017.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                                  | RLI CORP                                                                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     293618 | NS      | $18298273.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                                            | RLJ LODGING TRUST                                                                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     146703 | NS      | $1176558.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                                     | RPM INTERNATIONAL INC                                                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     352700 | NS      | $40250124.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                                | TWILIO INC CLASS A                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      37945 | NS      | $4589827.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                  | SNAP INC - A                                                                             | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     748017 | NS      | $3897168.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                     | AUTOTRADER GROUP PLC                                                                     | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     287227 | NS      | $1902578.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                          | RADIAN GROUP INC                                                                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     438656 | NS      | $15142405.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                                | RADNET INC                                                                               | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      29574 | NS      | $2064560.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                                | RAMBUS INC                                                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      32857 | NS      | $3274528.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                         | RALPH LAUREN CORP                                                                        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      56992 | NS      | $20665299.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                      | RANGE RESOURCES CORP                                                                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     401132 | NS      | $16558728.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RAPID7 INC                                                | RAPID7 INC                                                                               | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      15300 | NS      | $95166.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                              | RAYMOND JAMES FINANCIAL INC.                                                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      97600 | NS      | $14940608.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                              | RAYONIER INC REIT                                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      19700 | NS      | $423353.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS                               | RAYONIER ADVANCED MATERIALS                                                              | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      73400 | NS      | $695098.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                          | RBC BEARINGS INC                                                                         | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42208 | NS      | $24308431.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                                       | RE/MAX HOLDINGS INC CL A                                                                 | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      11600 | NS      | $72964.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                        | REALTY INCOME CORP REIT                                                                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      90400 | NS      | $6056800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROBIN GOURMET BURGERS INC                             | RED ROBIN GOURMET BURGERS INC                                                            | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |       8700 | NS      | $43761.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                        | REGAL REXNORD CORP                                                                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     227304 | NS      | $50229637.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)                                | REGENCY CENTERS CORP REIT                                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     176132 | NS      | $13914428.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                             | REGENERON PHARMACEUTICALS INC                                                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     235050 | NS      | $183731533.50  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                             | REGENXBIO INC                                                                            | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     116694 | NS      | $1054913.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REGIONS FINL CORP NEW                                     | REGIONS FINANCIAL CORP                                                                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    1626622 | NS      | $45268890.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                          | REINSURANCE GROUP OF AMERICA                                                             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     108666 | NS      | $23442516.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                              | RELIANCE INC                                                                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     112320 | NS      | $35452684.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                             | REPLIGEN                                                                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      19685 | NS      | $2534050.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                | RENAISSANCERE HLDGS LTD                                                                  | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      20640 | NS      | $6242774.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                                              | NOVOCURE LTD                                                                             | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     168871 | NS      | $2308466.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDITAS MEDICINE INC                                       | EDITAS MEDICINE INC                                                                      | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      79016 | NS      | $173835.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPORTUN FINANCIAL CORP                                    | OPORTUN FIN CORP                                                                         | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       1200 | NS      | $6216.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                             | MEDTRONIC PLC                                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    2076267 | NS      | $202768235.22  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP INC                                         | UPBOUND GROUP INC                                                                        | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      25714 | NS      | $551565.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RENTOKIL INITIAL PLC                                      | RENTOKIL INITIAL PLC SPON ADR                                                            | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     328520 | NS      | $10276105.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC SERVICES INC                                     | REPUBLIC SERVICES INC                                                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      78652 | NS      | $18011308.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                  | SOUTH AFRICA REPUBLIC OF 6.25% 03/31/2036                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  165840000 | PA      | $9075649.00    | 0.01%             | 2036-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                  | SOUTH AFRICA REPUBLIC OF 7% 02/28/2031                                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   58560000 | PA      | $3618188.83    | 0.00%             | 2031-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                  | SOUTH AFRICA REPUBLIC OF 8% 01/31/2030                                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  321400000 | PA      | $20748881.61   | 0.02%             | 2030-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                  | SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   92200000 | PA      | $6114743.95    | 0.01%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RESMED INC                                                | RESMED INC                                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     192339 | NS      | $49288792.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                        | RH                                                                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       3680 | NS      | $609812.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                  | TRAVERE THERAPEUTICS INC                                                                 | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45563 | NS      | $1357321.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                | RESTAURANT BRANDS INTERNATIONAL INC                                                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      32700 | NS      | $2345971.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                               | REX AMERICAN RESOURCES CORP                                                              | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60449 | NS      | $2149566.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                           | ZURN ELKAY WATER SOLUTIONS CORP                                                          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      43939 | NS      | $2240010.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                                     | REXFORD INDUSTRIAL REALTY INC                                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     863096 | NS      | $32340207.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS INC                                 | RIGEL PHARMACEUTICALS INC                                                                | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      19940 | NS      | $692715.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                           | RINGCENTRAL INC CL A                                                                     | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      58688 | NS      | $2139177.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                     | TWIST BIOSCIENCE CORP                                                                    | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     121191 | NS      | $5686281.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AMUNDI SA                                                 | AMUNDI SA                                                                                | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |      31000 | NS      | $2968829.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC                                           | ROBERT HALF INC                                                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     595526 | NS      | $14542744.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ROCHE HOLDING AG                                          | ROCHE HOLDING LTD SPON ADR                                                               | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     250283 | NS      | $14904352.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ROCHE HOLDING AG                                          | ROCHE HOLDINGS AG (GENUSSCHEINE)                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       8000 | NS      | $3807211.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                   | ROCKWELL AUTOMATION INC                                                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      72579 | NS      | $29572313.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                               | ROLLINS INC                                                                              | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     604705 | NS      | $36820487.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | ROPER TECHNOLOGIES INC                                                                   | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     262374 | NS      | $91760059.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                           | ROSS STORES INC                                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     201190 | NS      | $41372711.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVUS PHARMACEUTICALS INC                                | CORVUS PHARMACEUTICALS INC                                                               | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      29306 | NS      | $535127.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WAVE LIFE SCIENCES LTD                                    | WAVE LIFE SCIENCES LTD                                                                   | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |      80598 | NS      | $1122730.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                               | ROYAL CARIBBEAN CRUISES LTD                                                              | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     250474 | NS      | $77887395.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL GOLD INC                                            | ROYAL GOLD INC                                                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     165975 | NS      | $49757645.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                                               | MAGNITE INC                                                                              | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      42817 | NS      | $583167.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                                      | RUSH ENTERPRISES INC CL A                                                                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      43992 | NS      | $3122112.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                          | RYDER SYSTEM INC                                                                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      10274 | NS      | $2276307.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORP                                      | RYERSON HOLDING CORP                                                                     | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      74651 | NS      | $1952870.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PPTYS INC                               | RYMAN HOSPITALITY PPTYS INC                                                              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      54169 | NS      | $5349188.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S and T BANCORP INC                                       | S and T BANCORP                                                                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2400 | NS      | $100344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                   | SBA COMMUNICATIONS CORP                                                                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       4546 | NS      | $914473.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                              | SK HYNIX INC                                                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      19080 | NS      | $14057469.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                                        | SEI INV CORP                                                                             | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     477427 | NS      | $38824363.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                               | H2O AMERICA                                                                              | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |      28706 | NS      | $1544095.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                  | SLM CORP                                                                                 | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     273600 | NS      | $5127264.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                              | SM ENERGY CO                                                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     263440 | NS      | $6093367.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET SPDR S and P 500 ETF                         | State Street SPDR S and P 500 ETF                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      68340 | NS      | $46880556.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                                      | SPX TECHNOLOGIES INC                                                                     | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      56957 | NS      | $12925821.58   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMM INC                                              | SPS COMMERCE INC                                                                         | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       1397 | NS      | $78944.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                | SABRA HEALTHCARE REIT INC                                                                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      55000 | NS      | $1130250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INS GROUP INC                                      | SAFETY INSURANCE GROUP INC                                                               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       1100 | NS      | $85393.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                                  | SAIA INC                                                                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     101607 | NS      | $41190461.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                    | WILLSCOT HOLDINGS CORP                                                                   | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     876292 | NS      | $18936670.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DOORDASH INC                                              | DOORDASH INC                                                                             | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     567343 | NS      | $100119019.21  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                              | LIVANOVA PLC                                                                             | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      44168 | NS      | $3118260.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                            | SALESFORCE INC                                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    1029009 | NS      | $200440663.11  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HLDGS INC                                    | SALLY BEAUTY HLDGS INC                                                                   | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     440673 | NS      | $7081615.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                                 | INTELLIA THERAPEUTICS INC                                                                | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      50538 | NS      | $696413.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EVENTBRITE INC                                            | EVENTBRITE INC                                                                           | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     155100 | NS      | $685542.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                              | SANMINA CORP                                                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     219753 | NS      | $34118850.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SAP SE                                                    | SAP SE SPON ADR                                                                          | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      12884 | NS      | $2596512.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                  | SAREPTA THERAPEUTICS INC                                                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      71934 | NS      | $1205613.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HENRY SCHEIN INC                                          | HENRY SCHEIN INC                                                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      68768 | NS      | $5665795.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                                   | SLB LTD                                                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    1773021 | NS      | $91026898.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                       | SCHWAB CHARLES CORP                                                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    3708567 | NS      | $353055578.40  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV INC                                                 | MATIV INC                                                                                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     154014 | NS      | $1669511.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                   | SCIENCE APPLICATIONS INTERNATIONAL CORP                                                  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     161533 | NS      | $14903034.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                               | SCOTTS MIRACLE GRO CO                                                                    | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      21404 | NS      | $1500848.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO                                             | SCRIPPS (EW) CO CL A                                                                     | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       2381 | NS      | $9881.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                             | SEABOARD CORP                                                                            | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         10 | NS      | $51327.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORP FLA                                 | SEACOAST BANKING CORP FLORIDA                                                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     305594 | NS      | $9510085.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                           | SEALED AIR CORP                                                                          | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       2500 | NS      | $104700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS and RESORTS INC                              | UNITED PARKS and RESORTS INC                                                             | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     285298 | NS      | $9925517.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TR 2006-WM4      | SABR 2006-WM4 A2C TSFR1M+16 11/36                                                        | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6370404 | PA      | $1735626.81    | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SLEEP NUMBER CORP                                         | SLEEP NUMBER CORP                                                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     658366 | NS      | $4062118.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SELECT MED HLDGS CORP                                     | SELECT MEDICAL HLDGS CORP                                                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     537143 | NS      | $8041030.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                             | SELECTIVE INSURANCE GROUP INC                                                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |          2 | NS      | $168.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                              | SEMTECH CORP                                                                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     145711 | NS      | $13146046.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                    | SEMPRA                                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    1005534 | NS      | $96802758.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERITAGE GROWTH PPTYS                                     | SERITAGE GROWTH PPTYS CL-A                                                               | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      17800 | NS      | $52688.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                            | SERVICE CORP INTERNATIONAL INC                                                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     415327 | NS      | $34962226.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                            | SERVICENOW INC                                                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     687849 | NS      | $74294570.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                | SERVISFIRST BANCSHARES INC                                                               | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $16202.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                                       | SHERWIN WILLIAMS CO                                                                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     205443 | NS      | $74491577.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORT TERM INVTS TR                                       | Invesco Short-Term Investments Trust Government and Agency Portfolio Institutional Class | CUSIP: 825252885<br>LEI: 549300DC1W0JSX3QRC47 | Long             | EC               | RF                | US        |  595691951 | NS      | $595691951.48  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                                          | SHUTTERSTOCK INC                                                                         | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      23977 | NS      | $402813.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRIDIAN THERAPEUTICS INC                                 | VIRIDIAN THERAPEUTICS INC                                                                | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      71700 | NS      | $2106546.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES INC                                     | SIGA TECHNOLOGIES INC                                                                    | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19896 | NS      | $128727.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                                  | SILICON LABORATORIES INC                                                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      13708 | NS      | $2803697.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                            | SSR MINING INC                                                                           | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     802375 | NS      | $25828451.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WHEATON PRECIOUS METALS CORP                              | WHEATON PRECIOUS METALS CORP                                                             | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      10186 | NS      | $1666938.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                                   | QXO INC                                                                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      72925 | NS      | $1746553.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMON PROPERTY GROUP INC                                  | SIMON PPTY GROUP INC - REIT                                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     164999 | NS      | $33635046.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION HOMES INC                                        | CHAMPION HOMES INC                                                                       | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |     101450 | NS      | $9483546.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                               | SKYWEST INC                                                                              | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      43295 | NS      | $4506143.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                    | SKYWORKS SOLUTIONS INC                                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     183455 | NS      | $10930248.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMITH and NEPHEW PLC                                      | SMITH and NEPHEW PLC SPON ADR                                                            | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     333428 | NS      | $12303493.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMITH (AO) CORP                                           | SMITH (AO) CORP                                                                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     309520 | NS      | $24142560.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                                         | JM SMUCKER CO/THE                                                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     100548 | NS      | $11658540.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                                        | SNAP-ON INCORPORATED                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      48409 | NS      | $18648114.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                                        | SONOCO PRODUCTS CO                                                                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       4220 | NS      | $238303.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2006 EQ1                             | SVHE 06-EQ1 A4 TSFR1M+50 10/36                                                           | CUSIP: 83612JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     879538 | PA      | $854648.65     | 0.00%             | 2036-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                      | SOUTHSTATE BANK CORP                                                                     | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       4828 | NS      | $476378.76     | 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      | $606788.61     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                          | SOUTHERN CO                                                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    1899803 | NS      | $185002816.14  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                  | SOUTHERN COPPER CORP                                                                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      87430 | NS      | $19085969.00   | 0.02%             |  |  |  | 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      | $520987.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | SOUTHWEST AIRLINES CO                                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     435776 | NS      | $21466325.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                | SOUTHWEST GAS HOLDINGS INC                                                               | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     141108 | NS      | $12441492.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOK HOLDINGS INC                                         | SPOK HOLDINGS INC                                                                        | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       4200 | NS      | $50988.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                                | SPROUTS FMRS MKT INC                                                                     | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |     149126 | NS      | $11015937.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                 | BLOCK INC CL A                                                                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     964112 | NS      | $61413934.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                       | STAG INDUSTRIAL INC CL A                                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     230038 | NS      | $9022090.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                               | STANDARD MOTOR PRODUCTS INC                                                              | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      29833 | NS      | $1183773.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STANLEY BLACK and DECKER INC                              | STANLEY BLACK and DECKER INC                                                             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     182306 | NS      | $15767645.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                            | STARBUCKS CORP                                                                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     511689 | NS      | $50155755.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                               | STARWOOD PROPERTY TRUST INC                                                              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |       8000 | NS      | $142480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                         | STATE STREET CORP                                                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     560139 | NS      | $72045078.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                        | STEEL DYNAMICS INC                                                                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     240952 | NS      | $46535059.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                               | STERLING INFRASTRUCTURE INC                                                              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      46828 | NS      | $20048471.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES                              | STEWART INFORMATION SERVICES                                                             | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      65720 | NS      | $4665462.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                     | STIFEL FINANCIAL CORP                                                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     168477 | NS      | $12475721.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONERIDGE INC                                            | STONERIDGE INC                                                                           | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      28266 | NS      | $223018.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SEC CORP                                         | STRATTEC SEC CORP                                                                        | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       4638 | NS      | $408144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                                   | STRATEGIC EDUCATION INC                                                                  | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       2649 | NS      | $217959.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INVTS II TRUST                       | SAMI 2006-AR3 12A1 TSFR1M+55.448 5/36                                                    | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3323314 | PA      | $2757063.39    | 0.00%             | 2036-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | STRYKER CORP                                                                             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     741508 | NS      | $287304689.68  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                       | SUN COMMUNITIES INC - REIT                                                               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     115739 | NS      | $15793743.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                   | HELIOS TECHNOLOGIES INC                                                                  | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |        962 | NS      | $68609.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                        | SUNCOKE ENERGY INC                                                                       | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      75491 | NS      | $430298.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                                | SUNRUN INC                                                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      52747 | NS      | $698897.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                              | SUPERNUS PHARMACEUTICALS INC                                                             | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      14007 | NS      | $766603.11     | 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        |     574311 | NS      | $36135648.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                           | GEN DIGITAL INC                                                                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     536060 | NS      | $12098874.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                             | SYNAPTICS INC                                                                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      58468 | NS      | $4762803.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNOPSYS INC                                              | SYNOPSYS INC                                                                             | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      45050 | NS      | $18650700.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS INC                              | MADRIGAL PHARMACEUTICALS INC                                                             | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       4388 | NS      | $1895616.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                            | TD SYNNEX CORP                                                                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     280092 | NS      | $43921226.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDAX PHARMACEUTICALS INC                                | SYNDAX PHARMACEUTICALS INC                                                               | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     117848 | NS      | $2558480.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | SYNCHRONY FINANCIAL                                                                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     327900 | NS      | $22661169.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                | SYSCO CORP                                                                               | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     471682 | NS      | $42998531.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                         | TJX COMPANIES INC NEW                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     710750 | NS      | $114899845.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                           | T-MOBILE US INC                                                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    1462301 | NS      | $317450924.09  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                                      | TRI POINTE HOMES INC                                                                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21706 | NS      | $1004987.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                      | TTM TECHNOLOGIES INC                                                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     355702 | NS      | $37078376.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                           | TAIWAN SEMIC MFG CO LTD SP ADR                                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     400051 | NS      | $149851103.58  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                             | TAKE-TWO INTERACTV SOFTWR INC                                                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      30422 | NS      | $6433644.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                                  | TANDEM DIABETES CARE INC                                                                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     134632 | NS      | $3406189.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER INC                                                | TANGER INC- REIT                                                                         | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      54158 | NS      | $2007095.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                               | TARGET CORP                                                                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     396600 | NS      | $45129114.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                            | TARGA RESOURCES CORP                                                                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     232346 | NS      | $54787186.