# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-25-182816
**Filing Date:** 2025-7
**Character Count:** 1097627
**Document Hash:** 7f9e2fb99550ff8e797750291883aec5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182816.hdr.sgml**: 20250730

**ACCESSION NUMBER**: 0001752724-25-182816

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250730

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251163408

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $78900389905.26

**Total Liabilities:** $2625039875.90

**Net Assets:** $76275350029.36

**Delayed Delivery Securities:** $762008467.03

**Cash Not Reported:** $9306495.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249668 | -5.85%               | -0.92%               | 6.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $88052743.09             | $-4694479355.80                            |
| Month 2  | $-212239140.21           | $-595954220.73                             |
| Month 3  | $355677776.65            | $4052905258.07                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-60667.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY PARTNERS INC                                        | SURGERY PARTNERS INC                                                                        | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      96424 | NS      | $2276570.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXLSERVICE HOLDINGS INC                                     | EXLSERVICE HOLDINGS INC                                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     440652 | NS      | $20265585.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                | UNITED AIRLINES HOLDINGS INC                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     558096 | NS      | $44337936.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                    | DIGITAL REALTY TRUST INC                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     254068 | NS      | $43577743.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                | SOMNIGROUP INTERNATIONAL INC                                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      24900 | NS      | $1619994.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                | TAPESTRY INC                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     236112 | NS      | $18546597.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                           | GENERAL MOTORS CO                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    1407380 | NS      | $69820121.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F and G GLOBAL FUNDING                                      | F and G GLOBAL FUNDING 5.875% 01/16/2030 144A                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203293.59     | 0.00%             | 2030-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CAD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-93.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $54100.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS GROUP AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      19790 | NS      | $631103.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARLETTE FDG TR 2023-3                                      | MARLETTE FDG TR 2023-3A B 6.71% 09/15/2033 144A                                             | CUSIP: 57109RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300244 | PA      | $2306115.03    | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMDEN NATIONAL CORP                                        | CAMDEN NATIONAL CORP                                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       6790 | NS      | $267118.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                                          | THRYV HOLDINGS INC                                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18844 | NS      | $250625.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Oxford Street Trust                                | FIDELITY SAI INFLATION-FOCUSED FUND                                                         | CUSIP: 31634R406<br>LEI: Z2ZIGDKL3355UQRAKY22 | Long             | EC               | RF                | US        |         14 | NS      | $1185.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINSHARES INTERNATIONAL LTD                                | COINSHARES INTERNATIONAL LTD                                                                | CUSIP: N/A<br>LEI: 549300OUFYN9P5VF9D79       | Long             | EC               | CORP              | JE        |     482288 | NS      | $4980365.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-46826.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.25000 09/17/25 30Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -11410000 | NC      | $40929.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $77835.32      | 0.00%             |  |  |  | No            |                  2 | 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        |     984634 | PA      | $939992.59     | 0.00%             | 2036-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                      | LIBERTY BROADBAND CORP C                                                                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       1800 | NS      | $168840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                                     | BOSTON BEER COMPANY CL A                                                                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      13460 | NS      | $3093781.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                  | CHARTER COMMUNICATIONS INC A                                                                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     386316 | NS      | $153085441.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                        | CELSIUS HOLDINGS INC                                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      67631 | NS      | $2561862.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6091.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOVADO GROUP INC                                            | MOVADO GROUP INC                                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       4100 | NS      | $66420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC                                            | SKECHERS USA INC CL A                                                                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      59077 | NS      | $3665137.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                    | EBAY INC                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     822051 | NS      | $60149471.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY FEDL01+90 RBC                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       2692 | NC      | $1935972.62    | 0.00%             |  |  |  | No            |                  2 | 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        |    1717262 | NS      | $1016876693.30 | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA INC                                              | SHARKNINJA INC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     153741 | NS      | $14133410.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS PACIFIC LAND CORP                                     | TEXAS PACIFIC LAND CORP                                                                     | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |       7784 | NS      | $8671609.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-10256.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIMS and HERS HEALTH INC                                    | HIMS and HERS HEALTH INC                                                                    | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      45335 | NS      | $2564147.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.3% 12/01/2029#BZ2582                                                            | CUSIP: 3140NW2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1704000 | PA      | $1697294.25    | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10847.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITE MOUNTAINS INS GROUP LTD                               | WHITE MOUNTAINS INS GROUP LTD                                                               | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      11823 | NS      | $21101690.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5100 06/04/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         66 | NC      | $660.00        | 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        |      62300 | NS      | $537649.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                                              | MSA SAFETY INC                                                                              | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      73013 | NS      | $11898928.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HOLOGIC INC                                                 | HOLOGIC INC                                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      32255 | NS      | $2005293.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $589.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                        | DUKE ENERGY CORP NEW                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     345403 | NS      | $40660841.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                                 | CHEMED CORP                                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      72520 | NS      | $41687396.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7          | CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7 TSFR1M+51.448 07/25/2037                 | CUSIP: 12566XAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2620734 | PA      | $2058529.22    | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6113.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COHERENT CORP                                               | COHERENT CORP                                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     296800 | NS      | $22446984.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA BIOSCIENCES INC                                      | IDEAYA BIOSCIENCES                                                                          | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     107678 | NS      | $2141715.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUINIX INC                                                 | EQUINIX INC                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     151101 | NS      | $134301590.82  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                    | WASTE MANAGEMENT INC                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     101685 | NS      | $24503034.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                 | FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A                                  | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1608286 | PA      | $1607190.80    | 0.00%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD                                   | MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A                                  | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $996706.00     | 0.00%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN2 LLC                                           | PRET 2022-RN2 LLC 5% 06/25/2052 144A                                                        | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     233697 | PA      | $233346.75     | 0.00%             | 2052-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                                 | FRESH DEL MONTE PRODUCE INC                                                                 | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      15324 | NS      | $541243.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                | THERMO FISHER SCIENTIFIC INC                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     664691 | NS      | $267750828.62  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                             | LONDON STOCK EXCHANGE GRP PLC                                                               | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      22131 | NS      | $3367384.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                            | ROCHE HOLDING LTD SPON ADR                                                                  | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     266971 | NS      | $10758931.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ESAB CORP                                                   | ESAB CORP                                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     187181 | NS      | $23021391.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 3.45% 02/01/2052                                              | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $123337.77     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                    | AES CORP                                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     401200 | NS      | $4048108.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                                | PENUMBRA INC                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      51800 | NS      | $13829046.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                     | SAUDI ARABIA KINGDOM OF 5.625% 01/13/2035 144A                                              | CUSIP: 80413TBL2<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    5200000 | PA      | $5356052.00    | 0.01%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                            | VIPER ENERGY INC                                                                            | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      21055 | NS      | $835672.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.45% 03/15/2028                                    | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $748343.25     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $28197.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                    | COREBRIDGE FINANCIAL INC                                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    1505301 | NS      | $49087865.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $609.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTL AST SEC CORP MTG P-T                              | RESIDENTL AST SEC CORP MTG P-T STEP 06/25/2034                                              | CUSIP: 76110WYN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2521707 | PA      | $2300689.07    | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-54741.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERADYNE INC                                                | TERADYNE INC                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       8600 | NS      | $675960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                       | CAMDEN PROPERTY TRUST - REIT                                                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     165057 | NS      | $19392546.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                               | NEWS CORP NEW CL A                                                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     292278 | NS      | $8253930.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                                           | ONEMAIN HOLDINGS INC                                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     159933 | NS      | $8290926.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                                              | HOULIHAN LOKEY                                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     153068 | NS      | $26737918.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC                                                    | DOMO INC CL B                                                                               | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     662161 | NS      | $8409444.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER INC                                            | ZIPRECRUITER INC                                                                            | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     165033 | NS      | $985247.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNOPSYS INC                                                | SYNOPSYS INC                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      93718 | NS      | $43483277.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TECNOGLASS INC                                              | TECNOGLASS INC                                                                              | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |     140846 | NS      | $12060642.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EXELIXIS INC                                                | EXELIXIS INC                                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    1129053 | NS      | $48594441.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                                | MAGNERA CORP                                                                                | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      12394 | NS      | $148975.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                           | STATE STREET CORP                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     859408 | NS      | $82743802.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                 | GARTNER INC                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      69065 | NS      | $30141347.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                    | LAMB WESTON HOLDINGS INC                                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     206411 | NS      | $11513605.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                       | COSTCO WHOLESALE CORP                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     313648 | NS      | $326250376.64  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                                 | WORKIVA INC                                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      44994 | NS      | $3027646.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                             | MEG ENERGY CORP                                                                             | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     347800 | NS      | $6087482.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                     | ZIMMER BIOMET HLDGS INC                                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     306760 | NS      | $28274069.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                            | ESSENT GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      46927 | NS      | $2721766.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                      | ARCH CAPITAL GROUP LTD                                                                      | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      98800 | NS      | $9389952.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORP                                                  | BERRY PETROLEUM CORP                                                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      79200 | NS      | $189288.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CR FDG 6 LTD / LLC                                | ANCHORAGE CR FDG 6 LTD / LLC A 4.3% 07/25/2036 144A                                         | CUSIP: 03330LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     262149 | PA      | $259421.93     | 0.00%             | 2036-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $27092.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-34533.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                 | PHILLIPS 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     268691 | NS      | $30491054.68   | 0.04%             |  |  |  | No            |                  1 | 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      | $319488.22     | 0.00%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INNOSPEC INC                                                | INNOSPEC INC                                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      45042 | NS      | $3832173.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-68542.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDPACE HLDGS INC                                           | MEDPACE HOLDINGS INC                                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      86961 | NS      | $25644798.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-110318.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4752.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17034.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DORMAN PRODUCTS INC                                         | DORMAN PRODUCTS INC                                                                         | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       6286 | NS      | $812842.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                                          | BLOOMIN BRANDS INC                                                                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     103600 | NS      | $790468.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13588.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                          | INGLES MARKETS INC-CL A                                                                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     106278 | NS      | $6621119.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OMNICOM GROUP INC                                           | OMNICOM GROUP INC                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     126654 | NS      | $9301469.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZE INC                                                   | BRAZE INC                                                                                   | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13078 | NS      | $481270.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                | CANADIAN NATL RAILWAY CO                                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     139448 | NS      | $14633673.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: PLN/USD settle 2025-06-13                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $84233.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/SEK settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $390.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                          | IQVIA HOLDINGS INC                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      54463 | NS      | $7642792.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $813524.40     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                                   | BENCHMARK ELECTRONICS INC                                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      17200 | NS      | $628144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LYONDELLBASELL INDS NV                                      | LYONDELLBASELL INDS CLASS A                                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      60300 | NS      | $3406347.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                  | WATSCO INC                                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      65240 | NS      | $28938506.80   | 0.04%             |  |  |  | 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      | $318172.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                          | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2846009 | PA      | $2505994.49    | 0.00%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $90.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                     | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     126865 | NS      | $15428052.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                   | TEGNA INC                                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     615833 | NS      | $10296727.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVEL+LEISURE CO                                           | TRAVEL+LEISURE CO                                                                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     246300 | NS      | $11962791.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2025-FL17 LLC                                           | MF1 2025-FL17 LLC AS TSFR1M+157.2 02/18/2040 144A                                           | CUSIP: 55287HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4949991.00    | 0.01%             | 2040-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                    | RESIDEO TECHNOLOGIES INC                                                                    | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     206728 | NS      | $4279269.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.045% 12/01/2029#BZ2240                                                          | CUSIP: 3140NWP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1970238.40    | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                     | AMICUS THERAPEUTICS INC                                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     458326 | NS      | $2782038.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                       | COMMVAULT SYSTEMS INC                                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     118472 | NS      | $21698146.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                                   | MSC INDUSTRIAL DIRECT CO CL A                                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      86223 | NS      | $7001307.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18096.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                        | ALIGN TECHNOLOGY INC                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      57840 | NS      | $10465569.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                  | UNUM GROUP                                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     437468 | NS      | $35745510.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2083.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                       | PROCTER and GAMBLE CO                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    1748627 | NS      | $297074241.03  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITECAP RESOURCES INC                                      | WHITECAP RESOURCES INC                                                                      | CUSIP: 96467A200<br>LEI: 5493000LCNZNCWCBHW56 | Long             | EC               | CORP              | CA        |    1183116 | NS      | $7370812.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                             | XCEL ENERGY INC                                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     792736 | NS      | $55570793.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                  | NASDAQ INC                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     207682 | NS      | $17349754.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                         | ALEXANDRIA REAL ES EQ INC REIT                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     592737 | NS      | $41604210.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4883635.36    | 0.01%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                 | ENOVIS CORP                                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     121231 | NS      | $3794530.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FOUR CORNERS PROPERTY TRUST INC                             | FOUR CORNERS PPTY TR INC W/I                                                                | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      62057 | NS      | $1713393.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | BNP PARIBAS SNR SE ICE                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     500000 | NC      | $134.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD WEALTH SOLUTIONS LTD                             | BROOKFIELD WEALTH SOLUTIONS LTD A                                                           | CUSIP: N/A<br>LEI: 9845004583U3B8E06924       | Long             | EC               | CORP              | BM        |       6440 | NS      | $372876.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LUXEXPERIENCE BV                                            | LUXEXPERIENCE BV ADR                                                                        | CUSIP: 55406W103<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    1609627 | NS      | $15050012.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ARROW ELECTRONICS INC                                       | ARROW ELECTRONICS INC                                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      99200 | NS      | $11743296.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TWIST BIOSCIENCE CORP                                       | TWIST BIOSCIENCE CORP                                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      53926 | NS      | $1580031.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERPARFUMS INC                                            | INTERPARFUMS INC                                                                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29031 | NS      | $3954602.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                                           | TUTOR PERINI CORP                                                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      17156 | NS      | $632713.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOVNANIAN ENTERPRISES INC                                   | HOVNANIAN ENTERPRISES INC CL A                                                              | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        905 | NS      | $81703.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: JPY/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-18033.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                                | SITEONE LANDSCAPE SUPPLY INC                                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     132790 | NS      | $15511199.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Salem Street Trust                                 | Fidelity SAI U.S. Large Cap Index Fund                                                      | CUSIP: 31635V794<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   62140361 | NS      | $1459055680.84 | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A VAR 12/16/2058 144A                             | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1286402 | PA      | $1271731.84    | 0.00%             | 2058-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                   | COMPASS MINERALS INTL INC                                                                   | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      36907 | NS      | $708983.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                                   | PHIBRO ANIMAL HEALTH CORP CL A                                                              | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       4917 | NS      | $120073.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                                        | ALASKA AIR GROUP INC                                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      67087 | NS      | $3416740.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                     | EXTRA SPACE STORAGE INC                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56532 | NS      | $8544811.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11043.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERINT SYS INC                                              | VERINT SYSTEMS INC                                                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      25489 | NS      | $447077.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHSIDE BANCSHARES INC                                    | SOUTHSIDE BANCSHARES INC                                                                    | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |        368 | NS      | $10373.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2025-06-13                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11238.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-128061.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45050.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| C3.AI INC                                                   | C3.AI INC                                                                                   | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      12490 | NS      | $332109.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                    | CSX CORP                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    6174457 | NS      | $195051096.63  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                       | PLAYTIKA HOLDING CORP                                                                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      48992 | NS      | $232222.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                                             | FUTUREFUEL CORP                                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      29100 | NS      | $114945.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                                       | HAEMONETICS CORP MASS                                                                       | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     167233 | NS      | $11323346.43   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.25000 09/17/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   27750000 | NC      | $602831.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLY SERVICES INC                                          | KELLY SERVICES INC CL A                                                                     | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |       5974 | NS      | $70015.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                   | CARPENTER TECHNOLOGY CORP                                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      17487 | NS      | $4109445.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                              | KKR and CO INC                                                                              | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |     780142 | NS      | $94756047.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                            | WESTINGHOUSE AIR BRAKE TECH CORP                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      39021 | NS      | $7894728.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK CO INC/THE                                             | AZEK CO INC                                                                                 | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     165709 | NS      | $8204252.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS and CO                                               | MOELIS and CO CL A                                                                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        100 | NS      | $5711.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND REPUBLIC OF                                          | POLAND REPUBLIC OF 4.75% 07/25/2029                                                         | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    6800000 | PA      | $1808961.14    | 0.00%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                              | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     700000 | PA      | $708400.00     | 0.00%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HALEON PLC                                                  | HALEON PLC SPONS ADR                                                                        | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    1579209 | NS      | $17924022.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS RECYCLIN                                             | RADIUS RECYCLING INC A                                                                      | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |        477 | NS      | $14123.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                             | NAPCO SECURITY TECHNOLOGIES INC                                                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      70724 | NS      | $1973199.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                                            | MARKEL GROUP INC                                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       2970 | NS      | $5766849.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                                       | DELL TECHNOLOGIES INC CL C                                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     368682 | NS      | $41023246.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                       | QUEST DIAGNOSTICS INC                                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     152300 | NS      | $26399682.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-5 LTD                          | BAIN CAPITAL CREDIT CLO 2021-5 LTD A1R TSFR3M+115 10/23/2034 144A                           | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3990012.00    | 0.01%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/JPY settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-67304.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                          | ENTERPRISE FINL SVCS CORP                                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      12896 | NS      | $682714.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CAD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-90419.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GODADDY INC                                                 | GODADDY INC CL A                                                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      43551 | NS      | $7932814.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4881688.82    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                 | COMMUNITY TRUST BANCORP INC                                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12295 | NS      | $627659.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                                 | HEALTHCARE REALTY TRUST INC                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     680513 | NS      | $9867438.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                | PAPA JOHNS INTL INC                                                                         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     112176 | NS      | $5075964.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRPM 2024-8 LLC                                             | PRPM 2024-8 LLC 5.897% 12/25/2029 144A                                                      | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3724753 | PA      | $3747660.15    | 0.00%             | 2029-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/KRW settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $18154.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES INC                           | ALPHA METALLURGICAL RESOURCES INC                                                           | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22613 | NS      | $2533560.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUS HENDERSON GROUP PLC                                   | JANUS HENDERSON GROUP PLC                                                                   | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      46787 | NS      | $1699771.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC                                | BIOCRYST PHARMACEUTICALS INC                                                                | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     355950 | NS      | $3826462.50    | 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        |      22222 | NS      | $823325.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 06/01/2055 #TBA                                                              | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   62260000 | PA      | $58748174.89   | 0.08%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2877.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U-HAUL HOLDING CO                                           | U-HAUL HOLDING CO                                                                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       5000 | NS      | $320000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.58125 05/16/25 5Y LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -600000 | NC      | $1239.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                   | SHELL PLC SPONS ADR                                                                         | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     518315 | NS      | $34322819.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                                 | CERENCE INC                                                                                 | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      39400 | NS      | $335294.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $1465569.14    | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC                                       | BLUELINX HOLDINGS INC                                                                       | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      21104 | NS      | $1412279.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD BR TSFR3M+165 07/16/2034 144A                            | CUSIP: 05684RAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001444.00    | 0.00%             | 2034-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INC                                        | LIGHT and WONDER INC CL A                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       1411 | NS      | $127159.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/PEN settle 2025-12-12                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5550.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/THB settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-574.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                      | OPTION CARE HEALTH INC                                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       5000 | NS      | $163400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30565.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALSTAR INC                                              | GLOBALSTAR INC                                                                              | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       9200 | NS      | $169832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                              | FORTUNE BRANDS INNOVATIONS INC                                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      14019 | NS      | $706557.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AT and T INC                                                | AT and T INC                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   15584077 | NS      | $433237340.60  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC                                       | NPK INTERNATIONAL INC                                                                       | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     167339 | NS      | $1353772.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CLAROS MORTGAGE TRUST INC                                   | CLAROS MORTGAGE TRUST INC                                                                   | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |       8700 | NS      | $22359.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                                | UNITED THERAPEUTICS CORP DEL                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     189920 | NS      | $60555992.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2007 1                        | RENAISSANCE HOME EQ LN TR 07 1 STEP 04/25/2037                                              | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4153493 | PA      | $1039377.20    | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                         | ALLIANT ENERGY CORPORATION                                                                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       1575 | NS      | $98012.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                                           | FIRST SOURCE CORP                                                                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21010 | NS      | $1272365.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TRY/USD settle 2025-06-10                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $8161.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                    | CENTURY ALUMINUM COMPANY                                                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      97679 | NS      | $1513047.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                   | AMGEN INC                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     327801 | NS      | $94465692.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS INC                                            | I3 VERTICALS INC CL A                                                                       | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     627787 | NS      | $15512616.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HALOZYME THERAPEUTICS INC                                   | HALOZYME THERAPEUTICS INC                                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     252823 | NS      | $14175785.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                                         | BROWN and BROWN INC                                                                         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        300 | NS      | $33870.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC                                       | SAGE THERAPEUTICS INC                                                                       | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     142261 | NS      | $919006.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HF SINCLAIR CORP                                            | HF SINCLAIR CORP                                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     531153 | NS      | $19190557.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $54278.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                      | INTERNATIONAL PAPER CO                                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     562506 | NS      | $26893411.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAEGER INC                                                 | TRAEGER INC                                                                                 | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        245 | NS      | $338.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAUK RENEWABLES INC                                      | MONTAUK RENEWABLES INC                                                                      | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6279 | NS      | $11553.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COHEN and STEERS INC                                        | COHEN and STEERS INC                                                                        | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      51660 | NS      | $3969554.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDSON CORP                                                | NORDSON CORP                                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      29000 | NS      | $6147710.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                                 | COGNEX CORP                                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     362929 | NS      | $10876982.13   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                                     | AXSOME THERAPEUTICS INC                                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       5014 | NS      | $527272.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22254.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTAPP INC                                                  | INTAPP INC                                                                                  | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $11024.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX IG43 10Y ICE                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    6710000 | NC      | $14565.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-579.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $63138.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LTD                                            | GDS HOLDINGS LTD CL A                                                                       | CUSIP: N/A<br>LEI: 391200MGV8DDCHTN2R77       | Long             | EC               | CORP              | KY        |    1083930 | NS      | $3209921.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                 | AVISTA CORP                                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      47167 | NS      | $1816401.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    2840573 | NS      | $528659041.03  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/AUD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34908.39     | -0.00%            |  |  |  | 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        |    5125818 | PA      | $4493075.54    | 0.01%             | 2036-07-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                              | GE VERNOVA INC                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     194385 | NS      | $91940217.30   | 0.12%             |  |  |  | No            |                  1 | 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      | $-7480.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX HY44 5Y ICE 6/20/30                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    4100000 | NC      | $86593.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBANT SA                                                  | GLOBANT SA                                                                                  | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |      52428 | NS      | $5142662.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CIM TR 2023-R3                                              | CIM TR 2023-R3 A1A 4.5% 01/25/2063 144A                                                     | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     496254 | PA      | $463167.68     | 0.00%             | 2063-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                   | MATIV INC                                                                                   | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      83000 | NS      | $474760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OLD DOMINION FREIGHT LINES INC                              | OLD DOMINION FREIGHT LINES INC                                                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     294085 | NS      | $47103594.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                            | GENUINE PARTS CO                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      46500 | NS      | $5883180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                   | APPLE INC                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   13635429 | NS      | $2738675914.65 | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                       | HYUNDAI AUTO RECEIVABLES TRUST 2024-C A3 4.41% 05/15/2029                                   | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4001613.20    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                                 | REX AMERICAN RESOURCES CORP                                                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29804 | NS      | $1255940.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                                   | SONOS INC                                                                                   | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     232538 | NS      | $2390490.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                          | CONAGRA BRANDS INC                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     297700 | NS      | $6814353.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                                 | H2O AMERICA                                                                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14645 | NS      | $768569.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: KRW/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $23814.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                            | ENTERGY CORP                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     873277 | NS      | $72726508.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                                     | LULULEMON ATHLETICA INC                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     118289 | NS      | $37458577.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                   | JABIL INC                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     175730 | NS      | $29524397.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC                               | MOTORCAR PARTS OF AMERICA INC                                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       3215 | NS      | $35815.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                        | LXP INDUSTRIAL TRUST REIT                                                                   | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |        600 | NS      | $5148.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: IDR/USD settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $189.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                  | BRIXMOR PPTY GROUP INC                                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     284903 | NS      | $7239385.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-8.27000 03/19/25 10Y* CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     600000 | NC      | $201.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/NZD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1247.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                             | FOX CORP CL A                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     518300 | NS      | $28475402.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                     | ARAMARK                                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       4866 | NS      | $197073.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                                    | BLUEPRINT MEDICINES CORP                                                                    | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      39184 | NS      | $3971298.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $12086.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK AS                                             | NOVO-NORDISK AS CL B ADR                                                                    | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     329494 | NS      | $23558821.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: AUD/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3780.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5275 06/04/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         62 | NC      | $930.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                          | ANALOG DEVICES INC                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     759185 | NS      | $162450406.30  | 0.21%             |  |  |  | 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      | $973671.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTINGTON BANCSHARES INC/OH                                | HUNTINGTON BANCSHARES INC                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    1823298 | NS      | $28498147.74   | 0.04%             |  |  |  | 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        |     240607 | PA      | $155742.44     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | S and P MID 400 EMINI FUT JUN25 FAM5                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         13 | NC      | $219279.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $75227.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-129.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANNKIND CORP                                               | MANNKIND CORP                                                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      42296 | NS      | $175528.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINL SVCS INC                                     | PROVIDENT FINANCIAL SVCS INC                                                                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      31432 | NS      | $524914.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                             | Q2 HOLDINGS INC                                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       6031 | NS      | $527833.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                      | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C                                                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37900 | NS      | $3658487.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORP                                 | UNITED STATES CELLULAR CORP                                                                 | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9400 | NS      | $582518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                          | BANCO SANTANDER SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     719200 | NS      | $5737529.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                            | SOTERA HEALTH CO                                                                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29781 | NS      | $364519.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HYATT HOTELS CORP                                           | HYATT HOTELS CORP 5.75% 03/30/2032                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100947.35     | 0.00%             | 2032-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIX INC                                                   | CALIX NETWORKS INC                                                                          | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     130955 | NS      | $6055359.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC                                   | UNIVERSAL ELECTRONICS INC                                                                   | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        582 | NS      | $3847.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                                 | DROPBOX INC CL A                                                                            | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     522400 | NS      | $15076464.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAILPOINT INC                                               | SAILPOINT INC                                                                               | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     380786 | NS      | $6709449.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ESQUIRE FINANCIAL HOLDINGS INC                              | ESQUIRE FINL HLDGS INC                                                                      | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12525 | NS      | $1136518.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM TECHNOLOGIES INC                                        | TTM TECHNOLOGIES INC                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     600294 | NS      | $17924778.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $338661.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-95545.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                          | ENACT HOLDINGS INC                                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      24275 | NS      | $859335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DIGITALBRIDGE GROUP INC                                     | DIGITALBRIDGE GROUP INC                                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    1858242 | NS      | $20552156.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                | VERALTO CORP                                                                                | CUSIP: 92338C103<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      63316 | NS      | $6396815.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $464.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITIO ROYALTIES CORP                                        | SITIO ROYALTIES CORP                                                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4300 | NS      | $73401.00      | 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      | $-1338.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                             | T-MOBILE US INC                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     834274 | NS      | $202061162.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER THERAPEUTICS INC                                    | VOYAGER THERAPEUTICS INC                                                                    | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      12873 | NS      | $35272.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO DEL                                        | BOISE CASCADE CO                                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      38194 | NS      | $3318294.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                              | ROYAL GOLD INC                                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     132427 | NS      | $23587897.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | CONSTELLATION BRANDS INC CL A                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      20400 | NS      | $3637116.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                  | ADVANCED MICRO DEVICES INC                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    1319707 | NS      | $146131156.11  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                            | REAL MATTERS INC                                                                            | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |       8867 | NS      | $36893.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7692.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $4594.