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                       | AXON ENTERPRISE INC                                                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      33006 | NS      | $17902454.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR DEVICES INC                                        | TAYLOR DEVICES INC                                                                       | CUSIP: 877163105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13165 | NS      | $1155097.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                                 | TAYLOR MORRISON HOME CORP                                                                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     101470 | NS      | $6685858.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECK RESOURCES LTD                                        | TECK RESOURCES LTD SUB VTG CLB                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      34202 | NS      | $2014155.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TECOGEN INC NEW                                           | TECOGEN INC                                                                              | CUSIP: 87876P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     317943 | NS      | $1103262.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA INC                                                 | TEGNA INC                                                                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     652081 | NS      | $13661096.95   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                 | TELEDYNE TECHNOLOGIES INC                                                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      79110 | NS      | $53881821.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                              | TELEFLEX INC                                                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     219852 | NS      | $26835135.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                                         | TTEC HOLDINGS INC                                                                        | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       1000 | NS      | $2500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOMNIGROUP INTERNATIONAL INC                              | SOMNIGROUP INTERNATIONAL INC                                                             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      25225 | NS      | $2257889.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | TENET HEALTHCARE CORP                                                                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     260670 | NS      | $62401791.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RILEY EXPLORATION PERMIAN INC                             | RILEY EXPLORATION PERMIAN INC                                                            | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      13000 | NS      | $374920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                                | TENNANT CO                                                                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       4180 | NS      | $255105.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                                         | TERADATA CORP                                                                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     335357 | NS      | $10560391.93   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                              | TERADYNE INC                                                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     238620 | NS      | $76365558.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                                | TEREX CORP                                                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     280771 | NS      | $19314237.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                                         | TERRENO REALTY CORP                                                                      | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16641 | NS      | $1099304.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                 | TESLA INC                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    2381192 | NS      | $958453591.92  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES INC DEL                                | TETRA TECHNOLOGIES INC                                                                   | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       4300 | NS      | $37238.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                                        | TETRA TECH INC                                                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      55365 | NS      | $1984281.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                              | TEXAS CAPITAL BANCSHARES INC                                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      95733 | NS      | $9123354.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                    | TEXAS INSTRUMENTS INC                                                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     857433 | NS      | $181870113.63  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                       | TEXAS ROADHOUSE INC                                                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      95666 | NS      | $17494441.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                               | TEXTRON INC                                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     365859 | NS      | $36091990.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS INC                                       | TG THERAPEUTICS INC                                                                      | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     112901 | NS      | $3397191.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INNOVIVA INC                                              | INNOVIVA INC                                                                             | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       2290 | NS      | $52578.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                              | THERMO FISHER SCIENTIFIC INC                                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     355444 | NS      | $185225422.84  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HLDGS INC                                   | THERMON GROUP HOLDINGS INC                                                               | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       6352 | NS      | $322554.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                                           | 3D SYSTEMS CORP DEL                                                                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      50200 | NS      | $96886.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                                     | 3M CO                                                                                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    1907043 | NS      | $315272348.76  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TIPTREE INC                                               | TIPTREE INC                                                                              | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |      22294 | NS      | $379666.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                             | TOLL BROTHERS INC                                                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     261623 | NS      | $41137600.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                   | TOMPKINS FINANCIAL CORP                                                                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        854 | NS      | $65510.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                               | TOOTSIE ROLL INDUSTRIES INC                                                              | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      37601 | NS      | $1587890.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                             | TOPBUILD CORP                                                                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      12041 | NS      | $5397980.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBE LIFE INC                                            | GLOBE LIFE INC                                                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     244629 | NS      | $35534808.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                                   | TORO CO                                                                                  | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      54281 | NS      | $5366219.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNEBANK PORTSMOUTH VA                                   | TOWNE BANK                                                                               | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       1604 | NS      | $54953.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                         | TRACTOR SUPPLY CO.                                                                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      15500 | NS      | $803520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                       | TRANSDIGM GROUP INC                                                                      | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     125673 | NS      | $163725527.67  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                                | TRANSUNION                                                                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     123426 | NS      | $9695112.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                         | TRAVELERS COMPANIES INC                                                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     152324 | NS      | $47013279.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR                                                  | TREDEGAR CORP                                                                            | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      16035 | NS      | $147201.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                               | TREX CO INC                                                                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     184676 | NS      | $7649279.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                               | TRIMBLE INC                                                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      40973 | NS      | $2739864.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                                          | TRINET GROUP INC                                                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      15600 | NS      | $594048.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                    | TRINITY INDUSTRIES INC                                                                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      96315 | NS      | $3292046.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIPADVISOR INC                                           | TRIPADVISOR INC                                                                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     304606 | NS      | $3079566.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUSTMARK CORP                                            | TRUSTMARK CORP                                                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       1414 | NS      | $60222.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                                         | TUTOR PERINI CORP                                                                        | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      46522 | NS      | $3506363.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VNET GROUP INC                                            | VNET GROUP INC                                                                           | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |     713943 | NS      | $7696305.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TWO HARBORS INVESTMENT COR                                | TWO HBRS INVT CORP                                                                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |       1100 | NS      | $11363.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                             | COHERENT CORP                                                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     166834 | NS      | $43198327.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                        | JOHNSON CONTROLS INTERNATIONAL PLC                                                       | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     523359 | NS      | $75520703.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                    | TYLER TECHNOLOGIES INC                                                                   | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      32830 | NS      | $11644472.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                           | TYSON FOODS INC CL A                                                                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     284847 | NS      | $18512206.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                  | UGI CORP NEW                                                                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     531000 | NS      | $19864710.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                                        | UMB FINANCIAL CORP                                                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     115378 | NS      | $13370002.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| US BANCORP DEL                                            | US BANCORP DEL                                                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    4615339 | NS      | $252274429.74  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTALOUPE INC                                            | CANTALOUPE INC                                                                           | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     125736 | NS      | $1312683.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPARTS COM INC                                          | CARPARTS COM INC                                                                         | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      50611 | NS      | $35933.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC                                              | UBIQUITI INC                                                                             | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |        166 | NS      | $127320.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HLDGS INC                                     | ULTRA CLEAN HOLDINGS INC                                                                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |        800 | NS      | $48544.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                             | ULTRAGENYX PHARMA INC                                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     599685 | NS      | $14026632.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                                          | UNDER ARMOUR INC CL A                                                                    | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      35400 | NS      | $262668.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP MASS                                        | UNIFIRST CORP                                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      89741 | NS      | $21072981.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC SPONS ADR                                                                   | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     629085 | NS      | $46395018.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                            | ATLANTIC UN BANKSHARES CORP                                                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      99615 | NS      | $3691731.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNION PACIFIC CORP                                        | UNION PACIFIC CORP                                                                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     480277 | NS      | $127263799.46  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                               | UNISYS CORP NEW                                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     104600 | NS      | $254178.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED COMMUNITY BANK/SC                                  | UNITED COMMUNITY BANKS GA                                                                | CUSIP: 90984P303<br>LEI: T68X8LLAQYRNDV034K14 | Long             | EC               | CORP              | US        |      22263 | NS      | $716200.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.                               | UNITED BANKSHARES INC. W VA.                                                             | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      27434 | NS      | $1133024.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                              | UNITED AIRLINES HOLDINGS INC                                                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     808826 | NS      | $85978203.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                                     | UNITED FIRE GROUP INC                                                                    | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3727 | NS      | $144831.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                  | UNITED NATURAL FOODS INC                                                                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     174939 | NS      | $6684419.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED PARCEL SERVICE INC                                 | UNITED PARCEL SERVICE INC CL B                                                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     662898 | NS      | $76869652.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                        | UNITED RENTALS INC                                                                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     129590 | NS      | $108855600.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY DIGITAL INFRASTRUCTURE INC                          | ARRAY DIGITAL INFRASTRUCTURE INC                                                         | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30786 | NS      | $1500201.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES LIME and MINERAL                            | UNITED STATES LIME and MIN INC                                                           | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      26310 | NS      | $3003549.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                  | RTX CORP                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    1395301 | NS      | $282715888.62  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                              | UNITED THERAPEUTICS CORP DEL                                                             | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     192835 | NS      | $97169556.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UNITEDHEALTH GROUP INC                                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    1082463 | NS      | $317453924.01  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP INC                                         | UNITY BANCORP INC                                                                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       4511 | NS      | $239940.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                                    | UNIVERSAL DISPLAY CORP                                                                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     195918 | NS      | $20902491.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP INDUSTRIES INC                                        | UFP INDUSTRIES INC                                                                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     105029 | NS      | $10808534.39   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HLDGS INC                             | UNIVERSAL INSURANCE HLDGS INC                                                            | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      84842 | NS      | $2983893.14    | 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        |     234689 | NS      | $48369402.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                | UNUM GROUP                                                                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     427266 | NS      | $30647790.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                                       | URANIUM ENERGY CORP                                                                      | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     158311 | NS      | $2426907.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| URBAN OUTFITTERS                                          | URBAN OUTFITTERS                                                                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      31515 | NS      | $2086293.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                     | URBAN EDGE PROPERTIES                                                                    | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49395 | NS      | $1049643.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS INC                                 | UTAH MEDICAL PRODUCTS INC                                                                | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       6355 | NS      | $423306.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                   | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      23000 | NS      | $6856706.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                                            | VF CORP                                                                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      35800 | NS      | $695236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                          | VAIL RESORTS INC                                                                         | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      90348 | NS      | $12270161.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VALERO ENERGY CORP                                        | VALERO ENERGY CORP                                                                       | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     590159 | NS      | $120770137.76  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                                 | VANDA PHARMACEUTICALS INC                                                                | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     181262 | NS      | $1615044.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                                     | VEECO INSTRUMENT                                                                         | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       1502 | NS      | $45901.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                                   | V2X INC                                                                                  | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29044 | NS      | $2025819.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                                             | VEEVA SYS INC CL A                                                                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      46533 | NS      | $8469471.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                                        | RIOT PLATFORMS INC                                                                       | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      44761 | NS      | $729156.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                                | VENTAS INC REIT                                                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    1234731 | NS      | $106384422.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERACYTE INC                                              | VERACYTE INC                                                                             | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     412206 | NS      | $15082617.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                              | VERISIGN INC                                                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       3947 | NS      | $899679.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                | VERIZON COMMUNICATIONS INC                                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    2455339 | NS      | $123110697.46  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                      | VERISK ANALYTICS INC                                                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     103710 | NS      | $21527084.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VERICEL CORP                                              | VERICEL CORP                                                                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     159864 | NS      | $5703947.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                | VERTEX PHARMACEUTICALS INC                                                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     428684 | NS      | $212983071.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PURSUIT ATTRACTIONS AND HOSPITALITY INC                   | PURSUIT ATTRACTIONS AND HOSPITALITY INC                                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     194145 | NS      | $6748480.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VIASAT INC                                                | VIASAT INC                                                                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      26837 | NS      | $1228597.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                       | VIAVI SOLUTIONS INC                                                                      | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     239557 | NS      | $7117238.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                                         | VICOR CORPORATION                                                                        | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      11433 | NS      | $2302606.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING THERAPEUTICS INC                                   | VIKING THERAPEUTICS INC                                                                  | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      80476 | NS      | $2723307.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRCO MANUFACTURING CO                                    | VIRCO MANUFACTURING CORP                                                                 | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1279 | NS      | $8121.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                       | VIRTU FINANCIAL INC- CL A                                                                | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     898862 | NS      | $37221875.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                  | VISA INC CL A                                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    1694860 | NS      | $542592480.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                | VISHAY INTERTECHNOLOGY INC                                                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      22400 | NS      | $419328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP INC                                | VISHAY PRECISION GROUP INC                                                               | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     411961 | NS      | $18979043.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VISTEON CORP                                              | VISTEON CORP                                                                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       1667 | NS      | $159481.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                        | VOYA FINANCIAL INC                                                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     455892 | NS      | $30490056.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER THERAPEUTICS INC                                  | VOYAGER THERAPEUTICS INC                                                                 | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      12873 | NS      | $52779.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                       | VULCAN MATERIALS CO                                                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      29458 | NS      | $9131980.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-4O CO                                                  | WD 40 CO                                                                                 | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      71884 | NS      | $17122768.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MTG PASS THRU CTFS SER 2007-OA1 TR                   | WAMU 07-OA1 A1A 12MTA+70 2/47                                                            | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1754695 | PA      | $1609415.82    | 0.00%             | 2047-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP CAREY INC                                                                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        100 | NS      | $7465.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC ENERGY GROUP INC                                                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      70200 | NS      | $8210592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                      | WABASH NATIONAL CORP                                                                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     141996 | NS      | $1441259.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                          | WESTINGHOUSE AIR BRAKE TECH CORP                                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      74862 | NS      | $19759824.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                               | WALMART INC                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    3013398 | NS      | $385564274.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                                     | WALKER and DUNLOP INC                                                                    | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      98787 | NS      | $4545189.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD INC                                                  | WAFD INC                                                                                 | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     287018 | NS      | $8943480.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WASHINGTON TR BANCORP INC                                 | WASHINGTON TR BANCORP INC                                                                | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      20812 | NS      | $701156.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                  | WASTE MANAGEMENT INC                                                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     113858 | NS      | $27421560.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                               | WATERS CORP                                                                              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     246903 | NS      | $78855880.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINL INC MD                                    | WATERSTONE FINANCIAL INC                                                                 | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      20699 | NS      | $368649.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                | WATSCO INC                                                                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       5020 | NS      | $2094996.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC                              | WATTS WATER TECH INC CL A                                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      58977 | NS      | $19388098.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WAYFAIR INC                                               | WAYFAIR INC                                                                              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      31846 | NS      | $2430805.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CLIMB GLOBAL SOLUTIONS INC                                | CLIMB GLOBAL SOLUTIONS INC                                                               | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |       8781 | NS      | $831385.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WEBSTER FINANCIAL CORP                                    | WEBSTER FINANCIAL                                                                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       5400 | NS      | $389502.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    5870061 | NS      | $478116468.45  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                             | WELLTOWER INC                                                                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     551288 | NS      | $114182770.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS CO                                                 | WENDYS CO                                                                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       1010 | NS      | $7736.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                                    | WERNER ENTERPRISES INC                                                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      10865 | NS      | $381252.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                                              | WESBANCO INC                                                                             | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23571 | NS      | $821920.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                   | WESCO INTERNATIONAL INC                                                                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      84899 | NS      | $24578260.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO                                     | WEST FRASER TIMBER LTD                                                                   | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     197459 | NS      | $13127074.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WEST PHARMACEUTICAL SVCS INC                              | WEST PHARMACEUTICAL SVCS INC                                                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      82156 | NS      | $20895557.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                             | WESTERN ALLIANCE BANCORP                                                                 | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     164659 | NS      | $13225410.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                      | WESTERN DIGITAL CORP                                                                     | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     800969 | NS      | $224031029.30  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                                      | WESTERN UNION CO                                                                         | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    1441909 | NS      | $13885583.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTLAKE CORP                                             | WESTLAKE CORP                                                                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       2200 | NS      | $231836.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                   | WEX INC                                                                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      57496 | NS      | $8577828.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                           | WEYERHAEUSER CO                                                                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     147011 | NS      | $3606179.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                            | WHIRLPOOL CORP                                                                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      74800 | NS      | $5118564.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INS GROUP LTD                             | WHITE MOUNTAINS INS GROUP LTD                                                            | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      13654 | NS      | $30318843.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WHITECAP RESOURCES INC                                    | WHITECAP RESOURCES INC                                                                   | CUSIP: 96467A200<br>LEI: 5493000LCNZNCWCBHW56 | Long             | EC               | CORP              | CA        |     902289 | NS      | $9009329.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLDAN GROUP INC                                         | WILLDAN GROUP                                                                            | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      64589 | NS      | $5757463.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                          | WILLIAMS COMPANIES INC                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    1433806 | NS      | $107133984.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                       | WILLIAMS-SONOMA INC                                                                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     135451 | NS      | $27855498.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                              | WINGSTOP INC                                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      48417 | NS      | $12564695.67   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WINMARK CORP                                              | WINMARK CORP                                                                             | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $41061.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                  | WINNEBAGO INDUSTRIES INC                                                                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       8300 | NS      | $331087.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WINTRUST FINANCIAL CORP                                   | WINTRUST FINANCIAL CORP                                                                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      82467 | NS      | $11880196.02   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                            | WISDOMTREE INC                                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       3528 | NS      | $60364.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                  | WOLVERINE WORLD WIDE INC                                                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      15800 | NS      | $279186.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                              | WOODWARD INC                                                                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     144650 | NS      | $55944834.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                               | WORKDAY INC CL A                                                                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      64090 | NS      | $8572678.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                               | WORKIVA INC                                                                              | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       1489 | NS      | $91692.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORP                                         | WORLD KINECT CORP                                                                        | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |        800 | NS      | $19960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES INC                               | WORTHINGTON ENTERPRISES INC                                                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      71234 | NS      | $3989816.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANARA MEDTECH INC                                        | SANARA MEDTECH INC                                                                       | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2605 | NS      | $53246.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL+LEISURE CO                                         | TRAVEL+LEISURE CO                                                                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     254961 | NS      | $18790625.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                                   | XPO INC                                                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      18070 | NS      | $3803192.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                           | XCEL ENERGY INC                                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     794714 | NS      | $66247359.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS and RESORTS INC                              | XENIA HOTELS and RESORTS INC                                                             | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       3383 | NS      | $51692.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                                 | XYLEM INC                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      90762 | NS      | $11759124.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                 | XENON PHARMACEUTICALS INC                                                                | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     114628 | NS      | $4955368.