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                              | AMAZON.COM INC                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   11361436 | NS      | $2329207994.36 | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                                          | LTC PROPERTIES INC REIT                                                                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       7800 | NS      | $276042.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-375.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Mt. Vernon Street Trust                            | FIDELITY GROWTH COMPANY FUND                                                                | CUSIP: 316200104<br>LEI: 0UZTS2D38E1WD4MK3K98 | Long             | EC               | RF                | US        |   88189463 | NS      | $3448208018.82 | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                      | OLD REPUBLIC INTL CORP                                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     144600 | NS      | $5465880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                     | INSIGHT ENTERPRISES INC                                                                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      31078 | NS      | $4052260.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                                          | PRIMORIS SVCS CORP                                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     156404 | NS      | $11278292.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                                       | LIVERAMP HOLDINGS INC                                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      73892 | NS      | $2407401.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                 | BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034                                           | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4860000 | PA      | $4868475.69    | 0.01%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | 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      | $555251.24     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TR 2024-2                                    | PAGAYA AI DEBT TRUST 2024-2 A 6.319% 08/15/2031 144A                                        | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1896698 | PA      | $1910597.31    | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE CORP                                         | PARK AEROSPACE CORP                                                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       2355 | NS      | $32145.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                                           | MANPOWERGROUP INC                                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     285594 | NS      | $11980668.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP INC                                     | PRIVIA HEALTH GROUP INC                                                                     | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     217384 | NS      | $4947659.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                                  | ZUMIEZ INC                                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      43308 | NS      | $540916.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                     | ENERPAC TOOL GROUP CORP CL A                                                                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |        200 | NS      | $8576.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORP                                      | NATIONAL RESEARCH CORP                                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      28514 | NS      | $385224.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $215.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAVCO INDUSTRIES INC                                        | CAVCO INDUSTRIES INC                                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14883 | NS      | $6453194.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-32897.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/MXN settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-96947.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES CORP                                      | PERMIAN RESOURCES CORP CL A                                                                 | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    1259929 | NS      | $15887704.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                    | ATLANTICUS HOLDINGS CORP                                                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        685 | NS      | $33599.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.52 03/27/25 10Y LCH                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     400000 | NC      | $674.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLDAN GROUP INC                                           | WILLDAN GROUP                                                                               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     112922 | NS      | $6103434.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                   | CH ROBINSON WORLDWIDE INC                                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     334974 | NS      | $32147454.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4           | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 A3 4.4% 08/16/2029                        | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3000359.10    | 0.00%             | 2029-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERRENO RLTY CORP                                           | TERRENO REALTY CORP                                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29600 | NS      | $1670032.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA INC                                                    | MBIA INC                                                                                    | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |        200 | NS      | $882.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONOCOPHILLIPS INC                                          | CONOCOPHILLIPS                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    1258428 | NS      | $107406829.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                               | LGI HOMES INC                                                                               | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      93663 | NS      | $4692516.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST BANCORP P R                                           | FIRST BANCORP PUERTO RICO                                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     653832 | NS      | $13063563.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                                            | WYNN RESORTS LTD                                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      35000 | NS      | $3168900.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OSHKOSH CORP                                                | OSHKOSH CORP                                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     149700 | NS      | $14848743.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                | STRYKER CORP                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     676668 | NS      | $258920243.52  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                    | AMPHENOL CORPORATION CL A                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    1046776 | NS      | $94136565.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                            | SOUTHERN CO                                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    1709072 | NS      | $153816480.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STONECO LTD                                                 | STONECO LTD CL A                                                                            | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |      46073 | NS      | $628896.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $55086.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                               | WESTERN ALLIANCE BANCORP                                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     287855 | NS      | $20843580.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                                   | TAYLOR MORRISON HOME CORP                                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      16601 | NS      | $934304.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                             | OGE ENERGY CORP                                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      63000 | NS      | $2801610.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                      | LIBERTY BROADBAND CORP A                                                                    | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      40500 | NS      | $3762450.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/NOK settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $40.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-88911.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                   | BRINKER INTERNATIONAL INC                                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      42842 | NS      | $7395814.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                   | CASELLA WASTE SYS INC CL A                                                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      88292 | NS      | $10348705.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5933.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                  | ELASTIC NV                                                                                  | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      99009 | NS      | $8006857.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/NZD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1471.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMRUSH HOLDINGS INC                                        | SEMRUSH HOLDINGS INC                                                                        | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |       3900 | NS      | $38376.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                  | DOVER CORP                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     254171 | NS      | $45178895.25   | 0.06%             |  |  |  | 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      | $917762.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                              | MICROSOFT CORP                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    8248725 | NS      | $3797383041.00 | 4.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                           | ATMUS FILTRATION TECHNOLOGIES INC                                                           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     109052 | NS      | $3928053.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD                                               | HERBALIFE LTD                                                                               | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     183876 | NS      | $1436071.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 5 LTD / AGL CLO 5 LLC                               | AGL CLO 5 LTD / AGL CLO 5 LLC BRR TSFR3M+138.839 07/20/2034 144A                            | CUSIP: 00119TAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3002505.00    | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PEN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $53526.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 6.8% 08/15/2029                        | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4515000 | PA      | $4563301.92    | 0.01%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IPG PHOTONICS CORP                                          | IPG PHOTONICS CORP                                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     168385 | NS      | $11157190.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MIMEDX GROUP INC                                            | MIMEDX GROUP INC                                                                            | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     263690 | NS      | $1695526.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                        | TRADEWEB MARKETS INC A                                                                      | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     120188 | NS      | $17361156.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLTOWER INC                                               | WELLTOWER INC                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     479828 | NS      | $74027863.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                                                | TRUEBLUE INC                                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22600 | NS      | $135600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                              | SERVICENOW INC                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     122650 | NS      | $124010188.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                                       | ROBINHOOD MARKETS INC                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     232660 | NS      | $15390459.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                | SAXON ASSET SECURITIES TRUST STEP 08/25/2035                                                | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1978080 | PA      | $1746231.04    | 0.00%             | 2035-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF         | iShares Russell 1000 Value ETF                                                              | CUSIP: 464287598<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      51622 | NS      | $9736941.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | BNP PARIBAS                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      23542 | NS      | $2061678.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESMED INC                                                  | RESMED INC                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     105719 | NS      | $25878954.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                               | FORD MOTOR CO                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    2559400 | NS      | $26566572.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP                                     | PACIFIC PREMIER BANCORP INC                                                                 | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       5494 | NS      | $116472.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                             | BEST BUY CO INC                                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     316930 | NS      | $21006120.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS INC                                         | CANNAE HOLDINGS INC                                                                         | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     544939 | NS      | $10163112.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: CHF/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1199.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-33302.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREVI THERAPEUTICS INC                                      | TREVI THERAPEUTICS INC                                                                      | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155199 | NS      | $1010345.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SAREPTA THERAPEUTICS INC                                    | SAREPTA THERAPEUTICS INC                                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     111505 | NS      | $4192588.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 12 LTD                             | ANCHORAGE CREDIT FUNDING 12 LTD A1 3.177% 10/25/2038 144A                                   | CUSIP: 03332DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $573367.20     | 0.00%             | 2038-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SURMODICS INC                                               | SURMODICS INC                                                                               | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       7560 | NS      | $219391.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXSIGHT INC                                                 | RXSIGHT INC                                                                                 | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51963 | NS      | $794514.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                                 | TOOTSIE ROLL INDUSTRIES INC                                                                 | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      32539 | NS      | $1160015.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                                 | WATERS CORP                                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      25252 | NS      | $8819008.48    | 0.01%             |  |  |  | No            |                  1 | 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        |     837390 | PA      | $592104.91     | 0.00%             | 2037-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | CLEVELAND-CLIFFS INC                                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     532837 | NS      | $3106439.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DESCARTES SYS GROUP INC                                     | DESCARTES SYS GROUP INC                                                                     | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     223912 | NS      | $25960357.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2118.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TG THERAPEUTICS INC                                         | TG THERAPEUTICS INC                                                                         | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      90234 | NS      | $3168115.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                                | LIVANOVA PLC                                                                                | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      20653 | NS      | $893242.25     | 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        |       8549 | NS      | $15806075.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC                               | CRINETICS PHARMACEUTICALS INC                                                               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     349562 | NS      | $10665136.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                  | EXPEDITORS INTL OF WASH INC                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     211017 | NS      | $23787946.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS and RESORTS INC                                | UNITED PARKS and RESORTS INC                                                                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     191208 | NS      | $8564206.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LAM RESEARCH CORP                                           | LAM RESEARCH CORP                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     734181 | NS      | $59314482.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ETORO GROUP LTD                                             | ETORO GROUP LTD                                                                             | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |      26583 | NS      | $1573713.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC CL C                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    5377424 | NS      | $929487738.40  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                | ALLEGION PLC                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     194744 | NS      | $27789968.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: GBP/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $49039.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                         | AXON ENTERPRISE INC                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       5606 | NS      | $4206518.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                         | AFFIRM HOLDINGS INC                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     174765 | NS      | $9070303.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                           | KIMCO REALTY CORPORATION                                                                    | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    1781691 | NS      | $37878750.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                  | DAVITA INC                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     145421 | NS      | $19815065.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEZZLE INC                                                  | SEZZLE INC                                                                                  | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      29187 | NS      | $3114544.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LUMENTUM HOLDINGS INC                                       | LUMENTUM HOLDINGS INC                                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     126787 | NS      | $9164164.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PROGRESSIVE CORP OHIO                                       | PROGRESSIVE CORP OHIO                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     783997 | NS      | $223384265.21  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MICH                                  | INDEPENDENT BANK CORP                                                                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29571 | NS      | $932373.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDITAS MEDICINE INC                                         | EDITAS MEDICINE INC                                                                         | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |        390 | NS      | $670.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRIA THERAPEUTICS INC                                     | ASTRIA THERAPEUTICS INC                                                                     | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3500 | NS      | $16660.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-115510.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PEN settle 2025-11-10                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-9108.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3D SYSTEMS CORP                                             | 3D SYSTEMS CORP DEL                                                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |       3300 | NS      | $5115.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                  | ENANTA PHARMACEUTICALS INC                                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      14574 | NS      | $86423.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                                      | AMERICAN VANGUARD CORP                                                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      26288 | NS      | $129336.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5300 06/04/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         67 | NC      | $1005.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $686.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/SEK settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-696.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                          | UMB FINANCIAL CORP                                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     113497 | NS      | $11703810.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HLDGS LTD                             | NORWEGIAN CRUISE LINE HLDGS LTD                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     110662 | NS      | $1953184.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING CO                                     | MODINE MANUFACTURING CO                                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     321638 | NS      | $29204730.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                     | KITE REALTY GROUP TRUST                                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      81882 | NS      | $1811229.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                                                   | TIMKEN CO                                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      51300 | NS      | $3513537.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RYMAN HOSPITALITY PPTYS INC                                 | RYMAN HOSPITALITY PPTYS INC                                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      61279 | NS      | $5950803.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST INC                                         | HEALTH CATALYST INC                                                                         | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     967515 | NS      | $3676557.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                               | ACCENTURE PLC CL A                                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     309781 | NS      | $98144816.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                         | LADDER CAPITAL CORP CL A                                                                    | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      36828 | NS      | $387430.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: ILS/USD settle 2025-06-04                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $917.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                          | S and P GLOBAL INC                                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     160225 | NS      | $82172993.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                    | VISA INC CL A                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    1631629 | NS      | $595854594.51  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                                     | TOWER SEMICONDCTR LTD                                                                       | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     107877 | NS      | $4254668.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                         | PRUDENTIAL FINANCIAL INC                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     100400 | NS      | $10430556.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                      | COMSTOCK RESOURCES INC                                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      31800 | NS      | $740940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EPAM SYSTEMS INC                                            | EPAM SYSTEMS INC                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      37935 | NS      | $6619278.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                                   | KINSALE CAPITAL GROUP INC                                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      69918 | NS      | $33000596.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/SGD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17088.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-202503.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PEN settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-26869.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY SOFR+43 CIB                                                                 | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       2184 | NC      | $1583910.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                             | QUANTA SVCS INC                                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      21700 | NS      | $7433552.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                                          | SEI INV CORP                                                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     453324 | NS      | $38650404.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $1503150.75    | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL PLC                                        | RENTOKIL INITIAL PLC SPON ADR                                                               | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     458175 | NS      | $10890819.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                                                | PHREESIA INC                                                                                | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      88017 | NS      | $2155536.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOPTA INC                                                 | SUNOPTA INC                                                                                 | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |     845229 | NS      | $5274228.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13866.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANDERSONS INC                                               | ANDERSONS INC                                                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       5700 | NS      | $202407.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                          | ALBERTSONS COS INC CL A                                                                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    1473206 | NS      | $32749369.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | BRISTOL-MYERS SQUIBB CO                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    2980964 | NS      | $143920941.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CAD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-100686.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITEOS THERAPEUTICS INC                                      | ITEOS THERAPEUTICS INC                                                                      | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57571 | NS      | $576861.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIAN ASSET MANAGEMENT INC                                | ACADIAN ASSET MANAGEMENT INC                                                                | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      26213 | NS      | $789273.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                    | ROKU INC CLASS A                                                                            | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      72996 | NS      | $5289290.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | CDX.O P 0.90 IG44 5Y V1 I 07/16/25 RBC                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |    -400000 | NC      | $-94.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                 | TRIMBLE INC                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      60712 | NS      | $4326944.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                          | UNITED RENTALS INC                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     106633 | NS      | $75536684.