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                                  | YELP INC                                                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     128881 | NS      | $2872757.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                                            | YUM BRANDS INC                                                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     235381 | NS      | $39581668.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP                                        | READY CAPITAL CORP                                                                       | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |       9500 | NS      | $17575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                   | ZEBRA TECHNOLOGIES CORP CL A                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      11391 | NS      | $2551128.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                          | ZILLOW GROUP INC CL A                                                                    | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      23427 | NS      | $1049529.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                          | ZILLOW GROUP INC CL C                                                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      27634 | NS      | $1233029.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                   | ZIMMER BIOMET HLDGS INC                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      87600 | NS      | $8623344.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NA                                   | ZIONS BANCORP                                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     373763 | NS      | $21409144.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                | ZOETIS INC CL A                                                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     154084 | NS      | $20200412.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                                | ZUMIEZ INC                                                                               | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      43308 | NS      | $1135535.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPIRE MEDICAL SYSTEMS INC                               | INSPIRE MEDICAL SYSTEMS INC                                                              | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      57068 | NS      | $3681456.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS LTD                                           | NOMAD FOODS LTD                                                                          | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |     556056 | NS      | $6099934.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                                          | 10X GENOMICS INC                                                                         | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     131784 | NS      | $3037621.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                                            | REALREAL INC                                                                             | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     104913 | NS      | $1286233.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPYRE THERAPEUTICS INC                                    | SPYRE THERAPEUTICS INC                                                                   | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |      22221 | NS      | $955725.21     | 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        |     146582 | PA      | $146531.66     | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                          | UNDER ARMOUR INC CL C                                                                    | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       7500 | NS      | $54225.00      | 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      | $217677.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZE INC                                                 | BRAZE INC                                                                                | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13078 | NS      | $248351.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                             | INGEVITY CORP                                                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      23015 | NS      | $1657770.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC                                  | TURNING POINT BRANDS INC                                                                 | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      39361 | NS      | $5392063.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                              | SITEONE LANDSCAPE SUPPLY INC                                                             | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     172114 | NS      | $24593369.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                     | US FOODS HOLDING CORP                                                                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     431558 | NS      | $41692818.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                   | ITT INC                                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     154949 | NS      | $31363227.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PULSE BIOSCIENCES INC                                     | PULSE BIOSCIENCES INC                                                                    | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |     404490 | NS      | $7576097.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ATKORE INC                                                | ATKORE INC                                                                               | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      21721 | NS      | $1405565.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                              | FORTIVE CORP                                                                             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     779547 | NS      | $46149182.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TACTILE SYSTEMS TECHNOLOGY INC                            | TACTILE SYSTEMS TECHNOLOGY INC                                                           | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       4600 | NS      | $134734.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                        | FIRST HAWAIIAN INC                                                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     329293 | NS      | $8153294.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                                | IMPINJ INC                                                                               | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       9010 | NS      | $1105166.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                                 | KINSALE CAPITAL GROUP INC                                                                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      75527 | NS      | $29430606.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDPACE HLDGS INC                                         | MEDPACE HOLDINGS INC                                                                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      80870 | NS      | $36533831.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC                              | PROTAGONIST THERAPEUTICS INC                                                             | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12258 | NS      | $1128716.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                               | MODERNA INC                                                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     144862 | NS      | $7760257.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGURUS INC                                              | CARGURUS INC CL A                                                                        | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |        820 | NS      | $25174.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC (THE)                                      | TRADE DESK INC                                                                           | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        100 | NS      | $2382.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                                            | ELF BEAUTY INC                                                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     180637 | NS      | $16627635.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VALVOLINE INC                                             | VALVOLINE INC                                                                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      25600 | NS      | $967680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FULGENT GENETICS INC                                      | FULGENT GENETICS INC                                                                     | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      86717 | NS      | $1329371.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                               | ASHLAND INC                                                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       4200 | NS      | $261912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                               | NUTANIX INC CL A                                                                         | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      30943 | NS      | $1184498.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                                              | ADVANSIX INC                                                                             | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      59260 | NS      | $1056605.80    | 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        |      53332 | NS      | $443722.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC                                | ORGANOGENESIS HOLDINGS INC CL A                                                          | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      27130 | NS      | $87087.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                  | IRHYTHM TECHNOLOGIES INC                                                                 | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      13097 | NS      | $1751723.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                    | YUM CHINA HOLDINGS INC                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      80230 | NS      | $4405429.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERMIAN RESOURCES CORP                                    | PERMIAN RESOURCES CORP CL A                                                              | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     828042 | NS      | $15144888.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                                | ADIENT PLC                                                                               | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      88045 | NS      | $2141254.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                | ALCOA CORP                                                                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     166864 | NS      | $10358917.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GDS HOLDINGS LTD                                          | GDS HOLDINGS LTD CL A                                                                    | CUSIP: N/A<br>LEI: 391200MGV8DDCHTN2R77       | Long             | EC               | CORP              | KY        |    3334107 | NS      | $17272128.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | HOWMET AEROSPACE INC                                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     656174 | NS      | $172265360.22  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                  | LAMB WESTON HOLDINGS INC                                                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     244244 | NS      | $11770118.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES INC                         | ALPHA METALLURGICAL RESOURCES INC                                                        | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      13863 | NS      | $2254816.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOPIFY INC                                               | SHOPIFY INC CL A                                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     270401 | NS      | $32645512.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                 | INTERNATIONAL SEAWAYS INC                                                                | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       1500 | NS      | $113295.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOVESAC                                                   | LOVESAC                                                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4336 | NS      | $55414.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Securities Fund                                  | Fidelity Advisor Small Cap Growth Fund - Class Z                                         | CUSIP: 316389360<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |   18696503 | NS      | $695322945.97  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS and RESORTS INC                               | PARK HOTELS and RESORTS INC                                                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       7125 | NS      | $80583.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                                | HILTON GRAND VACATIONS INC                                                               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       1966 | NS      | $88391.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                               | VISTRA CORP                                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     287333 | NS      | $49964335.37   | 0.05%             |  |  |  | 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        |     311142 | PA      | $309152.06     | 0.00%             | 2040-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                   | DIGITALBRIDGE GROUP INC                                                                  | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      13249 | NS      | $204697.05     | 0.00%             |  |  |  | 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        |   93462996 | NS      | $1814116746.63 | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                            | TECHNIPFMC PLC                                                                           | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     379265 | NS      | $25149062.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                                       | VERRA MOBILITY CORP                                                                      | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     651653 | NS      | $10889121.63   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANAPTYSBIO INC                                            | ANAPTYSBIO INC                                                                           | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       8100 | NS      | $445905.00     | 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        |      63855 | NS      | $1007631.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING INC                                      | JELD-WEN HOLDING INC                                                                     | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      77300 | NS      | $151508.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                    | LAUREATE EDUCATION INC                                                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     428931 | NS      | $13871628.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES INC                                      | RAMACO RESOURCES INC                                                                     | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     128938 | NS      | $1952121.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INVITATION HOMES INC                                      | INVITATION HOMES INC                                                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      94867 | NS      | $2498796.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                                        | VAREX IMAGING CORP                                                                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       5800 | NS      | $76386.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                           | ULTA BEAUTY INC                                                                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      26007 | NS      | $17809333.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                         | HAMILTON LANE INC - A                                                                    | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      87030 | NS      | $9132928.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                                     | PROPETRO HOLDING CORP                                                                    | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     335361 | NS      | $4067928.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC                                 | CANADA GOOSE HOLDINGS INC                                                                | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |    1685175 | NS      | $20744504.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DXC TECHNOLOGY CO                                         | DXC TECHNOLOGY CO                                                                        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     401694 | NS      | $5057327.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                                   | PELOTON INTERACTIVE INC CL A                                                             | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    1449798 | NS      | $5828187.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WARRIOR MET COAL INC                                      | WARRIOR MET COAL INC                                                                     | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      10865 | NS      | $904402.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                | CARVANA CO CL A                                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      98405 | NS      | $32883014.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                              | FLOOR and DECOR HOLDINGS INC                                                             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      38266 | NS      | $2643797.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                     | ANTERO MIDSTREAM CORP                                                                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     985267 | NS      | $22148802.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNTERS GROUP AB                                          | MUNTERS GROUP AB                                                                         | CUSIP: N/A<br>LEI: 549300HF6Y1RBG1Z4Z07       | Long             | EC               | CORP              | SE        |     329106 | NS      | $6908324.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                                        | LIBERTY ENERGY INC CL A                                                                  | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     181988 | NS      | $5112042.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                          | REAL MATTERS INC                                                                         | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |     555883 | NS      | $2547024.49    | 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        |     237434 | NS      | $11783849.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                        | INGERSOLL RAND INC                                                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    1346859 | NS      | $126793306.26  | 0.14%             |  |  |  | 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        |     422445 | NS      | $11752419.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                 | ARGENX SE SPONSORED ADR                                                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      11833 | NS      | $9074964.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPIAN CORP                                               | APPIAN CORP CL A                                                                         | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       5293 | NS      | $141164.31     | 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      | $1879768.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDTHINKING INC                                         | SOUNDTHINKING INC                                                                        | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       2780 | NS      | $20294.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DEL PERU-PETROPERU SA                           | PETROLEOS DEL PERU-PETROPERU SA 5.625% 06/19/2047 REGS                                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1023466.72    | 0.00%             | 2047-06-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC                          | GRANITE POINT MORTGAGE TRUST INC                                                         | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |       8100 | NS      | $14094.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESQUIRE FINANCIAL HOLDINGS INC                            | ESQUIRE FINL HLDGS INC                                                                   | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14445 | NS      | $1458656.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ROIVANT SCIENCES LTD                                      | ROIVANT SCIENCES LTD                                                                     | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |      24245 | NS      | $701650.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                     | DELEK US HOLDINGS INC                                                                    | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     322796 | NS      | $12301755.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                           | BAKER HUGHES CO                                                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3273807 | NS      | $213648644.82  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                                      | SIMPLY GOOD FOODS CO                                                                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     410928 | NS      | $7010431.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| THREDUP INC                                               | THREDUP INC A                                                                            | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      12890 | NS      | $62903.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST INC                                                 | TOAST INC                                                                                | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     148348 | NS      | $4051383.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF                                         | PERU REPUBLIC OF 6.15% 08/12/2032                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    4500000 | PA      | $1449669.57    | 0.00%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                 | BRIGHTHOUSE FINANCIAL INC                                                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       2000 | NS      | $119960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                               | DATADOG INC CL A                                                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     136005 | NS      | $15227119.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                                             | TIDEWATER INC                                                                            | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       4406 | NS      | $349924.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                     | DUPONT DE NEMOURS INC                                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      63249 | NS      | $3164979.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC                                               | ECOVYST INC                                                                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4201 | NS      | $47345.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                              | NATIONAL VISION HOLDINGS INC                                                             | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     141500 | NS      | $3816255.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI PPTYS INC                                            | VICI PPTYS INC                                                                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    1222937 | NS      | $36944926.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP                            | METROPOLITAN BANK HOLDING CORP                                                           | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15056 | NS      | $1266962.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MERIDIAN CORP                                             | MERIDIAN CORP                                                                            | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49980 | NS      | $971611.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS INC                               | APELLIS PHARMACEUTICALS INC                                                              | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      67623 | NS      | $1417378.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                                             | BANDWIDTH INC                                                                            | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       3000 | NS      | $44460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                               | COMPASS INC                                                                              | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     201346 | NS      | $1963123.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM RESEARCH INC                                          | ACM RESEARCH INC-CLASS A                                                                 | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     341183 | NS      | $18997069.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER and BALDWIN INC                                 | ALEXANDER and BALDWIN INC                                                                | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16641 | NS      | $345966.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX                                                | STITCH FIX                                                                               | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      99534 | NS      | $331448.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                                  | LYFT INC                                                                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     152357 | NS      | $2108620.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS INC                                       | CANNAE HOLDINGS INC                                                                      | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     212504 | NS      | $2592548.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                        | CNX RESOURCES CORP                                                                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     211205 | NS      | $8824144.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTERIX CORP                                            | QUANTERIX CORP                                                                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1607188 | NS      | $10527081.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DENALI THERAPEUTICS INC                                   | DENALI THERAPEUTICS INC                                                                  | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      48712 | NS      | $1031720.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES INC                                | CORE NATURAL RESOURCES INC                                                               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      18382 | NS      | $1508794.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                     | INDUSTRIAL LOGISTICS PROPERTIES TR                                                       | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       2200 | NS      | $12892.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                         | NEWMARK GROUP INC CL A                                                                   | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20188 | NS      | $293129.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEMED HEALTHCARE INC                                     | VIEMED HEALTHCARE INC                                                                    | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      19686 | NS      | $171268.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                               | PENTAIR PLC                                                                              | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     283893 | NS      | $28159346.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                                     | PAGSEGURO DIGITAL LTD CL A                                                               | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |      80974 | NS      | $859134.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORP PLC                                 | GATES INDUSTRIAL CORP PLC                                                                | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     135424 | NS      | $3733639.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                   | ADT INC                                                                                  | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3582893 | NS      | $28734801.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANPAK HOLDINGS CORP                                      | RANPAK HOLDINGS CORP A                                                                   | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |    1484975 | NS      | $7603072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UPWORK INC                                                | UPWORK INC                                                                               | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    1588087 | NS      | $21312127.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TOWD PT MTG TR 2017-6                                     | TOWD PT MTG TR 2017-6 3% 10/25/2057 144A                                                 | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2236840.85    | 0.00%             | 2057-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CACTUS INC                                                | CACTUS INC CL A                                                                          | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     135358 | NS      | $7309332.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUS INC                                                | EVOLUS INC                                                                               | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      12470 | NS      | $53621.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                 | KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      42892 | NS      | $1908265.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                               | ROBLOX CORP                                                                              | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |     169600 | NS      | $11644736.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                     | ARCUS BIOSCIENCES INC                                                                    | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12612 | NS      | $256906.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                               | IVORY COAST (COTE D'IVOIRE) 6.625% 03/22/2048 REGS                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1700000 | PA      | $1880911.17    | 0.00%             | 2048-03-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                    | COGENT BIOSCIENCES INC                                                                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     130922 | NS      | $5086319.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                     | SPOTIFY TECHNOLOGY SA                                                                    | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      47696 | NS      | $24560578.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | BROADCOM INC                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    4737687 | NS      | $1513927880.85 | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                                                | NLIGHT INC                                                                               | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     131581 | NS      | $7393536.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                        | NVENT ELECTRIC PLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      65819 | NS      | $7790336.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                                              | DOCUSIGN INC                                                                             | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      24648 | NS      | $1110885.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE INC                                   | GOOSEHEAD INSURANCE                                                                      | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      54537 | NS      | $2955905.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                 | CONSTRUCTION PARTNERS INC CL A                                                           | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |       9545 | NS      | $1282561.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC                                      | BIGLARI HLDGS INC CL B                                                                   | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |        423 | NS      | $164030.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                    | EQUITABLE HOLDINGS INC                                                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    1059791 | NS      | $42624794.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL INTERMEDIATE INC                                   | AMNEAL PHARMACEUTICALS INC                                                               | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     131911 | NS      | $1821690.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP                                 | SCHOLAR ROCK HOLDING CORP                                                                | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      24583 | NS      | $1088289.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WYNDHAM HOTELS and RESORTS INC                            | WYNDHAM HOTELS and RESORTS INC                                                           | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      27819 | NS      | $2275594.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                | EVERGY INC                                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     127200 | NS      | $10641552.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC                                                  | DOMO INC CL B                                                                            | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     159912 | NS      | $574084.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                     | ESSENTIAL PROPERTIES REALTY TRUST INC                                                    | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31192 | NS      | $1058656.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS INC                                          | I3 VERTICALS INC CL A                                                                    | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     102182 | NS      | $2286833.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BJS WHOLESALE CLUB HOLDINGS INC                           | BJS WHSL CLUB HLDGS INC                                                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     813590 | NS      | $80374556.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERQUOTE INC                                             | EVERQUOTE INC CL A                                                                       | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80640 | NS      | $1274112.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REPAY HOLDINGS CORP                                       | REPAY HOLDINGS CORP                                                                      | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |    1945835 | NS      | $5409421.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC                             | CRINETICS PHARMACEUTICALS INC                                                            | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     329562 | NS      | $13544998.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS INC                           | ESTABLISHMENT LABS HOLDINGS INC                                                          | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |      61514 | NS      | $4841151.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BLOOM ENERGY CORP                                         | BLOOM ENERGY CORP CL A                                                                   | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     133592 | NS      | $20796266.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                                      | TENABLE HOLDINGS INC                                                                     | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     120496 | NS      | $2317138.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDIA CORP                                             | LIQUIDIA CORP                                                                            | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35700 | NS      | $1107414.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VERTIV HOLDINGS CO                                        | VERTIV HOLDINGS CO                                                                       | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     270159 | NS      | $68860827.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                                 | SONOS INC                                                                                | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      47112 | NS      | $725524.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLO TECHNOLOGIES INC                                     | ARLO TECHNOLOGIES INC                                                                    | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      62181 | NS      | $975619.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                         | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+61.5 02/25/2036                                    | CUSIP: 07387UEN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     633448 | PA      | $632089.73     | 0.00%             | 2036-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                | RUBRIK INC                                                                               | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      27804 | NS      | $1444695.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FULCRUM THERAPEUTICS INC                                  | FULCRUM THERAPEUTICS INC                                                                 | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27300 | NS      | $228774.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                             | FRONTDOOR INC                                                                            | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     161969 | NS      | $11106214.33   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK7 CORP                                                | BANK7 CORP                                                                               | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3615 | NS      | $147058.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC                                        | GARRETT MOTION INC                                                                       | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    1063653 | NS      | $21655975.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                                               | ARVINAS INC                                                                              | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57599 | NS      | $764338.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                                | ELASTIC NV                                                                               | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      37456 | NS      | $1950333.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                                       | GUARDANT HEALTH INC                                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     284457 | NS      | $26710512.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK INC                                            | CLEANSPARK INC                                                                           | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      64304 | NS      | $639824.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GRID DYNAMICS HOLDINGS INC                                | GRID DYNAMICS HOLDINGS INC                                                               | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |      25952 | NS      | $175176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                  | RESIDEO TECHNOLOGIES INC                                                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      40002 | NS      | $1548077.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                           | PENNYMAC FINANCIAL SERVICES INC                                                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |        100 | NS      | $9193.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEETGREEN INC                                            | SWEETGREEN INC CL A                                                                      | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     493427 | NS      | $2738519.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Oxford Street Trust                              | FIDELITY SAI INFLATION-FOCUSED FUND                                                      | CUSIP: 31634R406<br>LEI: Z2ZIGDKL3355UQRAKY22 | Long             | EC               | RF                | US        |         15 | NS      | $1505.32       | 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      | $561680.00     | 0.00%             | 2048-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                         | CIGNA GROUP (THE)                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      93744 | NS      | $27168886.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                                     | DELL TECHNOLOGIES INC CL C                                                               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     350959 | NS      | $51970008.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALECTOR INC                                               | ALECTOR INC                                                                              | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      45000 | NS      | $109350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY INC                                             | PAGERDUTY INC                                                                            | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     119400 | NS      | $842964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT INC                                                | ALIGHT INC CL A                                                                          | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     532400 | NS      | $468352.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                             | SOUTHERN CALIFORNIA EDISON CO 4.875% 03/01/2049                                          | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $517290.92     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                           | FOX CORP CL A                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     555100 | NS      | $31274334.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                           | FOX CORPORATION B                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     178490 | NS      | $9233287.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVI STRAUSS and CO                                       | LEVI STRAUSS and COMPANY CL A                                                            | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      17890 | NS      | $396442.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                      | TRADEWEB MARKETS INC A                                                                   | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     326521 | NS      | $40245345.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                   | DOW INC                                                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     189126 | NS      | $5811841.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                       | TRONOX HOLDINGS PLC                                                                      | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |      76508 | NS      | $572279.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                                 | STERIS PLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      68271 | NS      | $17228186.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                   | ZOOM COMMUNICATIONS INC CL A                                                             | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      15184 | NS      | $1122704.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HLDGS INC                                         | PALOMAR HLDGS INC                                                                        | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      21572 | NS      | $2668672.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREVI THERAPEUTICS INC                                    | TREVI THERAPEUTICS INC                                                                   | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     117442 | NS      | $1399908.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                                     | TRANSMEDICS GROUP INC                                                                    | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      58199 | NS      | $8453986.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MAYVILLE ENGINEERING CO INC                               | MAYVILLE ENGINEERING CO INC                                                              | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |     539806 | NS      | $11335926.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                        | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                       | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |       4100 | NS      | $9840.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                               | AVANTOR INC                                                                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     415335 | NS      | $3758781.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                 | AMCOR PLC                                                                                | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      14084 | NS      | $682088.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEAYA BIOSCIENCES INC                                    | IDEAYA BIOSCIENCES                                                                       | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      54002 | NS      | $1738864.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                               | CORTEVA INC                                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     785771 | NS      | $62955972.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                                         | REVOLVE GROUP INC                                                                        | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     482430 | NS      | $12137938.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                                  | REVOLUTION MEDICINES INC                                                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      60870 | NS      | $6209957.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                  | CROWDSTRIKE HOLDINGS INC                                                                 | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     109974 | NS      | $40908128.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSONALIS INC                                            | PERSONALIS INC                                                                           | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     486020 | NS      | $4403341.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCTURUS THERAPEUTICS HOLDINGS INC                        | ARCTURUS THERAPEUTICS HOLDINGS INC                                                       | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43684 | NS      | $359519.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERU, REPUBLIC OF                                         | PERU REPUBLIC OF 5.4% 08/12/2034 REGS                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   23900000 | PA      | $7073855.04    | 0.01%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                      | BRIDGEBIO PHARMA INC                                                                     | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     237042 | NS      | $15758552.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP                             | ADAPTIVE BIOTECHNOLOGIES CORP                                                            | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       3939 | NS      | $63102.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                                              | PHREESIA INC                                                                             | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      68766 | NS      | $847884.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                 | MIRUM PHARMACEUTICALS INC                                                                | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      41693 | NS      | $3847846.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIAN ASSET MANAGEMENT INC                              | ACADIAN ASSET MANAGEMENT INC                                                             | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      20291 | NS      | $1092873.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLE BIOSCIENCES INC                                    | CASTLE BIOSCIENCES INC                                                                   | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     664357 | NS      | $19645036.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                             | DYNATRACE INC                                                                            | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     166653 | NS      | $5986175.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA SUSHI USA INC                                        | KURA SUSHI USA INC CL A                                                                  | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155079 | NS      | $10922213.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INMODE LTD                                                | INMODE LTD                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      42822 | NS      | $588802.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                       | XEROX HOLDINGS CORP                                                                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |        400 | NS      | $720.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                              | ENVISTA HOLDINGS CORP                                                                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     538951 | NS      | $15742758.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                 | PROSUS NV                                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      68600 | NS      | $3526070.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERENCE INC                                               | CERENCE INC                                                                              | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       1300 | NS      | $10283.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                                       | AST SPACEMOBILE INC                                                                      | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |      61608 | NS      | $4878737.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADSTONE NET LEASE INC                                  | BROADSTONE NET LEASE INC                                                                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     295003 | NS      | $5720108.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                                               | PROGYNY INC                                                                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43562 | NS      | $770611.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS and HERS HEALTH INC                                  | HIMS and HERS HEALTH INC                                                                 | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      69936 | NS      | $1015470.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BIONTECH SE                                               | BIONTECH SE ADR                                                                          | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      12800 | NS      | $1410944.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                                     | VIR BIOTECHNOLOGY INC                                                                    | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29013 | NS      | $263728.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KARAT PACKAGING INC                                       | KARAT PACKAGING INC                                                                      | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |       1400 | NS      | $34510.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                          | REAL MATTERS INC                                                                         | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |     201619 | NS      | $873010.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUT 8 CORP                                                | HUT 8 CORP                                                                               | CUSIP: 44812J104<br>LEI: 5493006XP230HIL5DH67 | Long             | EC               | CORP              | US        |       8066 | NS      | $429353.18     | 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        |     402326 | NS      | $9346032.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AVEPOINT INC                                              | AVEPOINT INC                                                                             | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     165400 | NS      | $1783012.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS INC                               | PHATHOM PHARMACEUTICALS INC                                                              | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     968545 | NS      | $12164925.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| API GROUP CORP                                            | API GROUP CORP                                                                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    1190768 | NS      | $52941545.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC                                          | ACV AUCTIONS INC CL A                                                                    | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43893 | NS      | $213319.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                               | SITIME CORP                                                                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17196 | NS      | $6841944.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CURIOSITYSTREAM INC                                       | CURIOSITYSTREAM INC CL A                                                                 | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |      10600 | NS      | $35828.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PORCH GROUP INC                                           | PORCH GROUP INC                                                                          | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |    1337274 | NS      | $10979019.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| XP INC                                                    | XP INC CL A                                                                              | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     142267 | NS      | $3063008.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                                         | SPROUT SOCIAL INC                                                                        | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |     484555 | NS      | $3125379.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMPRESS PLC                                              | CIMPRESS PLC                                                                             | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |        488 | NS      | $35648.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAGANFLY INC                                             | DRAGANFLY INC                                                                            | CUSIP: 26142Q304<br>LEI: 894500SZMK5WX44WHE32 | Long             | EC               | CORP              | CA        |     346275 | NS      | $2268101.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SNOWFLAKE INC                                             | SNOWFLAKE INC                                                                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      65627 | NS      | $11052243.07   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC                             | WEATHERFORD INTERNATIONAL PLC                                                            | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      69001 | NS      | $7276845.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                             | O-I GLASS INC                                                                            | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1180128 | NS      | $15813715.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                     | RIVIAN AUTOMOTIVE INC                                                                    | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      90188 | NS      | $1382582.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VELOCITY FINANCIAL INC                                    | VELOCITY FINANCIAL INC                                                                   | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39750 | NS      | $738952.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND THERAPEUTICS INC                            | BLACK DIAMOND THERAPEUTICS INC                                                           | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $988.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC                            | REYNOLDS CONSUMER PRODUCTS INC                                                           | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     117658 | NS      | $2919094.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                               | ARCUTIS BIOTHERAPEUTICS INC                                                              | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56800 | NS      | $1531896.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                               | OVINTIV INC                                                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     443080 | NS      | $22415417.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHRODINGER INC                                           | SCHRODINGER INC                                                                          | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      72454 | NS      | $873795.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BEAM THERAPEUTICS INC                                     | BEAM THERAPEUTICS INC                                                                    | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6228 | NS      | $177248.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP INC                          | MONTROSE ENVIRONMENTAL GROUP INC                                                         | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       3792 | NS      | $110802.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH STREET INTERACTIVE INC                               | RUSH STREET INTERACTIVE INC                                                              | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     194688 | NS      | $3845088.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                                 | OPENDOOR TECHNOLOGIES INC                                                                | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     118020 | NS      | $639668.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | OTIS WORLDWIDE CORP                                                                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     369672 | NS      | $34216840.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | CARRIER GLOBAL CORP                                                                      | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     686526 | NS      | $44212274.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC                              | ZENTALIS PHARMACEUTICALS LLC                                                             | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3111 | NS      | $7435.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                   | AON PLC                                                                                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     319267 | NS      | $107104500.49  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                                | EOS ENERGY ENTERPRISES INC                                                               | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               | CORP              | US        |      44707 | NS      | $254606.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WARNER MUSIC GRP CORP                                     | WARNER MUSIC GRP CORP CL A                                                               | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1619787 | NS      | $46325908.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                                       | LEGEND BIOTECH CORP SPON ADR                                                             | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     128000 | NS      | $2432000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ADEIA INC                                                 | ADEIA INC                                                                                | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     371770 | NS      | $7691921.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                       | SHIFT4 PAYMENTS INC                                                                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     273448 | NS      | $12050853.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CLOVER HEALTH INVESTMENTS CORP                            | CLOVER HEALTH INVESTEMENTS CORP                                                          | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      49256 | NS      | $102945.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIDITY BIOSCIENCES INC                                   | AVIDITY BIOSCIENCES                                                                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13279 | NS      | $956088.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                               | VAXCYTE INC                                                                              | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      61014 | NS      | $3767004.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | ROYALTY PHARMA PLC                                                                       | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     176207 | NS      | $8142525.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORP                                         | OPEN LENDING CORP                                                                        | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4483055 | NS      | $5962463.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                         | MP MATERIALS CORP                                                                        | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      32373 | NS      | $1905798.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LEMONADE INC                                              | LEMONADE INC                                                                             | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      15382 | NS      | $795864.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALBERTSONS COS INC                                        | ALBERTSONS COS INC CL A                                                                  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    1070942 | NS      | $19169861.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TAYSHA GENE THERAPIES INC                                 | TAYSHA GENE THERAPIES INC                                                                | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      64500 | NS      | $292185.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                                           | MATCH GROUP INC                                                                          | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     421990 | NS      | $13334884.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     699000 | PA      | $620548.34     | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUANTUMSCAPE CORP                                         | QUANTUMSCAPE CORP A                                                                      | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |     184882 | NS      | $1279383.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VERTEX INC                                                | VERTEX INC - CLASS A                                                                     | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |       2700 | NS      | $39096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                   | MIRION TECHNOLOGIES INC-A                                                                | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      10970 | NS      | $237061.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES INC                                      | ROCKET COS INC                                                                           | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      66045 | NS      | $1201358.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE.COM INC                                          | COMMERCE.COM INC                                                                         | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       8400 | NS      | $23352.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX LTD                                                  | IBEX LTD                                                                                 | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      11697 | NS      | $338043.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TR 2007 B                     | NATIONSTAR HM EQT LOAN TR 07B TSFR1M+43.448 04/25/2037                                   | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     466320 | PA      | $463102.83     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| XPENG INC                                                 | XPENG INC ADR                                                                            | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | KY        |     149191 | NS      | $2619793.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSTREIT CORP                                            | NETSTREIT CORP                                                                           | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       4100 | NS      | $85157.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HARMONY BIOSCIENCES HOLDINGS INC                          | HARMONY BIOSCIENCES HOLDINGS INC                                                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     109708 | NS      | $3131066.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISC MEDICINE INC                                         | DISC MEDICINE INC                                                                        | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34708 | NS      | $2312246.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC                    | CCC INTELLIGENT SOLUTIONS HOLD CL A                                                      | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1069275 | NS      | $6233873.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KYMERA THERAPEUTICS INC                                   | KYMERA THERAPEUTICS INC                                                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22771 | NS      | $2080130.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BENTLEY SYSTEMS INC                                       | BENTLEY SYS INC CL B                                                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      81611 | NS      | $2982882.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NUVATION BIO INC                                          | NUVATION BIO INC                                                                         | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42169 | NS      | $249218.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECUADOR REPUBLIC OF                                       | ECUADOR REPUBLIC OF 0% 07/31/2030 REGS                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1350000 | PA      | $1133689.50    | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                 | PALANTIR TECHNOLOGIES INC                                                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     985788 | NS      | $135240255.72  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                                 | JFROG LTD                                                                                | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      59093 | NS      | $2372583.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC                                       | STEPSTONE GROUP INC CLASS A                                                              | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9937 | NS      | $428682.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING INC                                        | CORSAIR GAMING INC                                                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      23900 | NS      | $131211.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                        | UNITY SOFTWARE INC                                                                       | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     265815 | NS      | $4845807.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                         | PROG HOLDINGS INC                                                                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      89246 | NS      | $3142351.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASANA INC                                                 | ASANA INC                                                                                | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     121477 | NS      | $862486.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DYNE THERAPEUTICS INC                                     | DYNE THERAPEUTICS INC                                                                    | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7527 | NS      | $117571.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT THERAPEUTICS INC                                   | SUMMIT THERAPEUTICS INC                                                                  | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7725 | NS      | $128157.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VONTIER CORP                                              | VONTIER CORP W/I                                                                         | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     409784 | NS      | $16768361.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PULMONX CORP                                              | PULMONX CORP                                                                             | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      10700 | NS      | $16906.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC                           | ACADEMY SPORTS and OUTDOORS INC                                                          | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     311108 | NS      | $18706924.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| THRYV HOLDINGS INC                                        | THRYV HOLDINGS INC                                                                       | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18844 | NS      | $43718.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOBY AVIATION INC                                         | JOBY AVIATION INC                                                                        | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Long             | EC               | CORP              | US        |     175057 | NS      | $1761073.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALIGOS THERAPEUTICS INC                                   | ALIGOS THERAPEUTICS INC                                                                  | CUSIP: 01626L204<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |        760 | NS      | $5342.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAXIS PRECISION MEDICINES INC.                           | PRAXIS PRECISION MEDICINES INC                                                           | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12060 | NS      | $4061205.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARSUS PHARMACEUTICALS INC                                | TARSUS PHARMACEUTICALS INC                                                               | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37672 | NS      | $2844989.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                                    | EASTERN BANKSHARES INC                                                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      38357 | NS      | $750262.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTNAV INC                                               | NEXTNAV INC                                                                              | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |        200 | NS      | $3218.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROOT INC/OH                                               | ROOT INC                                                                                 | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3173 | NS      | $164615.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDIAALPHA INC                                            | MEDIAALPHA INC CL A                                                                      | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37439 | NS      | $372143.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEA PHARMACEUTICALS INC                                  | ATEA PHARMACEUTICALS INC                                                                 | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     112437 | NS      | $526205.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERELLA WEINBERG PARTNERS                                 | PERELLA WEINBERG PARTNERS                                                                | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     158302 | NS      | $2930170.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CALIFORNIA RESOURCES CORPORATION                          | CALIFORNIA RES CORP                                                                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      62337 | NS      | $3667909.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                                      | GENEDX HOLDINGS CORP-A                                                                   | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      99855 | NS      | $7959442.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER AVIATION INC                                       | ARCHER AVIATION INC A                                                                    | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Long             | EC               | CORP              | US        |     112967 | NS      | $804325.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUE OWL CAPITAL INC                                      | BLUE OWL CAPITAL INC A                                                                   | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     233700 | NS      | $2465535.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PLAYSTUDIOS INC                                           | PLAYSTUDIOS INC A                                                                        | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13535 | NS      | $6910.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLMAN SOLUTIONS CORP                                    | HILLMAN SOLUTIONS CORP                                                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12800 | NS      | $104960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                               | VIATRIS INC                                                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    3281121 | NS      | $48987136.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                                | TELOS CORP                                                                               | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26700 | NS      | $107334.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                                      | UPSTART HOLDINGS INC                                                                     | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      30725 | NS      | $836641.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| C3.AI INC                                                 | C3.AI INC                                                                                | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      88933 | NS      | $707017.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OLEMA PHARMACEUTICALS INC                                 | OLEMA PHARMACEUTICALS INC                                                                | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54000 | NS      | $1306800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                         | CHORD ENERGY CORP                                                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      51908 | NS      | $5625269.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                           | CONCENTRIX CORP                                                                          | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       3645 | NS      | $119556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CIPHER DIGITAL INC                                        | CIPHER DIGITAL INC                                                                       | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |      33406 | NS      | $521133.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DUOLINGO INC                                              | DUOLINGO INC                                                                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13698 | NS      | $1383498.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSCALE POWER CORP                                        | NUSCALE POWER CORP                                                                       | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48271 | NS      | $620282.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFI TECHNOLOGIES INC                                     | SOFI TECHNOLOGIES INC A                                                                  | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    1322311 | NS      | $23484243.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OUSTER INC                                                | OUSTER INC                                                                               | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33296 | NS      | $630959.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC                                                  | IONQ INC                                                                                 | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      67569 | NS      | $2592622.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AERSALE CORP                                              | AERSALE CORP                                                                             | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $780.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK INC                                                  | BARK INC                                                                                 | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        824 | NS      | $643.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRINDR INC                                                | GRINDR INC                                                                               | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      92757 | NS      | $1055574.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFIRM HOLDINGS INC                                       | AFFIRM HOLDINGS INC                                                                      | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     805091 | NS      | $37823175.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                    | PATRIA INVESTMENTS LTD                                                                   | CUSIP: N/A<br>LEI: 254900MZMZN2NNVXYO82       | Long             | EC               | CORP              | KY        |      12678 | NS      | $166335.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROCORE TECHNOLOGIES INC                                  | PROCORE TECHNOLOGIES INC                                                                 | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     259746 | NS      | $14296419.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS CO INC                          | PETCO HEALTH AND WELLNESS CO INC                                                         | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     127776 | NS      | $325828.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOALS TECHNOLOGIES GROUP INC                             | SHOALS TECHNOLOGIES GROUP INC                                                            | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3237 | NS      | $19195.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                     | PLAYTIKA HOLDING CORP                                                                    | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      59419 | NS      | $183604.