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                  | ALCOA CORP                                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      38276 | NS      | $1024648.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                                    | PRICE (T ROWE)GROUP INC                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      61100 | NS      | $5718349.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC                                                   | EPLUS INC                                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     146290 | NS      | $10440717.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                      | JONES LANG LASALLE INC                                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     101796 | NS      | $22669969.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACLARIS THERAPEUTICS INC                                    | ACLARIS THERAPEUTICS INC                                                                    | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |        700 | NS      | $1022.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP MASS                                          | UNIFIRST CORP                                                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      90877 | NS      | $17135767.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-9.0000 12-24-4Y* CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -26300000 | NC      | $-58323.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                                     | CLEAN ENERGY FUELS CORP                                                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     261709 | NS      | $468459.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                               | INGREDION INC                                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     187921 | NS      | $26143569.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                                               | AMERISAFE INC                                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      82638 | NS      | $3922825.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                    | EQT CORPORATION                                                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     522417 | NS      | $28800849.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC                                   | CANADA GOOSE HOLDINGS INC                                                                   | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |     656656 | NS      | $7925837.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL BANK OF CANADA                                        | CDX.O P 1.00 IG44 5Y V1 I 06/18/25 RBC                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |   -1000000 | NC      | $-108.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY LTD                                        | ASSURED GUARANTY LTD                                                                        | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     124721 | NS      | $10545160.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-07-23                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-248.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                              | OFFICE PROPERTIES INCOME TRUST                                                              | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      83406 | NS      | $16097.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                                         | HARLEY-DAVIDSON INC                                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     358600 | NS      | $8681706.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AXIS CAPITAL HOLDINGS LTD                                   | AXIS CAPITAL HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     477353 | NS      | $49549241.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                       | CUSTOMERS BANCORP INC                                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      21126 | NS      | $1076580.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                     | TOMPKINS FINANCIAL CORP                                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        854 | NS      | $52435.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | IRS MXN 9.43000 10-31-24-1Y* (WHT) CME                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -10700000 | NC      | $-3204.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRADY CORPORATION                                           | BRADY CORPORATION CL A                                                                      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       1000 | NS      | $69770.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 INC                                                     | P10 INC CL A                                                                                | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     511638 | NS      | $5556388.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                               | GOLDMAN SACHS GROUP INC                                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     304977 | NS      | $183123439.65  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                   | ADOBE INC                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     380829 | NS      | $158078309.61  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                                       | HANOVER INSURANCE GROUP INC                                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      99320 | NS      | $17478333.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                 | JAMES HARDIE INDS PLC SPON ADR                                                              | CUSIP: 47030M106<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     367856 | NS      | $8571044.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32342.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                              | US BANCORP DEL                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    1483214 | NS      | $64653298.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES INC                                        | RAMACO RESOURCES INC                                                                        | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     401651 | NS      | $3658538.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CINEMARK HOLDINGS INC                                       | CINEMARK HOLDINGS INC                                                                       | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      41100 | NS      | $1387947.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                  | CAPITAL ONE FINANCIAL CORP                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     763608 | NS      | $144436453.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSET BACKED SECS CORP HOME EQUITY LN TR SER AMQ 2007-HE2   | ASSET BCKD CORP HE AMQ 07-HE2 A4 STEP 05/25/2037                                            | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1276075 | PA      | $896800.75     | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $26389.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                                  | COMMERCE BANCSHARES INC                                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      90600 | NS      | $5708706.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                                       | 3M CO                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    1721082 | NS      | $255322514.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                | AUTOZONE INC                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       8842 | NS      | $33007539.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/KRW settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-75181.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: IDR/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $39878.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                              | YUM BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     900102 | NS      | $129560681.88  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ILS settle 2025-06-04                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7188.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                          | STEEL DYNAMICS INC                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     272758 | NS      | $33568327.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                                | DAYFORCE INC                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     245294 | NS      | $14491969.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY-BOWES INC                                            | PITNEY-BOWES INC                                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      17400 | NS      | $179220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.45% 01/01/2030#BZ2788                                                           | CUSIP: 3140NXC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10022573.00   | 0.01%             | 2030-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACUITY INC                                                  | ACUITY INC                                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68823 | NS      | $17886409.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPERA LTD                                                   | OPERA LTD ADR                                                                               | CUSIP: 68373M107<br>LEI: 5493001ULS7KDNNZ3W51 | Long             | EC               | CORP              | KY        |     562355 | NS      | $10319214.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $12297.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                               | CONFLUENT INC                                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     554876 | NS      | $12778794.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $2000968.00    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                         | SUN COMMUNITIES INC - REIT                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     205930 | NS      | $25419999.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/SEK settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-971.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10179.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                       | MUELLER WATER PRODUCTS INC A                                                                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       2500 | NS      | $61325.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: ZAR/USD settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $29686.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINCLAIR INC                                                | SINCLAIR INC CL A                                                                           | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12700 | NS      | $178181.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK INC                                                   | ONEOK INC                                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      15900 | NS      | $1285356.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                         | KIMBERLY CLARK CORP                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     684906 | NS      | $98462086.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                             | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1460246 | PA      | $1467222.76    | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                | STANLEY BLACK and DECKER INC                                                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     552448 | NS      | $36146672.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT INC                                                     | ITT INC                                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     164004 | NS      | $24689162.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                            | PJT PARTNERS INC                                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      73406 | NS      | $11059347.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JAMF HOLDING CORP                                           | JAMF HOLDING CORP                                                                           | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |       3300 | NS      | $34650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GORMAN-RUPP CO                                              | GORMAN-RUPP CO                                                                              | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |        458 | NS      | $16717.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20474.99     | -0.00%            |  |  |  | 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        |     469750 | PA      | $468996.95     | 0.00%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                    | PVH CORP                                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      46000 | NS      | $3853420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                                   | AFLAC INC                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     264200 | NS      | $27355268.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                                              | ELF BEAUTY INC                                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     234623 | NS      | $26392741.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | CDX.O P 1.00 IG44 5Y V1 I 07/16/25 JPM                                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |   -1200000 | NC      | $-226.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                  | CITIZENS FINANCIAL GROUP INC                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    1015322 | NS      | $40968242.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                                              | CHAMPIONX CORP                                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       4400 | NS      | $105908.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                                   | INTELLIA THERAPEUTICS INC                                                                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      72699 | NS      | $499442.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/AUD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3677.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                             | TXNM ENERGY INC                                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     514278 | NS      | $29154419.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-672.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                               | REGENERON PHARMACEUTICALS INC                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     231015 | NS      | $113262034.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                          | META PLATFORMS INC CL A                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    2478570 | NS      | $1604849289.30 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                               | APOLLO GLOBAL MANAGEMENT INC                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     662813 | NS      | $86623030.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                                               | WNS HLDGS LTD                                                                               | CUSIP: N/A<br>LEI: 529900RM7QHUD3W9DM42       | Long             | EC               | CORP              | JE        |     105714 | NS      | $6130354.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARCUS CORP                                                 | MARCUS CORP                                                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      55919 | NS      | $1033383.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC                               | HEALTHCARE SERVICES GROUP INC                                                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      28912 | NS      | $407659.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                                | PARSONS CORP                                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      38234 | NS      | $2479092.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHORD ENERGY CORP                                           | CHORD ENERGY CORP                                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      57478 | NS      | $5173020.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEETGREEN INC                                              | SWEETGREEN INC CL A                                                                         | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38373 | NS      | $514965.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-85966.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                      | ANIKA THERAPEUTICS INC                                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        701 | NS      | $7816.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                  | CARVANA CO CL A                                                                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     119282 | NS      | $39024299.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YEXT INC                                                    | YEXT INC                                                                                    | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       6800 | NS      | $45628.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                                   | POOL CORP                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     142546 | NS      | $42847902.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX CORPORATION                                            | IDEX CORPORATION                                                                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     110218 | NS      | $19939538.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CHF settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3465.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15475.38     | -0.00%            |  |  |  | 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        |    1132965 | PA      | $1103985.55    | 0.00%             | 2063-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                  | LCM LOAN INCOME FUND I LTD B TSFR3M+171.161 04/20/2031 144A                                 | CUSIP: 50189XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2325000 | PA      | $2327887.65    | 0.00%             | 2031-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                              | CBRE GROUP INC - CL A                                                                       | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     201662 | NS      | $25211783.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC                              | COMMUNITY HEALTHCARE TR INC                                                                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       7400 | NS      | $120916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                                | NNN REIT INC                                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     309927 | NS      | $12942551.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                          | NEXTERA ENERGY INC                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    3364180 | NS      | $237645675.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J JILL INC                                                  | J JILL INC                                                                                  | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |        177 | NS      | $2832.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                             | TYSON FOODS INC CL A                                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     369831 | NS      | $20769708.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-63984.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STONERIDGE INC                                              | STONERIDGE INC                                                                              | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      42200 | NS      | $211844.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                  | INTUIT INC                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     224455 | NS      | $169120108.85  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                         | SCHWAB CHARLES CORP                                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    3928470 | NS      | $347041039.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                           | BLOCK H and R INC                                                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      51700 | NS      | $2944315.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18364.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-96961.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                               | CME GROUP INC CL A                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     255526 | NS      | $73847014.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                             | CASCADE MH ASSET TRUST 2024-MH1 5.695% 11/25/2056 144A                                      | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     946661 | PA      | $959998.28     | 0.00%             | 2056-11-25      | Fixed         | 0.06%                 | 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      | $1022875.81    | 0.00%             | 2037-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+116.448 11/25/2035                                    | CUSIP: 0738795F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2619968 | PA      | $2461495.64    | 0.00%             | 2035-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 07/01/2055 #TBA                                                              | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37300000 | PA      | $35181494.28   | 0.05%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                      | CONNECTONE BANCORP INC                                                                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      35680 | NS      | $819569.60     | 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        |    2323062 | PA      | $2306925.53    | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| N-ABLE INC                                                  | N-ABLE INC                                                                                  | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     101800 | NS      | $793022.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE360 INC                                                 | LIFE360 INC                                                                                 | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |        200 | NS      | $12710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                                        | CSG SYSTEMS INTL INC                                                                        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     145700 | NS      | $9624942.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                                           | GEO GROUP INC                                                                               | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |      19216 | NS      | $521522.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                   | CHUBB LTD                                                                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     809794 | NS      | $240670776.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                 | HONEYWELL INTL INC                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     692792 | NS      | $157035162.64  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                                                | DEERE and CO                                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     211380 | NS      | $107013238.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KESTRA MEDICAL TECHNOLOGIES INC                             | KESTRA MEDICAL TECHNOLOGIES INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      70000 | NS      | $1576400.00    | 0.00%             |  |  |  | No            |                  1 | 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              | KY        |    4000000 | PA      | $3995544.00    | 0.01%             | 2033-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                          | EXPAND ENERGY CORP                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     162138 | NS      | $18829085.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC                                    | MERCER INTERNATIONAL INC                                                                    | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      38534 | NS      | $137951.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                                | EVERCORE INC A                                                                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     129613 | NS      | $30004113.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                       | VERIS RESIDENTIAL INC                                                                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      21760 | NS      | $330752.00     | 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        |    3654479 | PA      | $3411195.22    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWAMSTERDAM PHARMA COMPANY NV                              | NEWAMSTERDAM PHARMA COMPANY NV                                                              | CUSIP: N/A<br>LEI: 984500B6549TF6E14D36       | Long             | EC               | CORP              | NL        |     100253 | NS      | $1815581.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CUBESMART                                                   | CUBESMART                                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     692336 | NS      | $29604287.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS                               | LINDBLAD EXPEDITIONS HOLDINGS                                                               | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      21468 | NS      | $225414.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                   | BANK OF NEW YORK MELLON CORP                                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    1066350 | NS      | $94489273.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                        | EDISON INTERNATIONAL 6.25% 03/15/2030                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303857.76     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                            | CALIFORNIA RES CORP                                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     106253 | NS      | $4693195.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-839628.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                       | GFL ENVIRONMENTAL INC                                                                       | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |      11400 | NS      | $574902.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                        | GULFPORT ENERGY CORP                                                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      31218 | NS      | $5978247.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX                                                  | STITCH FIX                                                                                  | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      99534 | NS      | $439940.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IMMERSION CORP                                              | IMMERSION CORP                                                                              | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      13629 | NS      | $102490.08     | 0.00%             |  |  |  | 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      |
| MATERION CORP                                               | MATERION CORP                                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       8561 | NS      | $662878.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: PLN/USD settle 2025-06-13                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $123548.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLERKNOLL INC                                             | MILLERKNOLL INC                                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     384213 | NS      | $6481673.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                         | OTIS WORLDWIDE CORP                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     849885 | NS      | $81036534.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHO HOUSE and CO INC                                       | SOHO HOUSE and CO INC                                                                       | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Long             | EC               | CORP              | US        |       1600 | NS      | $10096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACCAR INC                                                  | PACCAR INC                                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     467148 | NS      | $43841839.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                   | PALANTIR TECHNOLOGIES INC                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    1057218 | NS      | $139320188.04  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                | WINMARK CORP                                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $38233.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE COMMERCIAL CORP                                   | GLADSTONE COMMERCIAL CORP                                                                   | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      12002 | NS      | $172228.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION                            | MAGNOLIA OIL and GAS CORPO CL A                                                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     355027 | NS      | $7633080.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ANGEL OAK MORTGAGE REIT INC                                 | ANGEL OAK MORTGAGE REIT INC                                                                 | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |        185 | NS      | $1685.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                   | FLUTTER ENTERTAINMENT PLC                                                                   | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      34117 | NS      | $8621365.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2673.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-3909.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUCOMMUN INC DEL                                            | DUCOMMUN INC                                                                                | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      34005 | NS      | $2393271.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                                    | LYFT INC                                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     278117 | NS      | $4238503.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE MTG ACCEP CORP                                  | RENAISSANCE MTG ACCEP CORP STEP 11/25/2035                                                  | CUSIP: 75970NBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     177208 | PA      | $160291.93     | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                    | CROWDSTRIKE HOLDINGS INC                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      58715 | NS      | $27676489.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                          | HCA HEALTHCARE INC                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     330674 | NS      | $126115756.86  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                               | OCEANEERING INTERNATIONAL INC                                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      28536 | NS      | $544181.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                                         | MERCURY SYSTEMS INC                                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     275721 | NS      | $13579259.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL SIGNAL CORP                                         | FEDERAL SIGNAL CORP                                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     119325 | NS      | $11224902.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                           | FIRST INDUSTRIAL REALTY TRUST                                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     419616 | NS      | $20741618.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/THB settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-3201.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED INC                                                 | ABIOMED INC CVR                                                                             | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |      14700 | NS      | $32634.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VENTAS INC                                                  | VENTAS INC REIT                                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    1233014 | NS      | $79258139.92   | 0.10%             |  |  |  | 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      |