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAUK RENEWABLES INC                                    | MONTAUK RENEWABLES INC                                                                   | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7683 | NS      | $11831.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIPPO HOLDINGS INC                                        | HIPPO HOLDINGS INC                                                                       | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44689 | NS      | $1285255.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NAVITAS SEMICONDUCTOR CORP                                | NAVITAS SEMICONDUCTOR CORP                                                               | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |      20732 | NS      | $186588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXEXPERIENCE BV                                          | LUXEXPERIENCE BV ADR                                                                     | CUSIP: 55406W103<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    2020860 | NS      | $19541716.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENTINELONE INC                                           | SENTINELONE INC                                                                          | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      12400 | NS      | $162688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANA BIOTECHNOLOGY INC                                    | SANA BIOTECHNOLOGY INC                                                                   | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1300 | NS      | $5473.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIANT TECHNOLOGY INC                                      | VIANT TECHNOLOGY INC                                                                     | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        113 | NS      | $1144.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COURSERA INC                                              | COURSERA INC                                                                             | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     148555 | NS      | $952237.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OSCAR HEALTH INC                                          | OSCAR HEALTH INC - CLASS A                                                               | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     275994 | NS      | $3764558.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                        | EXPAND ENERGY CORP                                                                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     294219 | NS      | $31752114.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT INC                                                | CRICUT INC                                                                               | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115193 | NS      | $495329.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COUPANG INC                                               | COUPANG INC A                                                                            | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |    1258772 | NS      | $24017369.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                                      | HAYWARD HOLDINGS INC                                                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5859 | NS      | $93744.00      | 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      | $235712.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                                  | APA CORP                                                                                 | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     441900 | NS      | $13420503.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                 | DIGITALOCEAN HOLDINGS INC                                                                | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      27669 | NS      | $1551124.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                       | COINBASE GLOBAL INC                                                                      | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      16930 | NS      | $2977140.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                             | APPLOVIN CORP                                                                            | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     207715 | NS      | $90308250.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                  | ALIGNMENT HEALTHCARE INC                                                                 | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      95369 | NS      | $1832992.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET LABS PBC                                           | PLANET LABS PBC A                                                                        | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |      74400 | NS      | $1796016.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SYMBOTIC INC                                              | SYMBOTIC INC                                                                             | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |       5400 | NS      | $295812.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                                     | ROBINHOOD MARKETS INC                                                                    | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     200344 | NS      | $15196092.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                                   | INDIE SEMICONDUCTOR INC                                                                  | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     629465 | NS      | $2303841.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUBLEVERIFY HOLDINGS INC                                 | DOUBLEVERIFY HOLDINGS INC                                                                | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76255 | NS      | $803727.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                                         | AGILON HEALTH INC                                                                        | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1055800 | NS      | $622182.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGN THERAPEUTICS INC                                   | DESIGN THERAPEUTICS INC                                                                  | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $1044.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC                                 | EDGEWISE THERAPEUTICS INC                                                                | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7082 | NS      | $215576.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDOOR HOLDINGS INC                                     | NEXTDOOR HOLDINGS INC                                                                    | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     367350 | NS      | $642862.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RECURSION PHARMACEUTICALS INC                             | RECURSION PHARMACEUTICALS INC                                                            | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     212474 | NS      | $779779.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RIGETTI COMPUTING INC                                     | RIGETTI COMPUTING INC A                                                                  | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |     231147 | NS      | $4026580.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NEUROPACE INC                                             | NEUROPACE INC                                                                            | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32949 | NS      | $480396.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARIS LIFE SCIENCES INC                                   | CARIS LIFE SCIENCES INC                                                                  | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |     185239 | NS      | $3730713.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONFLUENT INC                                             | CONFLUENT INC                                                                            | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      58315 | NS      | $1788521.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                                         | GENIUS SPORTS LTD                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     804892 | NS      | $4998379.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | MARVELL TECHNOLOGY INC                                                                   | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |     257132 | NS      | $21005113.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWMAN CONSULTING GROUP LTD                               | BOWMAN CONSULTING GROUP LTD                                                              | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        411 | NS      | $13784.94      | 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        |     180763 | NS      | $4293121.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AURORA INNOVATION INC                                     | AURORA INNOVATION INC                                                                    | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |     650460 | NS      | $3044152.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XOMETRY INC                                               | XOMETRY INC                                                                              | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       9358 | NS      | $383818.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TSCAN THERAPEUTICS INC                                    | TSCAN THERAPEUTICS INC                                                                   | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1200 | NS      | $1272.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER INC                                          | ZIPRECRUITER INC                                                                         | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     165033 | NS      | $298709.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZETA GLOBAL HOLDINGS CORP                                 | ZETA GLOBAL HOLDINGS CORP                                                                | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     237938 | NS      | $4033049.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTESSA PHARMACEUTICALS PLC                              | CENTESSA PHARMACEUTICALS LTD ADR                                                         | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |      69000 | NS      | $1853340.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                                  | DAVE INC                                                                                 | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |      96380 | NS      | $18627362.60   | 0.02%             |  |  |  | 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      | $1847199.20    | 0.00%             | 2057-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                               | VALARIS LTD                                                                              | CUSIP: N/A<br>LEI: 5299008BQ9IREYWBTS30       | Long             | EC               | CORP              | BM        |       4698 | NS      | $450303.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                                  | PROCEPT BIOROBOTICS CORP                                                                 | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     169070 | NS      | $3836198.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYMENTUS HOLDINGS INC                                    | PAYMENTUS HOLDINGS INC CL A                                                              | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3300 | NS      | $80751.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC                            | DAY ONE BIOPHARMACEUTICALS INC                                                           | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     135276 | NS      | $1433925.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                                        | ENACT HOLDINGS INC                                                                       | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       6800 | NS      | $284512.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                                            | ORGANON and CO                                                                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     192632 | NS      | $1404287.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                           | SEAGATE TECHNOLOGY HOLDINGS PLC                                                          | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     288065 | NS      | $117484429.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                      | GULFPORT ENERGY CORP                                                                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       2455 | NS      | $512260.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC                               | LIFESTANCE HEALTH GROUP INC                                                              | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     379904 | NS      | $2750504.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST ADVANTAGE CORP                                      | FIRST ADVANTAGE CORP                                                                     | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     598731 | NS      | $6891393.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOXIMITY INC                                              | DOXIMITY INC                                                                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     518018 | NS      | $12706981.54   | 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        |     258884 | NS      | $14021157.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTERA LABS INC                                           | ASTERA LABS INC                                                                          | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      53509 | NS      | $6358474.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP INC                             | JANUS INTERNATIONAL GROUP INC                                                            | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     532253 | NS      | $3704480.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUX THERAPEUTICS INC                                    | JANUX THERAPEUTICS INC                                                                   | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28994 | NS      | $394608.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 2.673% 06/07/2031 144A                                             | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     700000 | PA      | $622148.24     | 0.00%             | 2031-06-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVRX INC                                                  | CVRX INC                                                                                 | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $3264.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP INC                                                | INTAPP INC                                                                               | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |      22600 | NS      | $506918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE INC                                          | CLEAR SECURE INC                                                                         | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     194591 | NS      | $9464906.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL BROKERAGE INC/THE                                    | REAL BROKERAGE INC                                                                       | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |    6728978 | NS      | $17831791.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLITUDE INC                                             | AMPLITUDE INC                                                                            | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |     376886 | NS      | $2751267.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD WEALTH SOLUTIONS LTD                           | BROOKFIELD WEALTH SOLUTIONS LTD A                                                        | CUSIP: N/A<br>LEI: 9845004583U3B8E06924       | Long             | EC               | CORP              | BM        |       8694 | NS      | $386100.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYONEER GLOBAL INC                                       | PAYONEER GLOBAL INC                                                                      | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     245700 | NS      | $1061424.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                          | DT MIDSTREAM INC                                                                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     140886 | NS      | $19560612.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TABOOLA.COM LTD                                           | TABOOLA.COM LTD                                                                          | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | IL        |      96667 | NS      | $306434.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTEK BIOSCIENCES INC                                     | CYTEK BIOSCIENCES INC                                                                    | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |        700 | NS      | $3136.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANDEL THERAPEUTICS INC                                   | CANDEL THERAPEUTICS INC                                                                  | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1678654 | NS      | $8812933.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CS DISCO INC                                              | CS DISCO INC                                                                             | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        193 | NS      | $627.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PLC                                                  | DOLE PLC                                                                                 | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     405986 | NS      | $6512015.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN WAX CENTER INC                                   | EUROPEAN WAX CENTER INC                                                                  | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $1144.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXSIGHT INC                                               | RXSIGHT INC                                                                              | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26000 | NS      | $194480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVALENT INC                                              | NUVALENT INC-A                                                                           | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22800 | NS      | $2324460.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE INC                                                | N-ABLE INC                                                                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11500 | NS      | $50600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEVIA PBC                                                 | ZEVIA PBC                                                                                | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25920 | NS      | $34732.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                         | GXO LOGISTICS INC                                                                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     488299 | NS      | $30679826.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXCYTE INC                                               | MAXCYTE INC                                                                              | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      15300 | NS      | $12412.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                                  | VICTORIA'S SECRET and CO                                                                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      29049 | NS      | $1821372.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NET POWER INC                                             | NET POWER INC WT A                                                                       | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8435 | NS      | $16279.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-D                               | SMB PRIVATE ED LN TR 2021-D 1.34% 03/17/2053 144A                                        | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     556315 | PA      | $530108.71     | 0.00%             | 2053-03-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                         | PERU REPUBLIC OF 6.15% 08/12/2032 144A                                                   | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   11600000 | PA      | $3736926.00    | 0.00%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                     | JACKSON FINANCIAL INC                                                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      12562 | NS      | $1375287.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON HOLDING AG                                             | ON HOLDING AG                                                                            | CUSIP: N/A<br>LEI: 506700FB3467B9W95526       | Long             | EC               | CORP              | CH        |      12600 | NS      | $585648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                              | SYLVAMO CORP                                                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     109994 | NS      | $5092722.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLEBRITE DI LTD                                         | CELLEBRITE DI LTD                                                                        | CUSIP: N/A<br>LEI: 254900G03462YGP1IO36       | Long             | EC               | CORP              | IL        |     462595 | NS      | $6171017.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                                      | OLAPLEX HOLDINGS INC                                                                     | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1052604 | NS      | $1694692.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS INC                         | CLEARWATER ANALYTICS HOLDINGS INC                                                        | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55688 | NS      | $1302542.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC                                            | DUTCH BROS INC                                                                           | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31692 | NS      | $1699008.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                                        | REMITLY GLOBAL INC                                                                       | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     881439 | NS      | $14720031.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                                | DEFINITIVE HEALTHCARE CORP                                                               | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35792 | NS      | $45813.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                                          | WARBY PARKER INC                                                                         | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     283166 | NS      | $7081981.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORKS INC                                            | FRESHWORKS INC CL A                                                                      | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      26346 | NS      | $206025.72     | 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        |      92988 | NS      | $2510676.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD HARMONICS BIO INC                                   | THIRD HARMONICS BIO INC                                                                  | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7000 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                             | CONSENSUS CLOUD SOLUTION                                                                 | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        597 | NS      | $17957.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                | OMNIAB INC                                                                               | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6224 | NS      | $10705.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA COCO CO INC/THE                                      | VITA COCO CO INC/THE                                                                     | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     149966 | NS      | $8707025.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIDGEPOST CAPITAL INC                                     | RIDGEPOST CAPITAL INC                                                                    | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     557098 | NS      | $4495780.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FLUENCE ENERGY INC                                        | FLUENCE ENERGY INC                                                                       | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |      94598 | NS      | $1470052.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XERIS BIOPHARMA HOLDINGS INC                              | XERIS BIOPHARMA HOLDINGS INC                                                             | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54600 | NS      | $334152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KYNDRYL HOLDINGS INC                                      | KYNDRYL HOLDINGS INC                                                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      78607 | NS      | $969224.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                                     | ORION PROPERTIES INC.                                                                    | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               | CORP              | US        |      13200 | NS      | $32868.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and ASSOCIATES PROPERTIES INC                         | CBL and ASSOCIATES PROPERTIES INC                                                        | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       6935 | NS      | $262004.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISLANDS                            | NU HOLDINGS LTD/CAYMAN ISLANDS                                                           | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     151400 | NS      | $2267972.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BACKBLAZE INC                                             | BACKBLAZE INC A                                                                          | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1700 | NS      | $6392.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                                | THIRD COAST BANCSHARES INC                                                               | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       2577 | NS      | $102074.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES INC                                    | INTUITIVE MACHINES INC A                                                                 | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |      14749 | NS      | $243063.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHTSPRING HEALTH SERVICES INC                          | BRIGHTSPRING HEALTH SERVICES INC                                                         | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     108134 | NS      | $4479991.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSARA INC                                               | SAMSARA INC                                                                              | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Long             | EC               | CORP              | US        |     294898 | NS      | $8522552.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO DRS INC                                          | LEONARDO DRS INC                                                                         | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      30759 | NS      | $1334633.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY INC                                       | CRESCENT ENERGY INC A                                                                    | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |    1146028 | NS      | $13362686.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                              | TERAWULF INC                                                                             | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |      60958 | NS      | $988738.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG INC                                                   | TPG INC                                                                                  | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     245816 | NS      | $10673330.72   | 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        |     433853 | NS      | $4889523.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT, INC                             | APOLLO GLOBAL MANAGEMENT INC                                                             | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |    1033903 | NS      | $108146253.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                       | DOUGLAS ELLIMAN INC                                                                      | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    1758547 | NS      | $4009487.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMYLYX PHARMACEUTICALS INC                                | AMYLYX PHARMACEUTICALS INC                                                               | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      84041 | NS      | $1274901.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXCELERATE ENERGY INC                                     | EXCELERATE ENERGY INC                                                                    | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23500 | NS      | $945875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD                        | CREDO TECHNOLOGY GROUP HOLDING LTD                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     161700 | NS      | $18154059.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                             | SOUTHERN CALIFORNIA EDISON CO 3.45% 02/01/2052                                           | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $136613.21     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                 | CONSTELLATION ENERGY CORP                                                                | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     142240 | NS      | $46922131.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC SPONS ADR                                                                      | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     386397 | NS      | $32268013.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER GROUP SGHC LTD                                      | SUPER GROUP SGHC LTD                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       3610 | NS      | $38627.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC INC                                                   | BRC INC CL A                                                                             | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30600 | NS      | $19262.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CPS AUTO RECEIVABLES TRUST 2022-A                         | CPS AUTO RECEIVABLES TRUST 2022-A 2.84% 04/16/2029 144A                                  | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1833758 | PA      | $1828044.83    | 0.00%             | 2029-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                       | BELLRING BRANDS INC                                                                      | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     569486 | NS      | $10472847.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                          | HF SINCLAIR CORP                                                                         | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     699693 | NS      | $34991646.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                              | EMBECTA CORP                                                                             | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     427432 | NS      | $4385452.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                 | WARNER BROS DISCOVERY INC                                                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      29500 | NS      | $831015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                                 | ESAB CORP                                                                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     307498 | NS      | $38797022.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NAVAN INC                                                 | NAVAN INC A                                                                              | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |     138104 | NS      | $1345132.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | COREBRIDGE FINANCIAL INC                                                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    1200831 | NS      | $31029473.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDHOUND AI INC                                         | SOUNDHOUND AI INC                                                                        | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22489 | NS      | $193405.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DRAFTKINGS INC                                            | DRAFTKINGS HOLDINGS INC                                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     102800 | NS      | $2450752.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                                              | CRANE NXT CO                                                                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     207136 | NS      | $10002597.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVANHOE ELECTRIC INC                                      | IVANHOE ELECTRIC INC                                                                     | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Long             | EC               | CORP              | US        |       9300 | NS      | $159867.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD BUSINESS CORP                                  | BROOKFIELD BUSINESS CORP-CL A                                                            | CUSIP: 11259V106<br>LEI: 2549005XWAHF5YCLN502 | Long             | EC               | CORP              | CA        |     125586 | NS      | $4326437.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                             | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101635.00     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                                   | PAGAYA TECHNOLGOIES LTD A                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      29207 | NS      | $326826.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN HOLDINGS INC                                       | ADTRAN HOLDINGS INC                                                                      | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      66397 | NS      | $677249.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                | HALEON PLC SPONS ADR                                                                     | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    1165745 | NS      | $12904797.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| D-WAVE QUANTUM INC                                        | D-WAVE QUANTUM INC                                                                       | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      47092 | NS      | $884387.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GIGACLOUD TECHNOLOGY INC                                  | GIGACLOUD TECHNOLOGY INC A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      96364 | NS      | $4272779.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M-TRON INDUSTRIES INC                                     | M-TRON INDUSTRIES INC                                                                    | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |        500 | NS      | $31645.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                      | JACOBS SOLUTIONS INC                                                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      36453 | NS      | $5025410.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                                 | XPERI INC                                                                                | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               | CORP              | US        |      59174 | NS      | $362736.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZYMEWORKS DELAWARE INC                                    | ZYMEWORKS DELAWARE INC                                                                   | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      33664 | NS      | $784034.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBILEYE GLOBAL INC                                       | MOBILEYE GLOBAL INC A                                                                    | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     813080 | NS      | $6878656.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO INC                                                   | RXO INC                                                                                  | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32641 | NS      | $520950.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                         | U-HAUL HOLDING CO                                                                        | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      16110 | NS      | $759747.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                                         | FTAI AVIATION LTD                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      76501 | NS      | $23394005.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F and G ANNUITIES and LIFE INC                            | F and G ANNUITIES and LIFE INC                                                           | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34880 | NS      | $790032.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWAMSTERDAM PHARMA COMPANY NV                            | NEWAMSTERDAM PHARMA COMPANY NV                                                           | CUSIP: N/A<br>LEI: 984500B6549TF6E14D36       | Long             | EC               | CORP              | NL        |     100253 | NS      | $3554971.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD ASSET MANAGEMENT LTD                           | BROOKFIELD ASSET MANAGEMENT LTD A                                                        | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      66916 | NS      | $3128323.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GE HEALTHCARE TECHNOLOGIES INC                            | GE HEALTHCARE TECHNOLOGIES INC WI                                                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     182450 | NS      | $15375061.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                             | NEXTPOWER INC                                                                            | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      83440 | NS      | $8769544.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                                               | ABIOMED INC                                                                              | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |      14700 | NS      | $33957.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SKYWARD SPECIALTY INSURANCE GROUP INC                     | SKYWARD SPECIALTY INSURANCE GROUP INC                                                    | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      13654 | NS      | $634501.38     | 0.00%             |  |  |  | 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        |     707009 | PA      | $708694.93     | 0.00%             | 2028-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                             | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $859648.68     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRUCTURE THERAPEUTICS INC                                | STRUCTURE THERAPEUTICS INC ADR                                                           | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      54660 | NS      | $3442486.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALYS THERAPEUTICS INC                                | MINERALYS THERAPEUTICS INC                                                               | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40000 | NS      | $1170400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                | KENVUE INC                                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     659451 | NS      | $12608703.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                         | ATMUS FILTRATION TECHNOLOGIES INC                                                        | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     273315 | NS      | $17637016.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                 | LINDE PLC                                                                                | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     590548 | NS      | $300045627.84  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2              | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 7.01% 11/15/2028 144A                       | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $483539.84     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRANE CO                                                  | CRANE CO                                                                                 | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       4954 | NS      | $993425.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053                                              | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1984000 | PA      | $2143168.23    | 0.00%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LTD                            | FIDELIS INSURANCE HOLDINGS LTD                                                           | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      34409 | NS      | $655835.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC                                          | UL SOLUTIONS INC CL A                                                                    | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     193577 | NS      | $16254660.69   | 0.02%             |  |  |  | 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        |       5700 | NS      | $359898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM TR 2023-R3                                            | CIM TR 2023-R3 A1A 4.5% 01/25/2063 144A                                                  | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     455227 | PA      | $444965.25     | 0.00%             | 2063-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                       | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4780000 | PA      | $5171735.58    | 0.01%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-2                         | FLAGSHIP CREDIT AUTO TRUST 2023-2 B 5.21% 05/15/2028 144A                                | CUSIP: 33843EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2182136 | PA      | $2183340.13    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HINGE HEALTH INC                                          | HINGE HEALTH INC                                                                         | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23088 | NS      | $987242.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                          | KNIFE RIVER HOLDING CO W/I                                                               | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4299 | NS      | $382525.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERU, REPUBLIC OF                                         | PERU REPUBLIC OF 7.3% 08/12/2033 144A REGS                                               | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    4900000 | PA      | $1664245.49    | 0.00%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY CORP                                         | TALEN ENERGY CORP                                                                        | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      69892 | NS      | $25927835.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                | PHINIA INC                                                                               | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     194188 | NS      | $14103874.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $-353463.59    | -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      | $334515.84     | 0.00%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                      | FORTREA HOLDINGS INC                                                                     | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      14317 | NS      | $153478.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES INC                                      | RAMACO RESOURCES INC-B                                                                   | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        288 | NS      | $3392.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE THERAPEUTICS INC                                   | APOGEE THERAPEUTICS INC                                                                  | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11530 | NS      | $807100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                             | BGC GROUP INC A                                                                          | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      13896 | NS      | $132289.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA INC                                            | SHARKNINJA INC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      49560 | NS      | $6089437.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ODDITY TECH LTD                                           | ODDITY TECH LTD A                                                                        | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Long             | EC               | CORP              | IL        |      29723 | NS      | $349839.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $5071951.09    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $5055034.57    | 0.01%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC                                | HOWARD HUGHES HOLDINGS INC                                                               | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      63221 | NS      | $4575303.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                       | DIEBOLD NIXDORF INC                                                                      | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     144995 | NS      | $11599600.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SEZZLE INC                                                | SEZZLE INC                                                                               | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |     119069 | NS      | $8686083.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VERALTO CORP                                              | VERALTO CORP                                                                             | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     104025 | NS      | $10135155.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLAVIYO INC                                               | KLAVIYO INC-A                                                                            | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15700 | NS      | $273337.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MAPLEBEAR INC                                             | MAPLEBEAR INC                                                                            | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     156848 | NS      | $5883368.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC                                    | TKO GROUP HOLDINGS INC                                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     185894 | NS      | $41616089.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING LTD                                   | BIRKENSTOCK HOLDING LTD                                                                  | CUSIP: N/A<br>LEI: 529900CQ8LQKQ7LIT631       | Long             | EC               | CORP              | JE        |     139361 | NS      | $5804385.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ANGLOGOLD ASHANTI PLC                                     | ANGLOGOLD ASHANTI PLC                                                                    | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     469013 | NS      | $59925791.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PARATEK PHARMACEUTICALS INC                               | PARATEK PHARMACEUTICALS INC CVR RT                                                       | CUSIP: N/A<br>LEI: 5493007V5QDIWECEYV79       | Long             | EC               | CORP              | US        |       2400 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NCR ATLEOS CORP                                           | NCR ATLEOS CORP                                                                          | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     283405 | NS      | $12549173.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR HOLDING CORP                                      | WAYSTAR HOLDING CORP                                                                     | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |     352396 | NS      | $9038957.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HAMILTON INSURANCE GROUP LTD                              | HAMILTON INSURANCE GROUP LTD                                                             | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     134029 | NS      | $4233976.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1      | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 6.8% 08/15/2029                     | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1005307 | PA      | $1007198.19    | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HORIZON ROBOTICS                                          | HORIZON ROBOTICS                                                                         | CUSIP: N/A<br>LEI: 6556007NGGE745XQ6B52       | Long             | EC               | CORP              | KY        |    2002971 | NS      | $2101949.52    | 0.00%             |  |  |  | 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      | $513778.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                               | S and P500 EMINI FUT MAR26 ESH6                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       1722 | NC      | $1475740.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FED FUND 30DAY FUT MAY26 FFK6                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        110 | NC      | $-144220.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FED FUND 30DAY FUT FEB26 FFG6                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        268 | NC      | $-89640.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NB BANCORP INC                                            | NB BANCORP INC                                                                           | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57846 | NS      | $1234433.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBOSENSE TECHNOLOGY CO LTD                               | ROBOSENSE TECHNOLOGY CO LTD                                                              | CUSIP: N/A<br>LEI: 25490065NK9R5M2MV343       | Long             | EC               | CORP              | KY        |     472503 | NS      | $2180299.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG ONCOLOGY INC                                           | CG ONCOLOGY INC                                                                          | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18000 | NS      | $1058400.00    | 0.00%             |  |  |  | No            |                  1 | 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      | $914930.96     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                         | BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2026                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |  120100000 | PA      | $23131035.10   | 0.03%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS INC                                           | AMER SPORTS INC                                                                          | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |      94611 | NS      | $3593325.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                              | AMERICAN HEALTHCARE REIT INC                                                             | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      99560 | NS      | $5201014.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARPLINK INC                                             | SHARPLINK INC                                                                            | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Long             | EC               | CORP              | US        |      26322 | NS      | $179516.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OKEANIS ECO TANKERS CORP                                  | OKEANIS ECO TANKERS CORP                                                                 | CUSIP: N/A<br>LEI: 213800U35RCYXTKVEM65       | Long             | EC               | CORP              | MH        |     108466 | NS      | $5862587.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                            | GE VERNOVA INC                                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     146716 | NS      | $128171097.60  | 0.14%             |  |  |  | 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        |   10820000 | PA      | $3109006.93    | 0.00%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTURI HOLDINGS INC                                      | CENTURI HOLDINGS INC                                                                     | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      47957 | NS      | $1486667.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACS GROUP INC                                            | PACS GROUP INC                                                                           | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15237 | NS      | $556302.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORP                                            | SOLVENTUM CORP                                                                           | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     324311 | NS      | $24063876.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMEBANC MTG TR                                           | HOMEBANC MTG TR STEP 08/25/2029                                                          | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     202498 | PA      | $198408.01     | 0.00%             | 2029-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TR                                    | SOUNDVIEW HOME LOAN TR TSFR1M+67.448 05/25/2036                                          | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1768798 | PA      | $1735240.54    | 0.00%             | 2036-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                                         | LOAR HOLDINGS INC                                                                        | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     119541 | NS      | $8462307.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MAREX GROUP PLC                                           | MAREX GROUP PLC                                                                          | CUSIP: N/A<br>LEI: 549300DWX0SVICJAL507       | Long             | EC               | CORP              | GB        |     420579 | NS      | $18278363.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $5034327.69    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                | SOUND POINT CLO XXVIII LTD A1R TSFR3M+128 01/25/2032 144A                                | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     298656 | PA      | $299087.69     | 0.00%             | 2032-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 5.851%/VAR 04/25/2035                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $10054536.26   | 0.01%             | 2035-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD                                 | MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A                               | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001319.00    | 0.00%             | 2034-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRYSAIL CLO 2022-1 LTD                                    | TRYSAIL CLO 2022-1 LTD A TSFR3M+123.9 10/20/2033 144A                                    | CUSIP: 89856JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    4000000 | PA      | $4004704.00    | 0.00%             | 2033-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                         | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                      | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      76767 | PA      | $76879.21      | 0.00%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                               | SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A                                  | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5064200 | PA      | $5055674.76    | 0.01%             | 2052-06-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                               | SMB PRIVATE ED LN TR 2024-C A1A 5.5% 06/17/2052 144A                                     | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2375954 | PA      | $2457888.54    | 0.00%             | 2052-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                      | LABCORP HOLDINGS INC                                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57953 | NS      | $16755371.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |      14374 | PA      | $14378.00      | 0.00%             | 2031-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                             | TEMPUS AI INC                                                                            | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |      30428 | NS      | $1620291.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAIL INC                                                 | GRAIL INC                                                                                | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       4495 | NS      | $239268.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Securities Fund                                  | FIDELITY BLUE CHIP GROWTH FUND                                                           | CUSIP: 316389162<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |    3099120 | NS      | $807072869.20  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                      | SMURFIT WESTROCK PLC                                                                     | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      46100 | NS      | $2167161.00    | 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      | $-1285619.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONESTREAM INC                                             | ONESTREAM INC                                                                            | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |        427 | NS      | $10072.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                  | FERGUSON ENTERPRISES INC                                                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      45418 | NS      | $11843197.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.50000 12-18-24-30Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -17310000 | NC      | $266619.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                             | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                             | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     240025 | PA      | $240389.72     | 0.00%             | 2032-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                               | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3947521 | PA      | $4039350.66    | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A B 5.08% 01/16/2029 144A                        | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1508379.45    | 0.00%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                     | GLS AUTO RECEIVABLES ISSUER TR 2024-3A C 5.21% 02/18/2031 144A                           | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1521712.35    | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTVIEW REIT INC                                        | FRONTVIEW REIT INC                                                                       | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14395 | NS      | $238525.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZENAS BIOPHARMA INC                                       | ZENAS BIOPHARMA INC                                                                      | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60000 | NS      | $1581000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MIDEA GROUP CO LTD                                        | MIDEA GROUP CO LTD H                                                                     | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     383834 | NS      | $4457309.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLIDE INSURANCE HOLDINGS INC                              | SLIDE INSURANCE HOLDINGS INC                                                             | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      86305 | NS      | $1639795.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                    | SIRIUS XM HOLDINGS INC                                                                   | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     339146 | NS      | $7447646.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARDAERO INC                                          | STANDARDAERO INC                                                                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     200166 | NS      | $6165112.80    | 0.01%             |  |  |  | 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        |    3737678 | PA      | $2870012.84    | 0.00%             | 2047-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 4                               | OPTION ONE MTG LN TR 2007 4 STEP 04/25/2037                                              | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6690658 | PA      | $3688234.16    | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                               | PAGAYA AI DEBT TRUST 2024-3 6.258% 10/15/2031 144A                                       | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1388956 | PA      | $1390171.21    | 0.00%             | 2031-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 12/18/24 10Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -61510000 | NC      | $-1099607.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 12-18-24-20Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -260000 | NC      | $18898.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                   | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.48% 04/16/2029                                 | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $751297.73     | 0.00%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                          | PAGAYA AI DEBT GRANTOR TRUST 2024-8 A 5.331% 01/15/2032 144A                             | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     606737 | PA      | $608980.70     | 0.00%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                   | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.45% 03/15/2028                                 | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     108021 | PA      | $108041.02     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                   | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.64% 01/15/2030                                 | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $754720.20     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3            | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3 A1 VAR 07/25/2069 144A                    | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1908340 | PA      | $1912362.97    | 0.00%             | 2069-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM EUROPEAN CLO I DAC                                   | BBAM EUROPEAN CLO I DAC AR 3MEUR+87 07/22/2034 144A                                      | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1181600.00    | 0.00%             | 2034-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4               | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                       | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2690137 | PA      | $2462146.32    | 0.00%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UPSTREAM BIO INC                                          | UPSTREAM BIO INC                                                                         | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1268 | NS      | $9738.24       | 0.00%             |  |  |  | No            |                  1 | 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      | $111511.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2017-RPL3                    | CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 B1 VAR 08/01/2057 144A                            | CUSIP: 12651YAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     587033 | PA      | $578444.48     | 0.00%             | 2057-08-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                        | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                        | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4000000.00    | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                        | SANDSTONE PEAK LTD A1R TSFR3M+128 10/15/2034 144A                                        | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500000.00    | 0.00%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM EUROPEAN CLO                                         | BBAM EUROPEAN CLO A 3MEUR+92 01/15/2036 144A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1771513.80    | 0.00%             | 2036-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                             | BLACKROCK INC                                                                            | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     104051 | NS      | $110630144.73  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                       | TE CONNECTIVITY PLC                                                                      | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     551990 | NS      | $127040498.50  | 0.14%             |  |  |  | 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      | $1550776.55    | 0.00%             | 2031-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | CDX HY43 5Y ICE                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     851400 | NC      | $5149.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                      | MILL CITY MORTGAGE LOAN TRUST 2017-1 3.25% 11/25/2058 144A                               | CUSIP: 59981HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4560000 | PA      | $4466551.46    | 0.00%             | 2058-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                             | SCHAEFFLER AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EC               | CORP              | DE        |    1558199 | NS      | $19074499.80   | 0.02%             |  |  |  | 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        |    2303578 | PA      | $2312211.03    | 0.00%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                  | GLS AUTO SELECT RECEIVABLES TRUST 2024-4A B 4.5% 11/15/2030 144A                         | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2018899.60    | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTG FDG TR                                     | GREENPOINT MTG FDG TR 05-AR4 3A1 6.52303% 10/25/2045                                     | CUSIP: 39538WBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7861937 | PA      | $5966187.36    | 0.01%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTG FDG TR                                     | GREENPOINT MTG FDG TR 05-AR4 4A1A STEP 10/25/2045                                        | CUSIP: 39538WBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1115768 | PA      | $1054896.56    | 0.00%             | 2045-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                              | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                             | CUSIP: 61744CHP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     291349 | PA      | $299860.40     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                | LCM LOAN INCOME FUND I LTD B TSFR3M+171.161 04/20/2031 144A                              | CUSIP: 50189XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2183112 | PA      | $2184548.97    | 0.00%             | 2031-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                    | LENDMARK FUNDING TRUST 2024-2 4.47% 02/21/2034 144A                                      | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $702928.24     | 0.00%             | 2034-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                   | AMERIQUEST MTG SECS INC 04-R6 M4 STEP 07/25/2034                                         | CUSIP: 03072SSQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1371868 | PA      | $1193083.76    | 0.00%             | 2034-07-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                   | AMERIQUEST MTG SECS INC STEP 07/25/2034                                                  | CUSIP: 03072SRY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1488647 | PA      | $1490448.60    | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                              | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                             | CUSIP: 61744CGW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     715454 | PA      | $754970.32     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING and RESID ENTIAL FINANCE TRUST     | SPECIALTY UNDERWRIT and RESID FIN 04-BC1 M1 STEP 02/25/2035                              | CUSIP: 84751PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     385431 | PA      | $410700.28     | 0.00%             | 2035-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                         | BEAR STRNS ASSET BCKD SEC I TR STEP 02/25/2036                                           | CUSIP: 07387UDU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6244096 | PA      | $5798800.17    | 0.01%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TR                                   | NAVIENT STUDENT LOAN TR 3.48% 04/15/2060 144A                                            | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1809009 | PA      | $1713191.10    | 0.00%             | 2060-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                        | BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A                       | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4300000.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                        | BAIN CAPITAL CREDIT CLO 2020-3 LTD BRR TSFR3M+160 10/23/2034 144A                        | CUSIP: 05684CAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000000.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7        | CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7 TSFR1M+51.448 07/25/2037              | CUSIP: 12566XAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2475213 | PA      | $1977099.12    | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3              | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A A3 4.71% 04/17/2028 144A                   | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3009498.30    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2024-10                                 | JP MORGAN MORTGAGE TRUST 2024-10 A11 VAR 03/25/2055 144A                                 | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1667805 | PA      | $1672505.15    | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-8                         | VERUS SECURITIZATION TRUST 2024-8 A1 VAR 10/25/2069 144A                                 | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     733216 | PA      | $737875.71     | 0.00%             | 2069-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                    | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                          | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     839048 | PA      | $854664.75     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECS CORP HOME EQUITY LN TR SER AMQ 2007-HE2 | ASSET BCKD CORP HE AMQ 07-HE2 A4 STEP 05/25/2037                                         | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1234311 | PA      | $898029.15     | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 4                                          | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                          | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4502209.50    | 0.00%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                           | CASCADE MH ASSET TRUST 2024-MH1 5.695% 11/25/2056 144A                                   | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     892008 | PA      | $926649.64     | 0.00%             | 2056-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO XIV DAC                                 | ARES EUROPEAN CLO XIV DAC AR 3MEUR+103 10/21/2034 144A                                   | CUSIP: N/A<br>LEI: 635400CPKWIBFGMQTE81       | Long             | ABS-CBDO         | CORP              | IE        |    1531731 | PA      | $1810854.12    | 0.00%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     600000 | PA      | $609317.57     | 0.00%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                 | NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A                                         | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1595323 | PA      | $1606007.33    | 0.00%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC     | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A2R2 TSFR3M+160 01/25/2035 144A    | CUSIP: 28623VAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000488.00    | 0.00%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC     | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC BR2 TSFR3M+185 01/25/2035 144A     | CUSIP: 28623VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000560.00    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5             | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 4.62% 11/15/2028                           | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1079754 | PA      | $1081369.91    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4      | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 A3 4.72% 09/15/2028                 | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2540709 | PA      | $2545000.21    | 0.00%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2014-6            | JP MORGAN RESECUR TRUST SER 14-6 1A2 TSFR1M+32.448 07/27/2036 144A                       | CUSIP: 46643NAB1<br>LEI: 5493004MQHFTPQUDN572 | Long             | ABS-CBDO         | CORP              | US        |    5016580 | PA      | $4520600.62    | 0.00%             | 2036-07-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-2 DAC                  | PALMER SQUARE EUROPEAN LN FDG 2023-2 DAC B 3MEUR+185 05/15/2034 144A                     | CUSIP: N/A<br>LEI: 549300XJWVHAIRILDH71       | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2371338.86    | 0.00%             | 2034-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                      | ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A                                              | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     377892 | PA      | $381189.53     | 0.00%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP INC                             | EVERUS CONSTRUCTION GROUP INC                                                            | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     135720 | NS      | $16404476.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $1201137.60    | 0.00%             | 2033-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024                           | VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A                                   | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1543868 | PA      | $1558180.15    | 0.00%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC   | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC BR TSFR3M+165 10/20/2034 144A    | CUSIP: 05685AAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800000.00     | 0.00%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN TR                                | FIRST FRANKLIN MTG LOAN TR STEP 10/25/2034                                               | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1162404 | PA      | $1072165.18    | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC   | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A2R TSFR3M+145 10/20/2034 144A   | CUSIP: 05685AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800000.00     | 0.00%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDENTL AST SEC CORP MTG P-T                            | RESIDENTL AST SEC CORP MTG P-T STEP 06/25/2034                                           | CUSIP: 76110WYN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2521707 | PA      | $2453267.23    | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.48100 10-29-24-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     900000 | NC      | $1705.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC                                  | HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A                                    | CUSIP: N/A<br>LEI: 549300FO5F55WI5RCR50       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1655043.96    | 0.00%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XI LTD                                           | OFSI BSL XI LTD AR TSFR3M+127 04/20/2034 144A                                            | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1101039.50    | 0.00%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | COLOMBIA REPUBLIC OF 8.375% 11/07/2054                                                   | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1400000 | PA      | $1478400.00    | 0.00%             | 2054-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                          | SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     880102 | PA      | $890980.13     | 0.00%             | 2063-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                      | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3571166 | PA      | $3507325.94    | 0.00%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.46500 10-30-24-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     200000 | NC      | $139.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC                            | GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A                               | CUSIP: N/A<br>LEI: 635400MCCB6TWMK1AY05       | Long             | ABS-CBDO         | CORP              | IE        |    2200000 | PA      | $2608355.76    | 0.00%             | 2039-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                        | PRET 2024-NPL7 LLC VAR 10/25/2054 144A                                                   | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     979526 | PA      | $979981.51     | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                   | SMB PRIVATE EDUCATION LOAN TRUST 2024-F A1A 5.06% 03/16/2054 144A                        | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     486039 | PA      | $497011.55     | 0.00%             | 2054-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 11/25/2054                                    | CUSIP: 3137HHFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     433462 | PA      | $435103.26     | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT II DAC                           | INDIGO CREDIT MANAGEMENT II DAC B 3MEUR+210 07/15/2038 144A                              | CUSIP: N/A<br>LEI: 635400ZBUBZKOZYRMX14       | Long             | ABS-CBDO         | CORP              | IE        |    2500000 | PA      | $2957081.02    | 0.00%             | 2038-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                          | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1137890 | PA      | $1344531.05    | 0.00%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS PLN 4.93 11/04/24 5Y CME                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -3400000 | NC      | $-60304.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                         | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+116.448 11/25/2035                                 | CUSIP: 0738795F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2293285 | PA      | $2214781.45    | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                  | CENTEX HOME EQUITY LN TR STEP 09/25/2034                                                 | CUSIP: 152314LU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     573882 | PA      | $536774.53     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                              | SAXON ASSET SECURITIES TRUST STEP 08/25/2035                                             | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1978080 | PA      | $1844900.22    | 0.00%             | 2035-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 FM1                                         | GSAMP TR 2007 FM1 A1 STEP 12/25/2036                                                     | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     719152 | PA      | $385905.02     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                               | FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A                               | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     575312 | PA      | $575510.62     | 0.00%             | 2032-07-23      | Variable      | 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      | $7006.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1            | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064                          | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2587845 | PA      | $2547500.95    | 0.00%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                        | PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A                                                 | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2671989 | PA      | $2633975.55    | 0.00%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO IX DAC                                        | TIKEHAU CLO IX DAC AR 3MEUR+122 01/20/2037 144A                                          | CUSIP: N/A<br>LEI: 635400WF4D7I3IFMCZ19       | Long             | ABS-CBDO         | CORP              | IE        |     900000 | PA      | $1064115.28    | 0.00%             | 2037-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                     | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                       | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |    3200000 | PA      | $3792436.88    | 0.00%             | 2038-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC                  | PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC BR 3MEUR+165 05/15/2033 144A                    | CUSIP: N/A<br>LEI: 54930004WJL9ZPQZOM50       | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3549968.31    | 0.00%             | 2033-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                | 522 FUNDING CLO 2020-6 LTD A1R2 TSFR3M+120 10/23/2034 144A                               | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3253523.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                     | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                       | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2865091 | PA      | $2929339.71    | 0.00%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD                                        | ARES XXVII CLO LTD AR3 TSFR3M+115 10/28/2034 144A                                        | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000000.00    | 0.00%             | 2034-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVE 2024-3 LTD / ATLANTIC AVE 2024-3 LLC         | ATLANTIC AVE 2024-3 LTD / ATLANTIC AVE 2024-3 LLC A TSFR3M+126 01/20/2035 144A           | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2505800.00    | 0.00%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TR 2024-2                                  | PAGAYA AI DEBT TRUST 2024-2 A 6.319% 08/15/2031 144A                                     | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     951224 | PA      | $952117.10     | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                         | PRIMO BRANDS CORP A                                                                      | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     396472 | NS      | $8991984.