| TORO CO                                                     | TORO CO                                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      90091 | NS      | $6827095.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-19851.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                    | NORTHERN OIL AND GAS INC                                                                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     244237 | NS      | $6491819.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7980000 | PA      | $7664540.63    | 0.01%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARGO THERAPEUTICS INC                                      | CARGO THERAPEUTICS INC                                                                      | CUSIP: 14179K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $850.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC                                             | ROBERT HALF INC                                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     369605 | NS      | $16924212.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EHEALTH INC                                                 | EHEALTH INC                                                                                 | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       5200 | NS      | $21320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                    | FLEX LTD                                                                                    | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    1096073 | NS      | $46363887.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                                    | SAIA INC                                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     100630 | NS      | $26607578.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE GAS INC                                                 | ONE GAS INC                                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      54231 | NS      | $4054309.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VERUS SECURITIZATION TRUST 2024-8                           | VERUS SECURITIZATION TRUST 2024-8 A1 VAR 10/25/2069 144A                                    | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     906062 | PA      | $903435.30     | 0.00%             | 2069-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                | ANTERO RES CORP                                                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     424372 | NS      | $15892731.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 4                                 | OPTION ONE MTG LN TR 2007 4 STEP 04/25/2037                                                 | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6915097 | PA      | $3888834.66    | 0.01%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21253.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                              | AMERICAN ELECTRIC POWER CO INC                                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     216102 | NS      | $22364395.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                                            | SCHLUMBERGER LTD                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    1061349 | NS      | $35077584.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                                           | ANGIODYNAMICS INC                                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      41914 | NS      | $427522.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COMFORT SYSTEMS USA INC                                     | COMFORT SYSTEMS USA INC                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     101311 | NS      | $48449959.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INMODE LTD                                                  | INMODE LTD                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     199694 | NS      | $2927514.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI CONSULTING INC                                          | FTI CONSULTING INC                                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |        200 | NS      | $32832.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                                           | BROWN FORMAN CORP NON VTG CL B                                                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     655965 | NS      | $21869873.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                                      | SKYWORKS SOLUTIONS INC                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      84927 | NS      | $5862510.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CARRIER GLOBAL CORP                                         | CARRIER GLOBAL CORP                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     513711 | NS      | $36576223.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE COMPANY                                              | ST JOE COMPANY                                                                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      21091 | NS      | $942978.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5760 06/04/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -67 | NC      | $-34505.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                     | DARLING INGREDIENTS INC                                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      20598 | NS      | $641833.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                      | DOLBY LABORATORIES INC CL A                                                                 | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     114362 | NS      | $8492522.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                       | STIFEL FINANCIAL CORP                                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     128508 | NS      | $12108023.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Securities Fund                                    | FIDELITY BLUE CHIP GROWTH FUND                                                              | CUSIP: 316389162<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |     479977 | NS      | $104966204.03  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2022-RN1 LLC                                           | PRET 2022-RN1 LLC STEP 07/25/2051 144A                                                      | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     543963 | PA      | $544292.94     | 0.00%             | 2051-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                     | BRANDYWINE REALTY TRUST                                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     656800 | NS      | $2778264.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                                            | COEUR MINING INC                                                                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     238733 | NS      | $1928962.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APOGEE ENTERPRISES INC.                                     | APOGEE ENTERPRISES INC                                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        100 | NS      | $3865.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE CORP                                                    | NVE CORP                                                                                    | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       9320 | NS      | $663211.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                                   | XYLEM INC                                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     126217 | NS      | $15908390.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                    | ALIGNMENT HEALTHCARE INC                                                                    | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     195118 | NS      | $2998963.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES XXXIV CLO LTD                                          | ARES XXXIV CLO LTD AR3 TSFR3M+132 04/17/2033 144A                                           | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501365.00     | 0.00%             | 2033-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS INC                           | CLEARWATER ANALYTICS HOLDINGS INC                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     431259 | NS      | $9962082.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                | ILLUMINA INC                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      92398 | NS      | $7598811.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13913.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC                                        | HILLTOP HLDGS I                                                                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |        600 | NS      | $17892.00      | 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        |      19494 | NS      | $101563.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITY SOFTWARE INC                                          | UNITY SOFTWARE INC                                                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      88991 | NS      | $2320885.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST QUANTUM MINERALS LTD                                  | FIRST QUANTUM MINERALS LTD                                                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     130222 | NS      | $1929109.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                         | SIGNET JEWELERS LTD                                                                         | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      88908 | NS      | $5918605.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WATTS WATER TECHNOLOGIES INC                                | WATTS WATER TECH INC CL A                                                                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      24684 | NS      | $5976490.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                                   | BRINKS CO                                                                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     170767 | NS      | $14013140.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VF CORPORATION                                              | VF CORP                                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     145645 | NS      | $1814736.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                | COMERICA INC                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     174527 | NS      | $9963746.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                                      | VERVE THERAPEUTICS INC                                                                      | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33096 | NS      | $147277.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-81854.11     | -0.00%            |  |  |  | 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        |    3334542 | PA      | $2975487.70    | 0.00%             | 2035-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL6 LLC                                          | PRET 2024-NPL6 LLC VAR 10/25/2054 144A                                                      | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2182947 | PA      | $2197729.38    | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/PEN settle 2025-08-25                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-85385.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $6304.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                               | MEDTRONIC PLC                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    1974865 | NS      | $163874297.70  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PERELLA WEINBERG PARTNERS                                   | PERELLA WEINBERG PARTNERS                                                                   | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     168911 | NS      | $2933984.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                                          | PARK NATIONAL CORP                                                                          | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       8509 | NS      | $1383223.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                                       | HEARTLAND EXPRESS INC                                                                       | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |        800 | NS      | $7160.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DULUTH HOLDINGS INC                                         | DULUTH HOLDINGS INC CL B                                                                    | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        257 | NS      | $478.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS INC                                             | PLAYSTUDIOS INC A                                                                           | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15535 | NS      | $20816.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                               | AMBARELLA INC                                                                               | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      19686 | NS      | $1036271.04    | 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        |     721018 | NS      | $38639354.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OF TRADE                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -723 | NC      | $-414842.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                                    | APA CORP                                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     182200 | NS      | $3099222.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                  | CONSTELLATION SOFTWARE INC                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       2157 | NS      | $7816385.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-06-13                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $103.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REMITLY GLOBAL INC                                          | REMITLY GLOBAL INC                                                                          | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     280653 | NS      | $5994748.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                                              | ORGANON and CO                                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     176000 | NS      | $1622720.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK7 CORP                                                  | BANK7 CORP                                                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3615 | NS      | $139611.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                       | GENERAL DYNAMICS CORPORATION                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      76448 | NS      | $21290003.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                         | ELECTRONIC ARTS INC                                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     122002 | NS      | $17541447.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+75 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       5356 | NC      | $3860027.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTSMAN CORP                                               | HUNTSMAN CORP                                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     309813 | NS      | $3451316.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 7.375% 05/13/2055                                              | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $296550.00     | 0.00%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEMS INC                                | COLUMBIA BANKING SYSTEMS INC                                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     275800 | NS      | $6448204.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BIOGEN INC                                                  | BIOGEN INC                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      52900 | NS      | $6865891.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                                        | COOPER COMPANIES INC                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     351297 | NS      | $23986559.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | E-MINI RUSS 2000 FUT JUN25 RTYM5                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         57 | NC      | $359817.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC/TX                                      | DXP ENTERPRISES INC                                                                         | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1113 | NS      | $92022.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                           | BLOOM ENERGY CORP CL A                                                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     134656 | NS      | $2487096.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZIONS BANCORPORATION NA                                     | ZIONS BANCORP                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     378762 | NS      | $17938168.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03/19/25 7Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -24960000 | NC      | $-612449.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDOOR HOLDINGS INC                                       | NEXTDOOR HOLDINGS INC                                                                       | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     354151 | NS      | $541851.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP INC                                               | REV GROUP INC                                                                               | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     100251 | NS      | $3758409.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REGAL REXNORD CORP                                          | REGAL REXNORD CORP                                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      89073 | NS      | $11885901.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                 | ORACLE CORP CP 0% 06/20/2025                                                                | CUSIP: 6840C2TL9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4857208.95    | 0.01%             | 2025-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                              | NEWMARKET CORP                                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      13357 | NS      | $8602709.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                              | MURPHY USA INC                                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      84036 | NS      | $35865724.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 07/10/2025                                                                     | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7975000 | PA      | $7939433.73    | 0.01%             | 2025-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5725 06/18/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -65 | NC      | $-213850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                | AUTODESK INC                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     221672 | NS      | $65641512.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                            | MERCK and CO INC NEW                                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    1825626 | NS      | $140281101.84  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                               | O-I GLASS INC                                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     223200 | NS      | $2926152.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2900.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFORCE INC                                                  | KFORCE INC                                                                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      33168 | NS      | $1353254.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+75 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       4003 | NC      | $2884931.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                   | MIRUM PHARMACEUTICALS INC                                                                   | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      44156 | NS      | $1963175.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    8085445 | PA      | $6049677.82    | 0.01%             | 2045-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDELYX INC                                                 | ARDELYX INC                                                                                 | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     386472 | NS      | $1418352.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SPECTRUM BRANDS HOLDINGS INC                                | SPECTRUM BRANDS HOLDINGS INC                                                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      50200 | NS      | $2900054.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KEYSIGHT TECHNOLOGIES INC                                   | KEYSIGHT TECHNOLOGIES INC                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     309162 | NS      | $48550800.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6957.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                | RELIANCE INC                                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      45559 | NS      | $13340586.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOALS TECHNOLOGIES GROUP INC                               | SHOALS TECHNOLOGIES GROUP INC                                                               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      62823 | NS      | $296524.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/KRW settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-104020.71    | -0.00%            |  |  |  | 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      | $718707.12     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PURETECH HEALTH PLC                                         | PURETECH HEALTH PLC                                                                         | CUSIP: N/A<br>LEI: 213800LVPDNO2Z9T9I39       | Long             | EC               | CORP              | GB        |    5609005 | NS      | $10293032.87   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5755 06/04/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -62 | NC      | $-29760.00     | -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        |     142466 | NS      | $36609488.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                     | WEX INC                                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     113837 | NS      | $15132352.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP SEMICONDUCTORS NV                                       | NXP SEMICONDUCTORS NV                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     786985 | NS      | $150416443.05  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                  | SOUND POINT CLO XXVIII LTD A1R TSFR3M+128 01/25/2032 144A                                   | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     436905 | PA      | $436953.56     | 0.00%             | 2032-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOONLAKE IMMUNOTHERAPEUTICS                                 | MOONLAKE IMMUNOTHERAPEUTICS                                                                 | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      39600 | NS      | $1544796.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR DEVICES INC                                          | TAYLOR DEVICES INC                                                                          | CUSIP: 877163105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $7386.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                  | INTEL CORP CP 0% 07/03/2025                                                                 | CUSIP: 45826CU32<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4759471.33    | 0.01%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRICUT INC                                                  | CRICUT INC                                                                                  | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10300 | NS      | $62418.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | SPTR TRS EQUITY SOFR+43 CBK                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |        841 | NC      | $443832.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                              | PUBLIC STORAGE                                                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      65293 | NS      | $20137014.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.88400 03-25-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-1276.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27268.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                                 | MIDLAND STATES BANCORP INC                                                                  | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       9557 | NS      | $161322.16     | 0.00%             |  |  |  | No            |                  1 | 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        |    3267801 | PA      | $3280481.61    | 0.00%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                           | CBRE SERVICES INC CP 0% 06/04/2025                                                          | CUSIP: 12610BT44<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4886778.96    | 0.01%             | 2025-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY RECOVERY INC                                         | ENERGY RECOVERY INC                                                                         | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      19223 | NS      | $242402.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CE34                               | RCKT MORTGAGE TRUST 2025-CE34 5.553% 03/25/2055 144A                                        | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2982014 | PA      | $2977538.99    | 0.00%             | 2055-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                      | SEMPRA                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     352489 | NS      | $27702110.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2200000 | NC      | $-1546.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXPOINT REAL ESTATE FINANCE                                | NEXPOINT REAL ESTATE FINANCE                                                                | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $5908.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMILARWEB LTD                                              | SIMILARWEB LTD                                                                              | CUSIP: N/A<br>LEI: 254900GWO7PNBAYCPJ12       | Long             | EC               | CORP              | IL        |     278812 | NS      | $2068785.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                  | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                                  | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               | CORP              | GR        |    1506068 | NS      | $4638770.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5740 06/11/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -133 | NC      | $-258020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1952.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC                                                                   | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |      47000 | NS      | $1263360.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-72188.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                            | HEALTHEQUITY INC                                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     107036 | NS      | $10768891.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AZENTA INC                                                  | AZENTA INC                                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     260283 | NS      | $6954761.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOMINION ENERGY INC                                         | DOMINION ENERGY INC                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     586057 | NS      | $33211850.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                      | CATHAY GENERAL BANCORP                                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |        700 | NS      | $29998.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                       | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1706463 | PA      | $1704156.45    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCBEST CORP                                                | ARCBEST CORP                                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     129906 | NS      | $8143807.14    | 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        |          8 | NS      | $6059200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                        | WESTERN DIGITAL CORP                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     223804 | NS      | $11537096.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                                         | CAL-MAINE FOODS INC                                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      21142 | NS      | $2028152.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                    | GIBRALTAR INDUSTRIES INC                                                                    | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      67951 | NS      | $3980569.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                                           | CIGNA GROUP (THE)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     263340 | NS      | $83383977.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                           | GENERAL MILLS INC                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     354500 | NS      | $19235170.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                               | LOWES COS INC                                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    1309143 | NS      | $295512849.39  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA INC                                    | THERAVANCE BIOPHARMA INC                                                                    | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |       8124 | NS      | $74415.84      | 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        |     111144 | NS      | $3178718.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP                                   | SCHOLAR ROCK HOLDING CORP                                                                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      28651 | NS      | $831165.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                               | AUTOMATIC DATA PROCESSING INC                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      88687 | NS      | $28870279.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-71487.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUXFER HLDGS PLC                                            | LUXFER HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |       6180 | NS      | $70637.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: CNY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $6033.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                     | CHIMERA INVESTMENT CORP                                                                     | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      10184 | NS      | $134225.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $13979.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-4 OWNER TR                      | HONDA AUTO RECEIVABLES 2024-4 OWNER TR 4.56% 03/15/2027                                     | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1866568 | PA      | $1865730.95    | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                | EMBECTA CORP                                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     955772 | NS      | $10064279.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                                 | NATIONAL BK HLDGS CORP                                                                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $3615.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK SCIENCES INC                                         | KODIAK SCIENCES INC                                                                         | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       7000 | NS      | $23800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3700.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                          | VERTIV HOLDINGS CO                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     353857 | NS      | $38191786.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                                          | CAPRI HOLDINGS LTD                                                                          | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      29300 | NS      | $530916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.90 IG44 5Y V1 I 07/16/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -2500000 | NC      | $-593.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR INC                                                 | AVANTOR INC                                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     699432 | NS      | $9029667.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                    | FMC CORP NEW                                                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     129351 | NS      | $5246476.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                                    | DICKS SPORTING GOODS INC                                                                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      50000 | NS      | $8967000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                               | PAYLOCITY HOLDING CORP                                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     198819 | NS      | $37954547.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                   | AMCOR PLC                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     974724 | NS      | $8879735.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                            | FIRSTENERGY CORP                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     971267 | NS      | $40734937.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                       | URBAN EDGE PROPERTIES                                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49534 | NS      | $899537.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | CDX ITRAXX XOV42 5Y 35-100% SP JPM                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    8859727 | NC      | $1931377.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                | RAYMOND JAMES FINANCIAL INC.                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      67100 | NS      | $9862358.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                        | DYCOM INDUSTRIES INC                                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       3095 | NS      | $711602.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC BR2 TSFR3M+185 01/25/2035 144A        | CUSIP: 28623VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001316.00    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD                                       | JAMESTOWN CLO XVI LTD AR TSFR3M+112 07/25/2034 144A                                         | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4804593.60    | 0.01%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GATES INDUSTRIAL CORP PLC                                   | GATES INDUSTRIAL CORP PLC                                                                   | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     374753 | NS      | $7926025.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                                 | EQUIFAX INC                                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      44304 | NS      | $11704673.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.3% 11/01/2029#BZ2346                                                            | CUSIP: 3140NWTC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1992669.80    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                   | EMERGENT BIOSOL                                                                             | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      43800 | NS      | $276816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LIFESTANCE HEALTH GROUP INC                                 | LIFESTANCE HEALTH GROUP INC                                                                 | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     364542 | NS      | $2165379.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                                            | 10X GENOMICS INC                                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      18000 | NS      | $171540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NURIX THERAPEUTICS INC                                      | NURIX THERAPEUTICS INC                                                                      | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     120000 | NS      | $1275600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KRATOS DEFENSE and SECURITY SOLUTIONS INC                   | KRATOS DEFENSE and SEC SOLTN INC                                                            | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     604700 | NS      | $22307383.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $153354.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                                           | GRAB HOLDINGS LTD CL A                                                                      | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |    1382524 | NS      | $6732891.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                               | MIDDLEBY CORP                                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     114195 | NS      | $16687315.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CINCINNATI FINANCIAL CORP                                   | CINCINNATI FINANCIAL CORP                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      53642 | NS      | $8090286.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                  | HASBRO INC                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      98690 | NS      | $6583609.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                                           | AEROVIRONMENT INC                                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      98303 | NS      | $17500883.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $-1968.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                     | HUDSON TECHNOLOGIES INC                                                                     | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      79600 | NS      | $569140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BAXTER INTERNATIONAL INC.                                   | BAXTER INTL INC                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     222000 | NS      | $6771000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1097.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                          | INGERSOLL RAND INC                                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    1450605 | NS      | $118427392.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                                  | RADNET INC                                                                                  | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     244171 | NS      | $14037390.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRSTCASH HOLDINGS INC                                      | FIRSTCASH HOLDINGS INC                                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38184 | NS      | $4884115.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                                          | VAREX IMAGING CORP                                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      12801 | NS      | $98183.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-6                                 | PAGAYA AI DEBT TRUST 2023-6 8.491% 06/16/2031 144A                                          | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6743271 | PA      | $6773428.47    | 0.01%             | 2031-06-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NORTHFIELD BANCORP INC NEW                                  | NORTHFIELD BANCORP INC NEW                                                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     202489 | NS      | $2365071.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                   | ALIBABA GROUP HOLDING LTD SPON ADR                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      69853 | NS      | $7952065.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHAEFFLER AG                                               | SCHAEFFLER AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EC               | CORP              | DE        |     340440 | NS      | $1638983.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5475.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLEXUS CORP                                                 | PLEXUS CORP                                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      14886 | NS      | $1953936.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                   | WARNER BROS DISCOVERY INC                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     587383 | NS      | $5856208.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN AMERICA SA                                            | TITAN AMERICA SA                                                                            | CUSIP: N/A<br>LEI: 9845007APCB6462D6C46       | Long             | EC               | CORP              | BE        |     208987 | NS      | $2988514.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC                                                | UBIQUITI INC                                                                                | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        469 | NS      | $185391.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/MXN settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-474890.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDECADE CORP                                             | NEXTDECADE CORP                                                                             | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |        600 | NS      | $4968.00       | 0.00%             |  |  |  | No            |                  1 | 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        |    1900278 | PA      | $1891360.15    | 0.00%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTG FDG TR                                       | GREENPOINT MTG FDG TR 05-AR4 4A1A STEP 10/25/2045                                           | CUSIP: 39538WBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1303312 | PA      | $1191938.69    | 0.00%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APELLIS PHARMACEUTICALS INC                                 | APELLIS PHARMACEUTICALS INC                                                                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      52398 | NS      | $887098.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                 | ORACLE CORP                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    2201014 | NS      | $364333847.42  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROBIN GOURMET BURGERS INC                               | RED ROBIN GOURMET BURGERS INC                                                               | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      23664 | NS      | $120686.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEARWAY ENERGY INC                                         | CLEARWAY ENERGY INC CL C                                                                    | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       1300 | NS      | $40001.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHF ISSUER TRUST 2024-1                                     | FHF ISSUER TRUST 2024-1A A2 5.69% 02/15/2030 144A                                           | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2348598 | PA      | $2369384.82    | 0.00%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                | UNILEVER PLC SPONS ADR                                                                      | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     273032 | NS      | $17430362.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 07/01/2055 #TBA                                                                | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  103005000 | PA      | $103906304.05  | 0.14%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                       | CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A                                         | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190918 | PA      | $190943.18     | 0.00%             | 2031-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGA TECHNOLOGIES INC                                       | SIGA TECHNOLOGIES INC                                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        984 | NS      | $5884.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA CLO 2014-2 LTD                                         | VOYA CLO 2014-2 LTD A1RR TSFR3M+128.161 04/17/2030 144A                                     | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |       1282 | PA      | $1281.61       | 0.00%             | 2030-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                               | INGEVITY CORP                                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      52692 | NS      | $2179868.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MONARCH CASINO and RESORT INC                               | MONARCH CASINO and RESORT INC                                                               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       3517 | NS      | $294513.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-07-07                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-762.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                   | BALL CORP                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     254897 | NS      | $13657381.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS GROUP INC                                              | PACS GROUP INC                                                                              | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $3968.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                                    | ORASURE TECHNOLOGIES INC                                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      30195 | NS      | $86961.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                       | CLEARWATER PAPER CORP                                                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       2500 | NS      | $71975.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.24% 01/01/2034#BZ2691                                                           | CUSIP: 3140NW7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6106000 | PA      | $6152575.96    | 0.01%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENX SE                                                   | ARGENX SE SPONSORED ADR                                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      13000 | NS      | $7452380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                          | ROYALTY PHARMA PLC                                                                          | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      86000 | NS      | $2827680.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY INC                                      | PUMA BIOTECHNOLOGY INC                                                                      | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      70700 | NS      | $231896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                                              | REALREAL INC                                                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      85800 | NS      | $484770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANK OF CALIF                              | FIRST INTERNET BANCORP                                                                      | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      11202 | NS      | $271648.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                                 | TREX CO INC                                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213046 | NS      | $11902880.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED STATES STEEL CORP                                    | UNITED STATES STEEL CORP                                                                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      33639 | NS      | $1810450.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LOEWS CORP                                                  | LOEWS CORP                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      69800 | NS      | $6232442.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL VEH GROUP INC                                    | COMMERCIAL VEHICLE GROUP INC                                                                | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |       3400 | NS      | $4420.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFSI BSL XI LTD                                             | OFSI BSL XI LTD AR TSFR3M+127 04/20/2034 144A                                               | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1097919.90    | 0.00%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                 | DELUXE CORP                                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     215300 | NS      | $3072331.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CROWN HOLDINGS INC                                          | CROWN HOLDINGS INC                                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     167581 | NS      | $16506728.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT INC                                                     | AXT INC                                                                                     | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |       1800 | NS      | $2718.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   28300000 | NC      | $-22534.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.85 IG44 5Y V1 I 06/18/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -2700000 | NC      | $-362.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFIRST LN SECURITIZATION TR 2007-1                       | EQUIFIRST LN SECURITIZN TR 071 STEP 04/25/2037 144A                                         | CUSIP: 29445UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1011242 | PA      | $929419.61     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                    | COTY INC CL A                                                                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      26074 | NS      | $128544.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JM SMUCKER CO/THE                                           | JM SMUCKER CO/THE                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      90600 | NS      | $10202466.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POTBELLY CORP                                               | POTBELLY CORP                                                                               | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |     907503 | NS      | $9683057.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTEL CORP                                                  | INTEL CORP                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     603189 | NS      | $11792344.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROPACE INC                                               | NEUROPACE INC                                                                               | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19761 | NS      | $261240.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP INC                                           | UNITY BANCORP INC                                                                           | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       4511 | NS      | $199408.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER INC                                                  | CARTERS INC                                                                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       1557 | NS      | $48843.09      | 0.00%             |  |  |  | No            |                  1 | 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        |    2462564 | PA      | $2438107.33    | 0.00%             | 2069-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                      | ARRAY TECHNOLOGIES INC                                                                      | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |        100 | NS      | $660.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2339.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRITEO SA                                                   | CRITEO SA SPNR ADR                                                                          | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     278879 | NS      | $7100259.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                              | AIR PRODUCTS and CHEMICALS INC                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      25671 | NS      | $7159898.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                         | VULCAN MATERIALS CO                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     145233 | NS      | $38496911.31   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                                      | AMERICOLD REALTY TRUST                                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     622218 | NS      | $10310152.26   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                          | UNION PACIFIC CORP                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     507336 | NS      | $112456097.76  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RIMINI STREET INC                                           | RIMINI STREET INC                                                                           | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     573471 | NS      | $1749086.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                      | US TREASURY RP 4.43% 6/2/25                                                                 | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |  224200000 | PA      | $224200000.00  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT PLC                                                  | ADIENT PLC                                                                                  | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     262131 | NS      | $4086622.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                               | DR HORTON INC                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      65422 | NS      | $7723721.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                | VONTIER CORP W/I                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     336321 | NS      | $12023475.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                | MONOLITHIC POWER SYS INC                                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      63327 | NS      | $41916141.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL                    | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213738 | NS      | $27614949.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC CP 0% 06/13/2025                                                                 | CUSIP: 00287BTD1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     490000 | PA      | $489122.61     | 0.00%             | 2025-06-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-6                                       | TOWD PT MTG TR 2017-6 3% 10/25/2057 144A                                                    | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2160306.51    | 0.00%             | 2057-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO 3.50000 03/19/25 5Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   68968000 | NC      | $161417.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                                 | STANDARD MOTOR PRODUCTS INC                                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      29833 | NS      | $903939.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TABOOLA.COM LTD                                             | TABOOLA.COM LTD                                                                             | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | IL        |      96667 | NS      | $357667.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12893.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                      | TYLER TECHNOLOGIES INC                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      45600 | NS      | $26310744.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SOFTBANK GROUP CORP SNR JP SP GST                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     100000 | NC      | $-246.18       | -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      | $-167.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 06/26/2025                                                                     | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12775000 | PA      | $12738985.10   | 0.02%             | 2025-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-10-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $373492.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: MXN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3100.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD A2R TSFR3M+148 07/16/2034 144A                           | CUSIP: 05684RAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1996870.00    | 0.00%             | 2034-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                | CHARLES RIVER LABS INTL INC                                                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      11952 | NS      | $1621049.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYAGS INC                                                 | PLAYAGS INC                                                                                 | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7704 | NS      | $94142.88      | 0.00%             |  |  |  | No            |                  1 | 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      | $370504.89     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/KRW settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-28.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY FEDL01+82 RBC                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       3998 | NC      | $2878464.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPIENS INTL CORP NV                                        | SAPIENS INTL CORP NV                                                                        | CUSIP: N/A<br>LEI: 2549009P4ZS02GC5QV68       | Long             | EC               | CORP              | KY        |       1281 | NS      | $36764.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                    | HOMETRUST BANCSHARES INC                                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5547 | NS      | $200191.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                               | CDX IG44 5Y ICE SWAP 06/20/2030                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   21600000 | NC      | $-1720.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                | CRANE NXT CO                                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      17004 | NS      | $911584.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BUNGE GLOBAL SA                                             | BUNGE GLOBAL SA                                                                             | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |     139600 | NS      | $10909740.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-06-10                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $26712.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES                                | STEWART INFORMATION SERVICES                                                                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      65720 | NS      | $3965544.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB FINANCIAL CORP                                          | MVB FINANCIAL CORP                                                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       3997 | NS      | $78181.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                          | PENNYMAC MORTGAGE INV TRUST                                                                 | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |        900 | NS      | $11052.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB CORP                                             | ROCKET LAB CORP                                                                             | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77200 | NS      | $2068188.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| YUM CHINA HOLDINGS INC                                      | YUM CHINA HOLDINGS INC                                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      95074 | NS      | $4149980.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                                      | NICOLET BANKSHARES INC                                                                      | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11116 | NS      | $1363266.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13712.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                           | HORMEL FOODS CORP                                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      97000 | NS      | $2975960.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-33767.72     | -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        |   15400000 | NC      | $24871.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                    | HIGHWOODS PROPERTIES INC                                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |        600 | NS      | $17820.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA                               | PREFERRED BANK LOS ANGELES                                                                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      23766 | NS      | $1987075.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | CDX ITRAXX XOV42 5Y 35-100% SP BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |   10631673 | NC      | $2317653.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                | ALIMENTATION COUCHE-TARD INC CP 0% 07/02/2025                                               | CUSIP: 01626UU29<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    4860000 | PA      | $4839097.14    | 0.01%             | 2025-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8863.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN EURO CLO                                             | DRYDEN EURO CLO A 3MEUR+100 04/18/2033 144A                                                 | CUSIP: N/A<br>LEI: 635400CVKY7QXAYGH934       | Long             | ABS-CBDO         | CORP              | IE        |    1466840 | PA      | $1663413.22    | 0.00%             | 2033-04-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORP                                            | FIRST BUSEY CORP                                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       6895 | NS      | $152517.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                     | ZEBRA TECHNOLOGIES CORP CL A                                                                | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      85613 | NS      | $24808079.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                                            | ROCKY BRANDS INC                                                                            | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      94419 | NS      | $2148032.25    | 0.00%             |  |  |  | No            |                  1 | 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        |    2662196 | PA      | $2680239.25    | 0.00%             | 2031-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BALCHEM CORP                                                | BALCHEM CORP                                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      73782 | NS      | $12299459.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORINCHUKIN BANK                                            | NORINCHUKIN BANK 5.094% 10/16/2029 144A                                                     | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     900000 | PA      | $902882.41     | 0.00%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                | TEXAS CAPITAL BANCSHARES INC                                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      82865 | NS      | $5940591.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                             | LENDINGTREE INC                                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       7438 | NS      | $260478.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKILLZ INC                                                  | SKILLZ INC                                                                                  | CUSIP: 83067L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3653 | NS      | $22977.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                             | MORNINGSTAR INC                                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      55955 | NS      | $17257641.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $576.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROCS INC                                                   | CROCS INC                                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     282904 | NS      | $28856208.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| RCKT MTG TR 2025 CES1                                       | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                                | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4463840 | PA      | $4464056.95    | 0.01%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                                       | AURORA INNOVATION INC                                                                       | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     113708 | NS      | $689070.48     | 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        |     811052 | NS      | $105306991.68  | 0.14%             |  |  |  | No            |                  1 | 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      | $-19047.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLE BIOSCIENCES INC                                      | CASTLE BIOSCIENCES INC                                                                      | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     729165 | NS      | $11644765.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ASTERA LABS INC                                             | ASTERA LABS INC                                                                             | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23841 | NS      | $2162855.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP INC INDIANA                                 | HORIZON BANCORP INC INDIANA                                                                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      13660 | NS      | $202714.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                                          | UFP INDUSTRIES INC                                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      19700 | NS      | $1921932.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                                         | AVERY DENNISON CORP                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      45375 | NS      | $8064498.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON TR BANCORP INC                                   | WASHINGTON TR BANCORP INC                                                                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      20812 | NS      | $575659.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/KRW settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1713.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUS INC                                                  | EVOLUS INC                                                                                  | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |       2146 | NS      | $19721.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                                   | PERFORMANCE FOOD GROUP CO                                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     278845 | NS      | $24973358.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                   | KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      45012 | NS      | $1231528.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: ZAR/USD settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1968.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                   | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                             | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1689867 | PA      | $1690401.83    | 0.00%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: NOK/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-935.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+53 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1057 | NC      | $557055.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                              | HOME DEPOT INC                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     802577 | NS      | $295581083.33  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5350 06/25/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         69 | NC      | $71760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                              | HALLIBURTON CO                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     981700 | NS      | $19231503.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA GLOBAL FUNDING TRUST 5.5% 04/01/2032 144A                                                | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200621.93     | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC                                   | EDGEWISE THERAPEUTICS INC                                                                   | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7082 | NS      | $101130.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                               | HDFC BANK LTD SPON ADR                                                                      | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      35900 | NS      | $2706501.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                                           | GENIUS SPORTS LTD                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    2057548 | NS      | $19731885.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                  | GRAND CANYON EDUCATION INC                                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      95567 | NS      | $18907453.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                           | CLEAN HARBORS INC                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      99151 | NS      | $22486455.29   | 0.03%             |  |  |  | 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        |       1500 | NS      | $279630.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                              | DORIAN LPG LTD                                                                              | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     173197 | NS      | $3708147.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                          | RH                                                                                          | CUSIP: 74967X103<br>LEI: 549300H9H1H3OC7C3H47 | Long             | EC               | CORP              | US        |      25212 | NS      | $4566145.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                                 | FASTENAL CO                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     114540 | NS      | $4735083.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CHF settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $18352.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $15658.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                                               | BANDWIDTH INC                                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      17122 | NS      | $240050.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                                  | STRIDE INC                                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      73141 | NS      | $11072815.99   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CIENA CORP                                                  | CIENA CORP                                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     187335 | NS      | $14998040.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                    | RTX CORP                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    1268342 | NS      | $173103316.16  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                      | F5 INC                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      81978 | NS      | $23394881.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                          | AVANOS MEDICAL INC                                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      42400 | NS      | $532968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                                | TELEFLEX INC                                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     127141 | NS      | $15545530.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     376926 | NS      | $58762763.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                        | COLGATE-PALMOLIVE CO                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     727351 | NS      | $67600001.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                     | HELIOS TECHNOLOGIES INC                                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |        200 | NS      | $6064.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-62476.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR INC                                                 | POPULAR INC                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      83945 | NS      | $8690825.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3523.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                         | DOLLAR GENERAL CORP                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        860 | NS      | $83635.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                           | U-HAUL HOLDING CO                                                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      64100 | NS      | $3656264.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KEMPER CORP DEL                                             | KEMPER CORP                                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     130416 | NS      | $8311411.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                     | GAP INC                                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     175266 | NS      | $3910184.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP CORP/THE                                                | ODP CORP/THE                                                                                | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5300 | NS      | $87185.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                                        | SPX TECHNOLOGIES INC                                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      13880 | NS      | $2111009.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                                | INNOVIVA INC                                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       6600 | NS      | $129162.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DESIGN THERAPEUTICS INC                                     | DESIGN THERAPEUTICS INC                                                                     | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2900 | NS      | $10817.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC | PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC A2R5 TSFR3M+160 05/21/2034 144A | CUSIP: 69689ABY5<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4200722.40    | 0.01%             | 2034-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                | UPSTART SECURITIZATION TRUST 7.92% 06/20/2033 144A                                          | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4700000 | PA      | $4753131.62    | 0.01%             | 2033-06-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD BRR TSFR3M+160 10/23/2034 144A                           | CUSIP: 05684CAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001572.00    | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                            | MCGRATH RENTCORP                                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     184560 | NS      | $20740852.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                               | ULTRAGENYX PHARMA INC                                                                       | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     369335 | NS      | $12568470.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INVESTMENTS INC                                  | WISDOMTREE INVESTMENTS INC                                                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     386892 | NS      | $3652260.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES INC                                   | USANA HEALTH SCIENCES INC                                                                   | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      21313 | NS      | $636619.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALKERMES PLC                                                | ALKERMES PLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       9239 | NS      | $282805.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1203.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED WATER CO INC                                   | CONSOLIDATED WATER CO LTD                                                                   | CUSIP: N/A<br>LEI: 5299001BMEW8X9VIJA73       | Long             | EC               | CORP              | KY        |      28697 | NS      | $775679.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                    | SUPER MICRO COMPUTER INC                                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      22500 | NS      | $900450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HAIN CELESTIAL GROUP INC                                    | HAIN CELESTIAL GROUP INC                                                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      20151 | NS      | $37682.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX ITRAXX XOV42 5Y 35-100% SP GST                                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |    2953242 | NC      | $643792.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                     | CONSOLIDATED EDISON INC                                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     582033 | NS      | $60816628.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY CMNTYS INC                                          | CENTURY COMMUNITIES INC                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      18182 | NS      | $943100.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5550 06/04/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -66 | NC      | $-2310.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                              | STARBUCKS CORP                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     515798 | NS      | $43301242.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                                  | SUNRUN INC                                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       8900 | NS      | $66661.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WESBANCO INC                                                | WESBANCO INC                                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23571 | NS      | $725515.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.85 IG44 5Y V1 I 07/16/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -1100000 | NC      | $-301.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                 | FIDELITY SAI US LOW VOLATILITY INDEX FUND                                                   | CUSIP: 31635V885<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   16057742 | NS      | $356160722.04  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                  | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $206000.00     | 0.00%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                  | NUCOR CORP                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      83508 | NS      | $9132434.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLAVIYO INC                                                 | KLAVIYO INC-A                                                                               | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52700 | NS      | $1791800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MXN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $18278.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                 | HUBBELL INC                                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      90382 | NS      | $35211019.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX COMPANIES INC                                           | TJX COMPANIES INC NEW                                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     758517 | NS      | $96255807.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                                       | TRANSMEDICS GROUP INC                                                                       | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      66085 | NS      | $8400725.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHAMPION HOMES INC                                          | CHAMPION HOMES INC                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     159211 | NS      | $10412399.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                                        | UPSTART HOLDINGS INC                                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       4664 | NS      | $220000.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CUMMINS INC                                                 | CUMMINS INC                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     238154 | NS      | $76561747.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                                        | MCCORMICK and CO INC NON-VTG                                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       1000 | NS      | $72730.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36949.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $861929.69     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                         | EMERSON ELECTRIC CO                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     678350 | NS      | $80981423.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                              | AMERIS BANCORP                                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      13462 | NS      | $827509.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                        | AMKOR TECHNOLOGY INC                                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      57435 | NS      | $1034978.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINL INC MD                                      | WATERSTONE FINANCIAL INC                                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      20699 | NS      | $267431.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-3                               | MARLETTE FUNDING TRUST 2022-3A C 6.89% 11/15/2032 144A                                      | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1106721 | PA      | $1110394.44    | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | 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        |    2717491 | PA      | $2714149.50    | 0.00%             | 2054-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                               | APPLOVIN CORP                                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       4300 | NS      | $1689900.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                      | GROUP 1 AUTOMOTIVE INC                                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      31994 | NS      | $13562896.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3295.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANHATTAN ASSOCS INC                                        | MANHATTAN ASSOCIATES INC                                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     186591 | NS      | $35224648.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-3681.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A                                                | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399851.81     | 0.00%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORTHINGTON STEEL INC                                       | WORTHINGTON STEEL INC                                                                       | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |       2600 | NS      | $64740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                     | ENERGIZER HLDGS INC                                                                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     320100 | NS      | $7455129.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-940.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                        | TRI POINTE HOMES INC                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213852 | NS      | $6304356.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                  | MARSH and MCLENNAN COS INC                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     468705 | NS      | $109517610.30  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.9271 05/08/25 01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   37800000 | NC      | $-16647.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-40833.70     | -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        |    7283166 | PA      | $3965702.60    | 0.01%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                 | METLIFE INC                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     871395 | NS      | $68474219.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO 28 LTD                                              | KKR CLO 28 LTD AR TSFR3M+144 02/09/2035 144A                                                | CUSIP: 48253WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $2101171.80    | 0.00%             | 2035-02-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                         | BELLRING BRANDS INC                                                                         | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     378306 | NS      | $23814362.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                       | WORLD ACCEPTANCE CORP                                                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $61792.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                               | SYNAPTICS INC                                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      61244 | NS      | $3598697.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                       | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                          | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3299368 | PA      | $3329973.11    | 0.00%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                    | DANA INC                                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      20080 | NS      | $333930.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IHEARTMEDIA INC                                             | IHEARTMEDIA INC                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9600 | NS      | $12576.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE INC                                             | HYSTER-YALE INC                                                                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6900 | NS      | $277104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                                        | TENABLE HOLDINGS INC                                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      99101 | NS      | $3193034.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                                  | VIASAT INC                                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       2100 | NS      | $18333.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG INC                                                    | TWFG INC (CLASS A)                                                                          | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23987 | NS      | $839784.87     | 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        |     582344 | NS      | $12939683.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MATADOR RESOURCES COMPANY                                   | MATADOR RESOURCES COMPANY                                                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     739781 | NS      | $31817980.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| STEELCASE INC                                               | STEELCASE INC CLASS A                                                                       | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |        177 | NS      | $1824.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                                             | SHAKE SHACK INC - CLASS A                                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      20358 | NS      | $2642264.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                     | WINTRUST FINANCIAL CORP                                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      74673 | NS      | $8916702.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI U.S. Momentum Index Fund                                                       | CUSIP: 31635V554<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   23707370 | NS      | $434556083.61  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINGWORKS THERAPEUTICS INC                                | SPRINGWORKS THERAPEUTICS INC                                                                | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     192044 | NS      | $8970375.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $857.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIELDSTONE MTG INVT CORP                                    | FIELDSTONE MTG INVT CORP STEP 02/25/2035                                                    | CUSIP: 31659TCS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $2293501.20    | 0.00%             | 2035-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANNER CORP                                                 | BANNER CORP                                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     182342 | NS      | $11241384.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/AUD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-654.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                             | MAREX GROUP PLC                                                                             | CUSIP: N/A<br>LEI: 549300DWX0SVICJAL507       | Long             | EC               | CORP              | GB        |     165760 | NS      | $7154201.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                                         | GUARDANT HEALTH INC                                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      26118 | NS      | $1060913.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                            | SENSATA TECHNOLOGIES HOLDING PLC                                                            | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      26662 | NS      | $694811.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CORTEVA INC                                                 | CORTEVA INC                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     506438 | NS      | $35855810.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                               | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                                | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     401600 | PA      | $401581.34     | 0.00%             | 2032-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FINANCIAL CORP                                      | OPORTUN FIN CORP                                                                            | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     477111 | NS      | $3172788.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-182.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                                  | PFIZER INC                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    2749105 | NS      | $64576476.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                                           | REVOLVE GROUP INC                                                                           | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     756355 | NS      | $15580913.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TESLA INC                                                   | TESLA INC                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    2358217 | NS      | $817027861.82  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                      | CACI INTERNATIONAL INC                                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     127812 | NS      | $54703536.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                            | REINSURANCE GROUP OF AMERICA                                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      48211 | NS      | $9800814.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRINDR INC                                                  | GRINDR INC                                                                                  | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     107179 | NS      | $2617311.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SAUL CENTERS INC                                            | SAUL CENTERS INC                                                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5900 | NS      | $198712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMONADE INC                                                | LEMONADE INC                                                                                | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |       9000 | NS      | $301500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HESS CORP                                                   | HESS CORP                                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      75496 | NS      | $9979816.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LTD                              | FIDELIS INSURANCE HOLDINGS LTD                                                              | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      34409 | NS      | $601469.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                 | TEXTRON INC                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     391434 | NS      | $28977859.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTO INGREDIENTS INC                                        | ALTO INGREDIENTS INC                                                                        | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      40200 | NS      | $37305.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                          | EVERI HOLDINGS INC                                                                          | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      13633 | NS      | $192361.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 4.62% 11/15/2028                              | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1498951.80    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                                | SANMINA CORP                                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     142956 | NS      | $12106943.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                        | WABASH NATIONAL CORP                                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     138400 | NS      | $1199928.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHPEAK PROPERTIES INC                                   | HEALTHPEAK PROPERTIES INC                                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     237885 | NS      | $4141577.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                    | BALTA 06-1 21A2 CSTR 2/36                                                                   | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3790074 | PA      | $2704217.51    | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                                  | ACADIA PHARMACEUTICALS INC                                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     170259 | NS      | $3672486.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                            | RBC BEARINGS INC                                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45039 | NS      | $16478418.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)                                  | OLD NATIONAL BANCORP (IND)                                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     589876 | NS      | $12304813.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PROS HOLDINGS INC                                           | PROS HLDGS INC                                                                              | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       6824 | NS      | $120034.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2015-B                                 | SMB PRIVATE ED LN TR 2015-B 3.5% 12/17/2040 144A                                            | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-CBDO         | CORP              | US        |    1069634 | PA      | $1061922.58    | 0.00%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-6430.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENTEX CORP                                                 | GENTEX CORP                                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     500016 | NS      | $10785345.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CR FDG 13 LTD / LLC                               | ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A                                     | CUSIP: 03290AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $281207.10     | 0.00%             | 2039-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACYS INC                                                   | MACYS INC                                                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     453838 | NS      | $5396133.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                 | ZSCALER INC                                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      49479 | NS      | $13641360.30   | 0.02%             |  |  |  | No            |                  1 | 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      | $471864.00     | 0.00%             | 2039-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 14.0087 05/12/25 01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    7800000 | NC      | $-1983.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.64% 01/15/2030                                    | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $745682.78     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC                                        | RUSH ENTERPRISES INC CL A                                                                   | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       2389 | NS      | $118613.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JFROG LTD                                                   | JFROG LTD                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      24235 | NS      | $1040650.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-233215.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG and E CORP                                               | PG and E CORP                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    3310460 | NS      | $55880564.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO INC NEW                                          | GANNETT CO INC                                                                              | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     170800 | NS      | $604632.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-574426.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR VOYIX CORP                                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     284958 | NS      | $3160184.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QUINSTREET INC                                              | QUINSTREET INC                                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     221906 | NS      | $3388504.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                 | TARGET CORP                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     210170 | NS      | $19758081.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                                            | ENSIGN GROUP INC                                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      22801 | NS      | $3357675.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                                                | NOVOCURE LTD                                                                                | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      96865 | NS      | $1851090.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                                                 | PROGYNY INC                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     143736 | NS      | $3090324.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                          | PPG INDUSTRIES INC                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     300822 | NS      | $33331077.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE INC                                         | MISSION PRODUCE INC                                                                         | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       2059 | NS      | $23019.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBMATIC INC                                                | PUBMATIC INC CL A                                                                           | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16600 | NS      | $194220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                                | CUSIP: 61744CHP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     314072 | PA      | $311908.70     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CHURCHILL DOWNS INC                                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     180383 | NS      | $17221165.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4% 11/01/2054#DC2693                                                              | CUSIP: 3140AP7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676553 | PA      | $620884.51     | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUT 8 CORP                                                  | HUT 8 CORP                                                                                  | CUSIP: 44812J104<br>LEI: 5493006XP230HIL5DH67 | Long             | EC               | CORP              | US        |     297467 | NS      | $4542321.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-35040.38     | -0.00%            |  |  |  | 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      | $3034.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                              | SOLVENTUM CORP                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      18100 | NS      | $1322929.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                                | FEDERAL REALTY INVESTMENT TR                                                                | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       2599 | NS      | $248152.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                                           | GAMESTOP CORP CL A                                                                          | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      39245 | NS      | $1169501.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.01% 11/01/2029#BZ2116                                                           | CUSIP: 3140NWK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1967429.60    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX IG44 10Y ICE 06/20/2035                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   10500000 | NC      | $54826.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBB BANCRP                                                  | RBB BANCORP                                                                                 | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |       7747 | NS      | $131544.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                                 | HUBSPOT INC                                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      52863 | NS      | $31183883.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+55 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1078 | NC      | $780505.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+75 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       3972 | NC      | $2862589.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                 | NOVARTIS AG SPON ADR                                                                        | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     117365 | NS      | $13586172.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                                  | RUBRIK INC                                                                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |       3036 | NS      | $289482.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                               | INDEPENDENCE REALTY TR INC                                                                  | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     570325 | NS      | $10602341.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                                              | VICI PPTYS INC                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      44200 | NS      | $1401582.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     434900 | NS      | $5845056.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONSTAR HOME EQUITY LOAN TR 2007 B                       | NATIONSTAR HM EQT LOAN TR 07B TSFR1M+43.448 04/25/2037                                      | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      87500 | PA      | $86136.60      | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORP                                          | KILROY REALTY CORP                                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      36300 | NS      | $1168860.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-125.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                               | SNOWFLAKE INC CL A                                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      62178 | NS      | $12788149.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                      | PATRIA INVESTMENTS LTD                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      12678 | NS      | $161517.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                                    | MICROCHIP TECHNOLOGY                                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     142500 | NS      | $8270700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PEN settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-55890.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                      | MARVELL TECHNOLOGY INC                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     498700 | NS      | $30016753.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDITY BIOSCIENCES INC                                     | AVIDITY BIOSCIENCES                                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      47785 | NS      | $1480379.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSCOUT SYSTEMS INC                                        | NETSCOUT SYSTEMS INC                                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      25603 | NS      | $584772.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                       | SPOTIFY TECHNOLOGY SA                                                                       | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      39127 | NS      | $26024932.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                        | KAISER ALUM CORP                                                                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9590 | NS      | $696138.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ADT INC                                                     | ADT INC                                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4137231 | NS      | $34421761.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    1744039 | PA      | $1744222.40    | 0.00%             | 2028-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING TRUST                                       | CHATHAM LODGING TRUST                                                                       | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23286 | NS      | $166029.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                              | TECHNIPFMC PLC                                                                              | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     411492 | NS      | $12817975.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                               | MARRIOTT INTERNATIONAL INC A                                                                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     232944 | NS      | $61457615.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                                                | GRIFFON CORP                                                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      37132 | NS      | $2552825.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                         | TE CONNECTIVITY PLC                                                                         | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     186153 | NS      | $29797510.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                 | AMEREN CORP                                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     222084 | NS      | $21515497.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIONTECH SE                                                 | BIONTECH SE ADR                                                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      25000 | NS      | $2395250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                                  | QUALYS INC                                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     118997 | NS      | $16487034.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                               | TOLL BROTHERS INC                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     256472 | NS      | $26737206.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                  | NELNET INC CL A                                                                             | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       1800 | NS      | $209124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 06/03/2025                                                                     | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1087000 | PA      | $1086872.36    | 0.00%             | 2025-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                    | RLI CORP                                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     260378 | NS      | $20015256.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                                    | OKTA INC CL A                                                                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      58741 | NS      | $6060308.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 06/01/2055 #TBA                                                              | CUSIP: 01F052664<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -60000 | PA      | $-59418.79     | -0.00%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                         | ELEVANCE HEALTH INC                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      99444 | NS      | $38170584.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                                 | ARCUTIS BIOTHERAPEUTICS INC                                                                 | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8500 | NS      | $110840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC CP 0% 06/10/2025                                                                 | CUSIP: 00287BTA7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6070000 | PA      | $6061479.54    | 0.01%             | 2025-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                                   | VANDA PHARMACEUTICALS INC                                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     201610 | NS      | $874987.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                    | WILLIS TOWERS WATSON PLC                                                                    | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      54867 | NS      | $17368148.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                              | SERVICE CORP INTERNATIONAL INC                                                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     334762 | NS      | $26111436.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                 | WALMART INC                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    3297422 | NS      | $325521499.84  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9928.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                    | MARKETAXESS HLDGS INC                                                                       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     146000 | NS      | $31595860.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                     | MKS INC                                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     102723 | NS      | $8442803.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS INC                                                     | TSS INC                                                                                     | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2800 | NS      | $40432.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PURE STORAGE INC                                            | PURE STORAGE INC CL A                                                                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    1018907 | NS      | $54603226.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                          | EQUITY RESIDENTIAL REIT                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     183281 | NS      | $12855329.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                     | ENOVA INTL INC                                                                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      59182 | NS      | $5484395.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                  | INLAND AMERICN REAL EST TR INC                                                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      21803 | NS      | $612446.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 07/03/2025                                                                     | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40530000 | PA      | $40382788.15   | 0.05%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                            | AMERICAN INTERNATIONAL GROUP                                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    1042203 | NS      | $88212061.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-28951.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                                    | SLM CORP                                                                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     758686 | NS      | $24558665.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUX THERAPEUTICS INC                                      | JANUX THERAPEUTICS INC                                                                      | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18300 | NS      | $435540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $919.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORP                                                 | CINTAS CORP                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     231786 | NS      | $52499529.00   | 0.07%             |  |  |  | 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        |  127276899 | NS      | $2777181933.39 | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDRIDGE ENERGY INC                                        | SANDRIDGE ENERGY INC                                                                        | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        800 | NS      | $7848.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                          | MIDEA GROUP CO LTD H                                                                        | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     276627 | NS      | $2906998.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH INC                                                  | UIPATH INC A                                                                                | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     504600 | NS      | $6716226.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: JPY/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-35161.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAALPHA INC                                              | MEDIAALPHA INC CL A                                                                         | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37539 | NS      | $382897.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | CDX.O P 0.75 IG44 5Y V1 I 06/18/25 RBC                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |   -1600000 | NC      | $-276.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                             | CMS ENERGY CORP                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     370604 | NS      | $26027518.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                 | IDACORP INC                                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     220432 | NS      | $26220386.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-108289.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: TWD/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7959.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5877.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: TWD/USD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $101861.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD BUSINESS CORP                                    | BROOKFIELD BUSINESS CORP-CL A                                                               | CUSIP: 11259V106<br>LEI: 2549005XWAHF5YCLN502 | Long             | EC               | CORP              | CA        |       7424 | NS      | $211806.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14641.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES INC                       | FIRST BUSINESS FIN SVCS INC                                                                 | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       5976 | NS      | $291449.52     | 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        |     241367 | PA      | $119898.36     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                          | EVOLENT HEALTH INC A                                                                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      25600 | NS      | $190720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVE NATION ENTERTAINMENT INC                               | LIVE NATION ENTERTAINMENT INC                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      62366 | NS      | $8555991.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                | SEMTECH CORP                                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     242328 | NS      | $9046104.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KBR INC                                                     | KBR INC                                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     212921 | NS      | $11112346.99   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $167.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                       | LANTHEUS HLDGS INC                                                                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     105609 | NS      | $7979816.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PMV PHARMACEUTICALS INC                                     | PMV PHARMACEUTICALS INC                                                                     | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11300 | NS      | $9923.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-11-28                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12303.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                        | BWX TECHNOLOGIES INC                                