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-7 LLC                                           | PRPM 2024-7 A1 LLC VAR 12/25/2029 144A                                                   | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2279747 | PA      | $2280797.72    | 0.00%             | 2029-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-5 LTD                        | BAIN CAPITAL CREDIT CLO 2021-5 LTD A1R TSFR3M+115 10/23/2034 144A                        | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4002360.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                        | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    3037874 | PA      | $3600552.06    | 0.00%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                             | FHLG 30YR 6% 12/01/2053#RJ0139                                                           | CUSIP: 3142GQEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48686 | PA      | $50179.19      | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 6.5% 04/01/2054#DB1377                                                         | CUSIP: 3140AAQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     481000 | PA      | $502469.16     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                              | UPSTART SECURITIZATION TRUST 7.92% 06/20/2033 144A                                       | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     925606 | PA      | $928974.10     | 0.00%             | 2033-06-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                  | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                   | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3506335.00    | 0.00%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                               | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                            | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7980000 | PA      | $8055124.20    | 0.01%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 5.5% 12/01/2054#MA5553                                                         | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168723 | PA      | $171639.43     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3           | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A                    | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     340993 | PA      | $341690.40     | 0.00%             | 2032-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.86500 11/20/24 10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2000000 | NC      | $61358.78      | 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        |    2605356 | PA      | $2629618.51    | 0.00%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERIMETER SOLUTIONS INC                                   | PERIMETER SOLUTIONS INC                                                                  | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4048 | NS      | $95047.04      | 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        |     232816 | PA      | $117310.63     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2015-B                               | SMB PRIVATE ED LN TR 2015-B 3.5% 12/17/2040 144A                                         | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-CBDO         | CORP              | US        |     188638 | PA      | $188442.80     | 0.00%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                       | ARISTA NETWORKS INC                                                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     998868 | NS      | $133348878.00  | 0.14%             |  |  |  | No            |                  1 | 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      | $4803931.20    | 0.01%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                               | MERRILL LYNCH MTGE INVS INC STEP 01/25/2035                                              | CUSIP: 59020UCQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3314462 | PA      | $3100992.73    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2015-R6             | MORGAN STANLEY RESECURITIZATION TRUST 2015-R6 STEP 07/26/2045 144A                       | CUSIP: 61690XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1857608 | PA      | $1841028.30    | 0.00%             | 2045-07-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XIV DAC                            | CVC CORDATUS LOAN FUND XIV DAC A1R 3MEUR+85 05/22/2032 144A                              | CUSIP: N/A<br>LEI: 635400UH3DTSYN3K2540       | Long             | ABS-CBDO         | CORP              | IE        |    1718211 | PA      | $2030630.03    | 0.00%             | 2032-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                    | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1251926 | PA      | $1259574.23    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                    | CUSIP: 3137HHKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3423965 | PA      | $3448177.37    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-8 LLC                                           | PRPM 2024-8 LLC 5.897% 12/25/2029 144A                                                   | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3280873 | PA      | $3282441.55    | 0.00%             | 2029-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT ASSET BACKED CTFS WMABS SER 2006 HE3 TR    | WASHINGTON MUT ABC SR 06HE3 TR STEP 08/25/2036                                           | CUSIP: 93934MAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2781684 | PA      | $1828393.69    | 0.00%             | 2036-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTG SECS TR 2007 1                              | NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037                                             | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1625954 | PA      | $1587226.93    | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 NC1                                         | GSAMP TR 2007 NC1 STEP 12/25/2046                                                        | CUSIP: 3622MGAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1466301 | PA      | $731457.58     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 NC1                                         | GSAMP TR 2007 NC1 STEP 12/25/2046                                                        | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1046784 | PA      | $557605.99     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                           | ARGENT SECS INC STEP 11/25/2035                                                          | CUSIP: 040104PC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1922110 | PA      | $1891689.16    | 0.00%             | 2035-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACE SEC CORP HOME EQUITY LN TR                            | ACE SEC CORP HOME EQUITY LN TR STEP 08/25/2035                                           | CUSIP: 004421RH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     207142 | PA      | $208581.61     | 0.00%             | 2035-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                               | MERRILL LYNCH MTGE INVS INC STEP 07/25/2035                                              | CUSIP: 59020UMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5201771 | PA      | $5254543.90    | 0.01%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                              | MORGAN STANLEY ABS CAP I INC STEP 12/25/2034                                             | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     316101 | PA      | $304471.94     | 0.00%             | 2034-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2007 1                      | RENAISSANCE HOME EQ LN TR 07 1 STEP 04/25/2037                                           | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4153493 | PA      | $1025794.03    | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD           | CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD ARRR TSFR3M+109 07/20/2034 144A          | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4602001.00    | 0.00%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                           | ARGENT SECS INC STEP 01/25/2034                                                          | CUSIP: 040104EN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     256209 | PA      | $248817.20     | 0.00%             | 2034-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                            | TECHTARGET INC                                                                           | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12389 | NS      | $43485.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK PL SECS INC                                          | PARK PL SECS INC STEP 09/25/2034                                                         | CUSIP: 70069FBV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     435047 | PA      | $424940.13     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2021-3 LTD                                     | ICG US CLO 2021-3 LTD AR TSFR3M+115 10/20/2034 144A                                      | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4799841.60    | 0.01%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                         | PAGAYA AI DEBT GRANTOR TRUST 2024-11 5.637% 07/15/2032 144A                              | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     581552 | PA      | $586342.40     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                         | PAGAYA AI DEBT GRANTOR TR 2024-11 A 5.092% 07/15/2032 144A                               | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     744355 | PA      | $747980.15     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN SEASONED MTG TR 2024-1                         | J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A                              | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1669210 | PA      | $1661202.72    | 0.00%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 4% 11/01/2054#DC2693                                                           | CUSIP: 3140AP7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     668625 | PA      | $650622.95     | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL9 LLC                                        | PRET 2024-NPL9 LLC 5.8514% 12/25/2054 144A                                               | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-CBDO         | CORP              | US        |    2349356 | PA      | $2351120.45    | 0.00%             | 2054-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                               | E-MINI RUSS 2000 FUT MAR26 RTYH6                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         45 | NC      | $106653.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                               | S and P MID 400 EMINI FUT MAR26 FAH6                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          6 | NC      | $96062.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                 | APTIV PLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     147889 | NS      | $10875757.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 5.34% 10/01/2032#                                                              | CUSIP: 3140NW5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3098397 | PA      | $3293094.17    | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 5.73% 11/01/2030#BZ2671                                                        | CUSIP: 3140NW6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1998000 | PA      | $2134129.53    | 0.00%             | 2030-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 5.24% 01/01/2034#BZ2691                                                        | CUSIP: 3140NW7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6106000 | PA      | $6522684.43    | 0.01%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                                 | BROOKFIELD RENEWABLE CORP                                                                | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      14648 | NS      | $625909.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP                            | BROOKFIELD INFRASTRUCTURE CORP                                                           | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      30201 | NS      | $1506425.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GA GLOBAL FUNDING TRUST                                   | GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A                                             | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405530.70     | 0.00%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| F and G GLOBAL FUNDING                                    | F and G GLOBAL FUNDING 5.875% 01/16/2030 144A                                            | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206038.12     | 0.00%             | 2030-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTG LN TR 2007-AR1                           | INDYMAC IMSC MTG LN TR 2007-AR1 VAR 06/25/2037                                           | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     905869 | PA      | $547195.44     | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST LN SECURITIZATION TR 2007-1                     | EQUIFIRST LN SECURITIZN TR 071 STEP 04/25/2037 144A                                      | CUSIP: 29445UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     908351 | PA      | $860515.12     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.25000 03/19/25 7Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -24960000 | NC      | $-1079590.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS                                          | SMITHFIELD FOODS INC                                                                     | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |     160400 | NS      | $3990752.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MTG TR 2025 CES1                                     | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                             | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3419624 | PA      | $3456548.23    | 0.00%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORT LOAN TR                               | MORGAN STANLEY MORT LOAN TR 2005-9AR 1A TSFR1M+40.448 12/25/2035                         | CUSIP: 61748HQW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1143875 | PA      | $840926.82     | 0.00%             | 2035-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                         | MF1 2025-FL17 LLC AS TSFR1M+157.2 02/18/2040 144A                                        | CUSIP: 55287HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4998438.00    | 0.01%             | 2040-02-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MNTN INC                                                  | MNTN INC                                                                                 | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1200 | NS      | $11712.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $1785027.60    | 0.00%             | 2032-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 5.65% 10/01/2030#BZ3018                                                        | CUSIP: 3140NXK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1904187 | PA      | $2030436.01    | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.00000 03-19-25-2Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -11680000 | NC      | $-51200.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.25000 03-19-25-30Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -30710000 | NC      | $-169812.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.25000 03-19-25-10y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -19940000 | NC      | $-864717.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                           | SANDISK CORPORATION                                                                      | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     223229 | NS      | $141830777.44  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SAILPOINT INC                                             | SAILPOINT INC                                                                            | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     522686 | NS      | $7369872.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.40000 02-12-25-10Y LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -400000 | NC      | $7339.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1                                            | EFMT 2025-CES1 5.726% 01/25/2060 144A                                                    | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-CBDO         | CORP              | US        |    1666342 | PA      | $1688399.50    | 0.00%             | 2060-01-25      | Fixed         | 0.06%                 | 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      | $-243352.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 12 LTD                           | ANCHORAGE CREDIT FUNDING 12 LTD A1 3.177% 10/25/2038 144A                                | CUSIP: 03332DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     570851 | PA      | $555685.33     | 0.00%             | 2038-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING II LTD                              | ROMARK CREDIT FUNDING II LTD A 2.625% 10/25/2039 144A                                    | CUSIP: 77588JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $381631.60     | 0.00%             | 2039-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 3 LTD                            | ANCHORAGE CREDIT FUNDING 3 LTD A1R 2.871% 01/28/2039 144A                                | CUSIP: 03330EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $482249.00     | 0.00%             | 2039-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 12/25/2054                                    | CUSIP: 3137HHLU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     789109 | PA      | $798296.29     | 0.00%             | 2054-12-25      | 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      | $312799.21     | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                             | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402797.90     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-4.00000 02/26/25-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -650000 | NC      | $-26556.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KESTRA MEDICAL TECHNOLOGIES INC                           | KESTRA MEDICAL TECHNOLOGIES INC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      42000 | NS      | $977760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    3025359 | PA      | $3042701.73    | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.89000 03-03-25-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -350000 | NC      | $-11299.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                    | EQUIPMENTSHARE.COM INC                                                                   | CUSIP: 29445S100<br>LEI: 254900PWJK48CGPKPI80 | Long             | EC               | CORP              | US        |      85600 | NS      | $2484112.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $-26915.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CR FDG 13 LTD / LLC                             | ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A                                  | CUSIP: 03290AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $288237.60     | 0.00%             | 2039-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CR FDG 4 LTD / LLC                              | ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A                                   | CUSIP: 03329TAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $287361.60     | 0.00%             | 2039-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.87000 03-05-25-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-24585.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 5.2% 03/01/2035 144A                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207092.49     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.42000 03/07/25 10Y LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-8480.39      | -0.00%            |  |  |  | No            |                  2 | 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      | $-23386.25     | -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        |    7008413 | PA      | $3939475.44    | 0.00%             | 2037-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED CTFS SER 07-WMC1                             | ASSET BACKED CTFS SER 07-WMC1 STEP 06/25/2037                                            | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800893 | PA      | $577668.88     | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.46000 03-1-25-10Y LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-6895.70      | -0.00%            |  |  |  | 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      | $105624.05     | 0.00%             | 2032-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                        | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                 | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1837223 | PA      | $1802076.59    | 0.00%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.50000 09-17-25-30Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   18960000 | NC      | $280741.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.75000 09/17/25 10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -36400000 | NC      | $-712804.30    | -0.00%            |  |  |  | No            |                  2 | 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      | $-1.83         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.93000 03-24-25-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -2200000 | NC      | $-77610.67     | -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      | $-307.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CE34                             | RCKT MORTGAGE TRUST 2025-CE34 5.553% 03/25/2055 144A                                     | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2352322 | PA      | $2378927.34    | 0.00%             | 2055-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.88400 03-25-25-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-22179.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE MTG ACCEP CORP                                | RENAISSANCE MTG ACCEP CORP STEP 11/25/2035                                               | CUSIP: 75970NBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     162907 | PA      | $150486.45     | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | CDX IG44 5Y ICE SWAP 06/20/2030                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    3500000 | NC      | $-7982.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | INF SWAP US IT 2.5025 03/25/25-5Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   14780000 | NC      | $-81785.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLARNA GROUP PLC                                          | KLARNA GROUP PLC                                                                         | CUSIP: N/A<br>LEI: 636700HER4JIK7GZUN17       | Long             | EC               | CORP              | GB        |      79002 | NS      | $1071267.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INDYMAC ABS INC                                           | INDYMAC ABS INC STEP 10/25/2035                                                          | CUSIP: 456606HW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1927335.40    | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TR                                              | LEHMAN XS TR STEP 12/25/2035                                                             | CUSIP: 525221EM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2379187 | PA      | $2248342.77    | 0.00%             | 2035-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                               | PAGAYA AI DEBT TRUST 2024-3 7.297% 10/15/2031 144A                                       | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1869093 | PA      | $1871402.18    | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECS TR 2007-2                                | SAXON ASSET SECS TR 2007-2 STEP 05/25/2047                                               | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     459184 | PA      | $343156.85     | 0.00%             | 2047-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LN 2007-PA3                       | WELLS FARGO ALTRN LN 2007-PA3 5.75% 07/25/2037                                           | CUSIP: 94985GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     278530 | PA      | $243380.15     | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                            | EFMT 2025-CES2 5.655% 02/25/2060 144A                                                    | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-CBDO         | CORP              | US        |    1680913 | PA      | $1702573.51    | 0.00%             | 2060-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | INF SWAP US IT 2.515 03-27-25-5Y LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   20100000 | NC      | $-127170.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.52 03/27/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     400000 | NC      | $-3417.56      | -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      | $2814722.30    | 0.00%             | 2039-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA GLOBAL FUNDING TRUST 5.5% 04/01/2032 144A                                             | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202446.77     | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.40000 04/09/25 5Y LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -1800000 | NC      | $-8454.39      | -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      | $3006.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                       | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  620000000 | PA      | $3274786.28    | 0.00%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | SPTR 04/08/26 ROYALBK 55 BPS 0 BPS BF                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1078 | NC      | $-181204.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEBULL CORP                                               | WEBULL CORP                                                                              | CUSIP: N/A<br>LEI: 213800YKAMJ8BY75D995       | Long             | EC               | CORP              | KY        |      65564 | NS      | $380926.84     | 0.00%             |  |  |  | No            |                  1 | 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      | $2002.81       | 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      | $-2361.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTEGRITY INSURANCE GROUP INC                    | AMERICAN INTEGRITY INSURANCE GROUP INC                                                   | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |      14835 | NS      | $302040.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCLE INTERNET GROUP INC                                 | CIRCLE INTERNET GROUP INC A                                                              | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |      13939 | NS      | $1163070.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEGRITY SPECIALTY HOLDINGS                               | ATEGRITY SPECIALTY HOLDINGS LLC                                                          | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |       6014 | NS      | $133029.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.45000 05/05/25 10Y LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -200000 | NC      | $3281.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIONSGATE STUDIOS CORP                                    | LIONSGATE STUDIOS CORP                                                                   | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      27051 | NS      | $243459.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.75000 05/07/25-10Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2500000 | NC      | $52123.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/14/2026                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4102000 | PA      | $4072138.59    | 0.00%             | 2026-05-14      | Fixed         | 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      | $-368694.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2200000 | NC      | $2627.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 13.9271 05/08/25 01/04/27 CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   37800000 | NC      | $-9441.52      | -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      | $-988.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   28300000 | NC      | $30821.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 14.0087 05/12/25 01/04/27 CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    7800000 | NC      | $-348.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIELDSTONE MTG INVT CORP                                  | FIELDSTONE MTG INVT CORP STEP 02/25/2035                                                 | CUSIP: 31659TCS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3946639 | PA      | $2602062.32    | 0.00%             | 2035-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB CORP                                           | ROCKET LAB CORP                                                                          | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      79605 | NS      | $5500705.50    | 0.01%             |  |  |  | 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        |    3352707 | PA      | $1856554.34    | 0.00%             | 2036-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RALLIANT CORP                                             | RALLIANT CORP                                                                            | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |       4221 | NS      | $193701.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SERIES 2006-QS14 TRUST                               | RALI SERIES 2006-QS14 TRUST QS14 A1 6.5% 11/25/2036                                      | CUSIP: 74922GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     626299 | PA      | $533956.99     | 0.00%             | 2036-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR 4.04638 09/02/25 27Y* LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    7100000 | NC      | $158584.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-4.0535* 09/02/25 27Y* LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    7390000 | NC      | $173918.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MTG LN TR SER 2006 NC2                         | CARRINGTON MTG LN TR 06 NC2 A4 TSFR1M+59.448 06/25/2036                                  | CUSIP: 14453FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1892509 | PA      | $1857054.63    | 0.00%             | 2036-06-25      | Variable      | 0.04%                 | 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        |   40800000 | PA      | $13013740.69   | 0.01%             | 2035-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                | CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA 9.7% 03/05/2045 144A                          | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     700000 | PA      | $225856.93     | 0.00%             | 2045-03-05      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| EUREX DEUTSCHLAND                                         | EURO-OAT FUTURE MAR26 OATH6                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -531 | NC      | $-1328163.11   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECS TR 2007-3                                | SAXON ASSET SECS TR 2007-3 TSFR1M+91.448 09/25/2047                                      | CUSIP: 80557BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $820303.40     | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                         | EURO-BUND FUTURE MAR26 RXH6                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        487 | NC      | $767359.44     | 0.00%             |  |  |  | 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        |    1192136 | PA      | $1155133.55    | 0.00%             | 2035-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                  | JPN 10Y BOND(OSE) FUT MAR26 JBH6                                                         | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        -51 | NC      | $143755.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                  | SOUTH AFRICA REPUBLIC OF 0% 06/17/2026                                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    7000000 | PA      | $431431.14     | 0.00%             | 2026-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT CSTR 07/25/2054                                           | CUSIP: 3137HLY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2819723 | PA      | $2756932.73    | 0.00%             | 2054-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 02/25/2055                                       | CUSIP: 3137HLS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     694867 | PA      | $700229.44     | 0.00%             | 2055-02-25      | 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 5557 FM SOFR30A+ 07/25/2055                               | CUSIP: 3137HLZ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     441514 | PA      | $444198.99     | 0.00%             | 2055-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 09-17-25-10Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -63980000 | NC      | $-1589980.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 09-17-25-10Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -16920000 | NC      | $-86374.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEBI SCHMIDT HOLDING AG                                   | AEBI SCHMIDT HOLDING AG                                                                  | CUSIP: N/A<br>LEI: 506700TN58RT735OV464       | Long             | EC               | CORP              | CH        |      29627 | NS      | $427221.34     | 0.00%             |  |  |  | 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      | $205184.70     | 0.00%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                              | WASHINGTON MUT MTG SECS CORP 5.5% 05/25/2035                                             | CUSIP: 9393364Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1049300 | PA      | $960152.20     | 0.00%             | 2035-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                 | VIPER ENERGY PARTNERS LLC 5.7% 08/01/2035                                                | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     800000 | PA      | $829872.00     | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | 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      | $4626221.06    | 0.01%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 09/17/25 5Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $17767.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                                  | BLUEPRINT MEDICINES CORP CVR                                                             | CUSIP: N/A<br>LEI: 5299004CC60O9T5HVM83       | Long             | EC               | CORP              | US        |      24629 | NS      | $0.25          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIGMA INC                                                 | FIGMA INC-CL A                                                                           | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |     351213 | NS      | $10322150.07   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $5406000.00    | 0.01%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.25% 08/15/2035                                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     522000 | PA      | $534968.44     | 0.00%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIVOTAL SOFTWARE INC                                      | PIVOTAL SOFTWARE INC CVR                                                                 | CUSIP: 725ESC016<br>LEI: 549300ICCDQMMPQZNY30 | Long             | EC               | CORP              | US        |     182200 | NS      | $1.82          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 08/25/2055                                    | CUSIP: 3137HMGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4157140 | PA      | $4192019.18    | 0.00%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                              | SUPERNUS PHARMACEUTICALS-CVR                                                             | CUSIP: N/A<br>LEI: 549300GRM36VBKISYJ58       | Long             | EC               | CORP              | US        |      66500 | NS      | $0.67          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | ORO FWD USD 10Y P 4.48500 L 07/31/35 JPM                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |   23100000 | NC      | $1809218.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                   | ORO FWD USD 10Y C 4.485 L 07/31/35 JPM                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              | CORP              | GB        |   23100000 | NC      | $1913713.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS INC                          | MIAMI INTERNATIONAL HOLDINGS INC                                                         | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      28721 | NS      | $1223514.60    | 0.00%             |  |  |  | No            |                  1 | 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      | $1182381.03    | 0.00%             | 2039-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT SKYDANCE CORP                                   | PARAMOUNT SKYDANCE CORP                                                                  | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        775 | NS      | $10470.25      | 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      | $3802.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 10Y C 2.97200 L 08/04/26 BOA                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $3593.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                            | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055                                    | CUSIP: 3136BWL46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4159862 | PA      | $4189784.15    | 0.00%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 10Y C 2.96500 L 08/05/26 BOA                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $3544.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 10Y C 3.21500 L 08/05/26 BOA                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $3746.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO FWD USD 10Y P 4.427 L 08/06/35 BOA                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $271120.45     | 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      | $274958.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 03/25/2055                                    | CUSIP: 3137HKCY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4333686 | PA      | $4362897.61    | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | ORO USD 10Y C 3.24500 08/07/26 JPM                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $4131.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                   | ORO USD 10Y C 2.995 L 08/07/26 JPM                                                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              | CORP              | GB        |    1300000 | NC      | $4259.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 03/25/2055                                    | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1896892 | PA      | $1907916.68    | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                               | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     335000 | PA      | $348452.34     | 0.00%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | SAUDI ARABIA GOVT EM SP JPM                                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    2800000 | NC      | $-34064.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055                | CUSIP: 38381PHD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1278242 | PA      | $1291053.65    | 0.00%             | 2055-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR GBP SONIO-3.75000 09-17-25-5Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   79200000 | NC      | $1523329.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO FWD USD 10Y C 4.65600 L 08/20/35 BOA                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $301092.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO FWD USD 10Y P 4.656 L 8/20/35 BOA                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $252372.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC ECAL USD VS HKD @ 7.85 BOA                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |  -19200000 | NC      | $-6847.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC CAL USD VS HKD @ 7.8 BOA                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |   19200000 | NC      | $16337.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.50000 03/18/26 5Y LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     270000 | NC      | $963.17        | 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      | $1252203.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | OTC ECAL USD VS HKD @ 7.8 GLM                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |    4900000 | NC      | $4169.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                  | ORO FWD USD 10Y 4.6275 L 08/21/35 DUB                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   11400000 | NC      | $997621.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | OTC ECAL USD VS HKD @ 7.85 GLM                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |   -4900000 | NC      | $-1747.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC ECAL USD VS HKD @ 7.85 BOA                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |  -48300000 | NC      | $-17833.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | ORO FWD USD 30Y P 4.11 L 8/23/27 GLM                                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |   37400000 | NC      | $1934763.34    | 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      | $2281691.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC ECAL USD VS HKD @ 7.8 BOA                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |   48300000 | NC      | $40485.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                  | ORO FWD USD 1Y P 3.1625 L 8/23/27 DUB                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  738000000 | NC      | $2529148.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                  | ORO FWD USD 1Y C 3.16250 L 08/23/27 DUB                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  738000000 | NC      | $3554879.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS ZAR 7.20500 08-26-25-6Y* CME                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -53560000 | NC      | $-27471.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYCAMORE PARTNERS LLC                                     | SYCAMORE PARTNERS LLC CVR RT                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     304719 | NS      | $164548.26     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO FWD USD 10Y C 4.693 L 08/27/35 BOA                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5100000 | NC      | $458074.35     | 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      | $374288.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                            | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055                                    | CUSIP: 3136BW7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6865678 | PA      | $6917755.72    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                            | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055                                    | CUSIP: 3136BXKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6726357 | PA      | $6806534.80    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                            | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055                                       | CUSIP: 3136BXEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7528790 | PA      | $7586963.68    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 09/25/2055                                       | CUSIP: 3137HMXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4246627 | PA      | $4274882.63    | 0.00%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG 5580 FA SOFR30A+ 09/25/2055                                          | CUSIP: 3137HMXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5843673 | PA      | $5886552.34    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT 5580 FC SOFR30A+110 09/25/2055                            | CUSIP: 3137HMXP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    9138238 | PA      | $9199044.81    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Sayona Mining Limited                                     | SAYONA MINING LTD                                                                        | CUSIP: 805700101<br>LEI: 5299007N8RQDP4IN4F31 | Long             | EC               | CORP              | AU        |       2955 | NS      | $175615.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                     | RFR GBP SONIO-4.50000 09/17/25 30Y LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -4800000 | NC      | $-348664.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR GBP SONIO-4.000 09/17/25 10Y LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    9500000 | NC      | $424753.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 13.245 09/02/25 01/02/29 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   88000000 | NC      | $123662.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | ORO FWD USD 30Y P 4.11000 L 08/23/27 BRC                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |   12900000 | NC      | $667338.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | ORO FWD USD 30Y C 4.11000 L 08/23/27 BRC                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    9900000 | NC      | $789816.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC EPUT USD VS ZAR @ 17.0 BOA                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |  -10890000 | NC      | $-751456.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC EPUT USD VS ZAR @ 18.0 BOA                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |    5440000 | NC      | $663786.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGURE TECHNOLOGY SOLUTIONS INC                           | FIGURE TECHNOLOGY SOLUTIONS INC A                                                        | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     394400 | NS      | $9970432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLMC MFD HSG COP GTD (FREDMAC                            | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702                                                   | CUSIP: 3142GUDG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     930063 | PA      | $989048.34     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                   | FHLM 30YR 6.5% 01/01/2055#RJ3342                                                         | CUSIP: 3142GTWC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1051300 | PA      | $1117317.66    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                   | FHLM 30YR 6.5% 02/01/2055#RJ3573                                                         | CUSIP: 3142GT6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1111903 | PA      | $1182420.59    | 0.00%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | FANNIEMAE 30YR 6.5% 07/01/2054#FA0713                                                    | CUSIP: 3140W0YK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1296505 | PA      | $1372255.60    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                             | FHLG 30YR 6.5% 08/01/2054#SD7277                                                         | CUSIP: 3132DVCN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2182680 | PA      | $2311064.67    | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 30YR 6.5% 12/01/2053#FS6765                                                         | CUSIP: 3140XNQT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1731679 | PA      | $1839339.69    | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 12/17/25-7Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -14100000 | NC      | $23802.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 12/17/25 5Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -47290000 | NC      | $-165118.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                               | AUST 10Y BOND FUT MAR26 XMH6                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        199 | NC      | $182856.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | US ULTRA BOND CBT FUT JUN26 WNM6                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -10 | NC      | $-10929.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | US 10YR ULTRA FUT JUN26 UXYM6                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        265 | NC      | $173819.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSI ASSET SECURITIZATION CORP TR                          | HSI ASSET SECURITIZTN CORP 06-0PT1 M4 TR STEP 12/25/2035                                 | CUSIP: 40430HDH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2411123.70    | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | CDX IG45 5Y ICE 12/20/2030                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -184910000 | NC      | $79300.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       1769 | NC      | $619874.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        690 | NC      | $170147.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS PLN 4.13600 09-30-25-4Y* CME                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -7100000 | NC      | $-46353.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+85 09/20/2055                           | CUSIP: 38383BBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3636422 | PA      | $3645598.87    | 0.00%             | 2055-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 5Y C 3.23 L 03/30/26 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   13200000 | NC      | $54985.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y P 3.758 L 3/30/26 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    6600000 | NC      | $1106.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | CDX HY45 5Y ICE                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    5445000 | NC      | $-4189.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+ 09/20/2075                             | CUSIP: 38384LXG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6998162 | PA      | $7062884.00    | 0.01%             | 2075-09-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                 | GNII II 4% 03/01/2056 #TBA                                                               | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -19290000 | PA      | $-18553814.51  | -0.02%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                 | GNII II 4% 03/01/2056 #TBA                                                               | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19290000 | PA      | $18553814.51   | 0.02%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                 | GNII II 4.5% 03/01/2056 #TBA                                                             | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3220000 | PA      | $3181022.22    | 0.00%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                 | GNII II 4.5% 03/01/2056 #TBA                                                             | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -3220000 | PA      | $-3181022.22   | -0.00%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 4% 03/01/2056 #TBA                                                             | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   88600000 | PA      | $86118508.92   | 0.09%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 4% 03/01/2056 #TBA                                                             | CUSIP: 01F040636<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -50610000 | PA      | $-49192525.24  | -0.05%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 4.5% 03/01/2056 #TBA                                                           | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57400000 | PA      | $56758732.94   | 0.06%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 4.5% 03/01/2056 #TBA                                                           | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -28700000 | PA      | $-28379366.47  | -0.03%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 5% 03/01/2056 #TBA                                                             | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   98310000 | PA      | $98755462.27   | 0.11%             | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 5% 03/01/2056 #TBA                                                             | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -98310000 | PA      | $-98755462.27  | -0.11%            | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 5.5% 03/01/2056 #TBA                                                           | CUSIP: 01F052631<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -59890000 | PA      | $-60853857.68  | -0.07%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 5.5% 03/01/2056 #TBA                                                           | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59890000 | PA      | $60853857.68   | 0.07%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 6% 03/01/2056 #TBA                                                             | CUSIP: 01F060634<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -162895000 | PA      | $-167088275.67 | -0.18%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 6% 03/01/2056 #TBA                                                             | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  162895000 | PA      | $167088275.67  | 0.18%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 6.5% 03/01/2056 #TBA                                                           | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  157285000 | PA      | $163336792.03  | 0.18%             | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 6.5% 03/01/2056 #TBA                                                           | CUSIP: 01F062630<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -157285000 | PA      | $-163336792.03 | -0.18%            | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/09/2026                                                                  | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21200000 | PA      | $21118936.50   | 0.02%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | CDX ITRAXX XOV44 5Y 35-100% SP JPM                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |   10830000 | NC      | $2569095.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.50000 12-17-25-2Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  145590000 | NC      | $95742.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.75000 12-17-25-10Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   13290000 | NC      | $172697.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR -3.75000 12-17-25- 30Y CME                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1540000 | NC      | $26211.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 1Y P4.0930 L 01/04/27 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  131500000 | NC      | $25965.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK KAZAKHSTAN JSC                             | DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A                                      | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  210000000 | PA      | $432170.31     | 0.00%             | 2028-10-16      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | CDX ITRAXX XOV44 5Y 35-100% SP BOA                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |    3220000 | NC      | $763849.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y P 3.6460 L 04/15/26 BOA                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   -9900000 | NC      | $-11201.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y C 3.14600 L 04/15/26 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    8300000 | NC      | $20267.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/23/2026                                                                  | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $198957.11     | 0.00%             | 2026-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | BEIGNET INVESTOR LLC 6.581% 05/30/2049 144A                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5523033.46    | 0.01%             | 2049-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SAUDI ARABIA GOVT EM SP BRC                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |    1300000 | NC      | $-18478.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                           | SOLSTICE ADVANCED MATERIALS INC                                                          | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      27159 | NS      | $2132253.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT 5537 FA SOFR30A+130 05/25/2055                            | CUSIP: 3137HLBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2912190 | PA      | $2931404.84    | 0.00%             | 2055-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | QNITY ELECTRONICS INC                                                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      80971 | NS      | $10263883.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | BROADCOM INC 3.419% 04/15/2033                                                           | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $936648.33     | 0.00%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                 | CWALT INC TSFR1M+ 03/25/2035                                                             | CUSIP: 12667F3B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3230178 | PA      | $1777617.16    | 0.00%             | 2035-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | CDX ITRAXX XOV44 5Y 35-100% SP BPS                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    6890000 | NC      | $1634447.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXZEO GROUP INC                                           | EXZEO GROUP INC                                                                          | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     292394 | NS      | $4900523.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UST BILLS                                                 | UST BILLS 0% 04/30/2026                                                                  | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3100000 | PA      | $3081544.89    | 0.00%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.1500 08/25/27 1Y LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   10800000 | NC      | $34147.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-4.11000 8/25/27 30Y LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -3300000 | NC      | $-54039.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | INF SWAP US IT 2.48 10-29-25-10Y LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   10000000 | NC      | $-88436.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 03/03/2026                                                                  | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2999699.43    | 0.00%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | INF SWAP US IT 2.42375 10/30/25 30Y LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    6800000 | NC      | $-50139.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | INF SWAP US IT 2.4825 11-30-23-10Y LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   17200000 | NC      | $-142161.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                            | FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055                           | CUSIP: 3136BXY40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7317068 | PA      | $7359793.72    | 0.01%             | 2055-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-H20 FA SOFR30A+77 09/20/2075                 | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9086876 | PA      | $9160977.04    | 0.01%             | 2075-09-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-H21 FA SOFR30A+70 10/20/2075                 | CUSIP: 38384LXQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5062776 | PA      | $5082157.01    | 0.01%             | 2075-10-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/07/2026                                                                  | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1145000 | PA      | $1137443.00    | 0.00%             | 2026-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC                                               | MEDLINE INC                                                                              | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |     126803 | NS      | $6024410.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                 | GNII II 4% 04/01/2056 #TBA                                                               | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19290000 | PA      | $18546279.84   | 0.02%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                 | GNII II 4.5% 04/01/2056 #TBA                                                             | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3220000 | PA      | $3177123.12    | 0.00%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 4% 04/01/2056 #TBA                                                             | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50610000 | PA      | $49050184.62   | 0.05%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 5% 04/01/2056 #TBA                                                             | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   89200000 | PA      | $89513600.44   | 0.10%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 5.5% 04/01/2056 #TBA                                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59890000 | PA      | $60807065.63   | 0.07%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 6% 04/01/2056 #TBA                                                             | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  162895000 | PA      | $167069200.66  | 0.18%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                      | UMBS 30YR 6.5% 04/01/2056 #TBA                                                           | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  157285000 | PA      | $163422811.20  | 0.18%             | 2056-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-2R                                       | CSMC SERIES 2014-2R 12A3 CSTR 04/27/2037 144A                                            | CUSIP: 12648EDW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2240301 | PA      | $2160776.23    | 0.00%             | 2037-04-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | CDX ITRAXX XOV44 5Y 35-100% SP CBK                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |    4831400 | NC      | $1146105.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 03/10/2026                                                                  | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99919.41      | 0.00%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR JPY MUTK-2.50000 12/17/25 30Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | 1760000000 | NC      | $463800.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | FANNIEMAE 30YR 5% 12/01/2054#FA0032                                                      | CUSIP: 3140W0BA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1169796 | PA      | $1188693.91    | 0.00%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                             | FHLG 30YR 5% 01/01/2055#SL0207                                                           | CUSIP: 31427MGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     913966 | PA      | $928731.19     | 0.00%             | 2055-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 03/17/2026                                                                  | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $798791.61     | 0.00%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/21/2026                                                                  | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $2678488.99    | 0.00%             | 2026-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORGENT POWER SOLUTIONS INC                               | FORGENT POWER SOLUTIONS INC                                                              | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     152895 | NS      | $5258059.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYFRONT IABS VII PTE LTD                                 | BAYFRONT IABS VII PTE LTD A SOFR+128 04/11/2048 144A                                     | CUSIP: N/A<br>LEI: 213800DAFLLBYWNXMG91       | Long             | ABS-CBDO         | CORP              | SG        |    2700000 | PA      | $2701922.40    | 0.00%             | 2048-04-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/28/2026                                                                  | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1480000 | PA      | $1467184.35    | 0.00%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS PLN 4.685 12-02-30-5Y CME                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -800000 | NC      | $-734.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS CZK 4.48500 12/02/30 5Y CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    4400000 | NC      | $2528.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS PLN 4.72250 12-01-30-5Y CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -5100000 | NC      | $-7938.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS CZK 4.52250 12/01/30 5Y CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   28380000 | NC      | $19625.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y C 3.317 L 03/02/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   15200000 | NC      | $10505.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y P 3.61700 L 03/02/26 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -16700000 | NC      | $-0.50         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/07/2026                                                                  | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     817000 | PA      | $814035.31     | 0.00%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | PEMEX LA SP CBK 12/20/26                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |     100000 | NC      | $-514.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNUM ICE CREAM CO BV/THE                                | MAGNUM ICE CREAM CO BV/THE                                                               | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |     134487 | NS      | $2134308.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VERSANT MEDIA GROUP INC                                   | VERSANT MEDIA GROUP INC - A                                                              | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |      58214 | NS      | $1939690.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.64000 03-31-36-9Y* LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -30100000 | NC      | $-610140.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y C 3.19400 L 03/04/26 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3100000 | NC      | $264.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YORK SPACE SYSTEMS INC                                    | YORK SPACE SYSTEMS INC                                                                   | CUSIP: 987084100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     201214 | NS      | $5151078.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/14/2026                                                                  | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3795000 | PA      | $3778545.53    | 0.00%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 06/18/2026                                                                  | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $296787.90     | 0.00%             | 2026-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL14 LLC                                       | PRET 2025-NPL14 LLC 5.27% 12/25/2055 144A                                                | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     973858 | PA      | $974126.45     | 0.00%             | 2055-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | CDX.O P 0.65 IG45 5Y V1 I 05/20/26 GST                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |  259100000 | NC      | $458819.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | CDX.O C 0.525 IG45 5Y V1 I 05/20/26 GST                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        | -170200000 | NC      | $-151532.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/21/2026                                                                  | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13995000 | PA      | $13924636.22   | 0.02%             | 2026-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 12.975 12/16/25-01/02/29 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   81800000 | NC      | $79066.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2014-10                     | CMLTI 2014-10 30YR 3.71245% 11/25/2036#0XXXX0                                            | CUSIP: 17323FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2234081 | PA      | $1371099.74    | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | CDX.O C 0.50 IG45 5Y V1 I 05/20/26 GST                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        | -128900000 | NC      | $-61405.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                  | ORO USD 7Y C 3.44200 L 03/24/26 DUB                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   17300000 | NC      | $133836.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                  | ORO USD 7Y P 3.74200 L 03/24/26 DUB                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  -18300000 | NC      | $-1901.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS CZK 4.53000 12/31/30 5Y CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2200000 | NC      | $1403.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | IRS PLN 4.73000 12-31-30-5Y CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -400000 | NC      | $-488.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                           | PINNACLE FINANCIAL PARTNERS INC                                                          | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     193942 | NS      | $17602175.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-4.00000 03/18/2026-10Y CME                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -13900000 | NC      | $-304750.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-3.50000 03-18-26-5Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   25600000 | NC      | $254907.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y C 3.26750 L 04/02/26 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   20400000 | NC      | $70146.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 7Y P 3.76750 L 04/02/26 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -10100000 | NC      | $-2009.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/12/2026                                                                  | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1191514.32    | 0.00%             | 2026-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR-3.22000 03-31-26-2Y* LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -143900000 | NC      | $-147280.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | CDX.O C 0.50 IG45 5Y V1 I 06/17/26 GST                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |  -86700000 | NC      | $-51855.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | CDX.O P 0.65 IG45 5Y V1 I 06/17/26 GST                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   68900000 | NC      | $155501.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | RFR USD SOFR 4.01000 03/31/26 28Y LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -3700000 | NC      | $-162189.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC EPUT USD VS KRW @ 1350.0 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |   -2183797 | NC      | $-8222.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC EPUT USD VS KRW @ 1400.0 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    2183797 | NC      | $24415.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | COLOMBIA REPUBLIC OF 6.5% 01/21/2033                                                     | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $298200.00     | 0.00%             | 2033-01-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/19/2026                                                                  | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     416000 | PA      | $412779.65     | 0.00%             | 2026-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | OTC EPUT FN 6.0% 4-56 @ 102 10+ JPM                                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DE               | CORP              | US        |   -6900000 | NC      | $-2778.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC EPUT USD VS KRW @ 1400.0 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    1366203 | NC      | $15684.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | OTC EPUT USD VS KRW @ 1350.0 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |   -1366203 | NC      | $-5370.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | ORO USD 7Y C 3.46250 L 04/14/26 GLM                                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   15300000 | NC      | $155183.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | ORO USD 7Y P 3.7625 L 04/14/26 GLM                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |  -17100000 | NC      | $-7740.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | RFR USD SOFR-4.00000 03/18/26-30Y CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3550000 | NC      | $204864.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MTG LN TR                                      | LONG BEACH MTG LN TR STEP 09/25/2034                                                     | CUSIP: 542514HD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1094272 | PA      | $1090331.00    | 0.00%             | 2034-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD                                  | UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A                            | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    4800000 | PA      | $4803345.60    | 0.01%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | OTC EPUT USD VS BRL @ 5.32 GLM                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               | CORP              | US        |    3500000 | NC      | $120515.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | OTC ECAL USD VS BRL @ 5.7 GLM                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               | CORP              | US        |   -3500000 | NC      | $-7566.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | OTC EPUT USD VS BRL @ 5.12 GLM                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               | CORP              | US        |   -3500000 | NC      | $-37349.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                              | INDIVIOR PHARMACEUTICALS INC                                                             | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4109 | NS      | $134446.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXXIII DAC                         | CVC CORDATUS LOAN FUND XXXIII DAC A1 3MEUR+129 03/24/2038 144A                           | CUSIP: N/A<br>LEI: 254900AZC05TVYUVWD20       | Long             | ABS-CBDO         | CORP              | IE        |    5200000 | PA      | $6159392.00    | 0.01%             | 2038-03-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOBS DISCOUNT FURNITURE INC                               | BOBS DISCOUNT FURNITURE INC                                                              | CUSIP: 09681N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46200 | NS      | $981288.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS and CO LLC                                  | ZCS BRL 12.81 01-27-26-01-02-29 CME                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   53200000 | NC      | $32212.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                              | ZCS BRL 12.985 01/27/26 01/02/31 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   39800000 | NC      | $18229.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERADERMICS INC                                           | VERADERMICS INC                                                                          | CUSIP: 922967104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      81600 | NS      | $3741360.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | ORO USD 10Y P 4.01500 L 02/27/26 JPM                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |   -2600000 | NC      | $-0.26         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | ORO USD 10Y C 3.77500 L 02/27/26 JPM                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |   -2600000 | NC      | $-52261.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XENOTHERAPEUTICS INC                                      | XENOTHERAPEUTICS INC CVR RT                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       7699 | NS      | $0.08          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP 4.55% 02/04/2029                                                             | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500948.88     | 0.00%             | 2029-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                             | SOUTHERN CALIFORNIA EDISON CO CP 0% 03/02/2026                                           | CUSIP: 8424C1C22<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5098310.88    | 0.01%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 06/09/2026                                                                  | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6815000 | PA      | $6747847.78    | 0.01%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007 SEA1                 | MORGAN STANLEY ABS CAP I INC TR 2007 SEA1 2A2 VAR 02/25/2047 144A                        | CUSIP: 61757MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2218500 | PA      | $1801282.01    | 0.00%             | 2047-02-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                       | XEROX HOLDINGS CORP WT 01/28/2028                                                        | CUSIP: 98421M114<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |        500 | NS      | $60.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | ORO FWD USD 30Y C 4.29600 L 02/04/28 JPM                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    6500000 | NC      | $679944.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | SPTR TRS EQUITY SOFR+52 GST                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       6733 | NC      | $-216706.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | ORO FWD USD 30Y P 4.29600 L 02/04/28 JPM                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DE               | CORP              | US        |    6500000 | NC      | $323712.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                        | AUTONATION INC DEL CP 0% 03/05/2026                                                      | CUSIP: 05330NC56<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6595551.60    | 0.01%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6175 03/04/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        125 | NC      | $6875.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6700 03/04/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -64 | NC      | $-65600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 10Y P 4.04900 L 04/06/26 BOA                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |  -11400000 | NC      | $-1681.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                     | ORO USD 10Y C 3.44900 L 04/06/26 BOA                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   17900000 | NC      | $82078.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | SPTR TRS EQUITY SOFR+38*BULLET*BPS                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       1057 | NC      | $-162086.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6845 03/04/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -70 | NC      | $-253400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6275 03/04/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         70 | NC      | $4900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6825 03/11/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -168 | NC      | $-1016400.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6275 03/11/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         72 | NC      | $36360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL FOUR CLO IV DAC                                   | CAPITAL FOUR CLO IV DAC ARR 3MEUR+119 04/15/2038 144A                                    | CUSIP: N/A<br>LEI: 549300KVUV8LG4H5Y881       | Long             | ABS-CBDO         | CORP              | IE        |    3500000 | PA      | $4135599.99    | 0.00%             | 2038-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC CP 0% 03/13/2026                                                                 | CUSIP: 40412DCD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8486445.90    | 0.01%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                          | GLENCORE FDG LLC CP 0% 03/04/2026                                                        | CUSIP: 37790BC41<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299838.12     | 0.00%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC CP 0% 04/22/2026                                                                 | CUSIP: 40412DDN6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794976.80     | 0.00%             | 2026-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                               | IMPERIAL BRANDS FINANCE PLC YCP 0% 03/12/2026                                            | CUSIP: 45262ECC9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $499303.00     | 0.00%             | 2026-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                        | SPTR TRS EQUITY SOFR+44 JPM                                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |      30580 | NC      | $-411978.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6755 03/04/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -61 | NC      | $-103395.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6175 03/11/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         60 | NC      | $22200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6730 03/11/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -60 | NC      | $-233700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6720 03/18/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -63 | NC      | $-349650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6175 03/18/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         63 | NC      | $57645.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                     | IRS EUR 2.50000 09/16/26-5Y LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     100000 | NC      | $559.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM 39 LTD                                                | LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A                                               | CUSIP: 50204NBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2700000 | PA      | $2699986.50    | 0.00%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                          | GLENCORE FDG LLC CP 0% 03/26/2026                                                        | CUSIP: 37790BCS8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1994124.60    | 0.00%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATRIUM THERAPEUTICS INC                                   | ATRIUM THERAPEUTICS INC                                                                  | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1327 | NS      | $19573.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | SPTR TRS EQUITY SOFR+39 *BULLET* CIB                                                     | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       3750 | NC      | $-562750.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECS TR 2006 1                                | SAXON ASSET SECS TR 2006-1 M1 STEP 03/25/2036                                            | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     548330 | PA      | $547473.59     | 0.00%             | 2036-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6250 03/18/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         93 | NC      | $105555.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6800 03/18/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -93 | NC      | $-683550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6250 03/25/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        114 | NC      | $213180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6790 03/25/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -114 | NC      | $-977550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                            | S and P 500 INDX PUT 6250 03/11/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         96 | NC      | $44640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                    | US TREASURY RP 3.73% 3/2/26                                                              | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |  213300000 | PA      | $213300000.01  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer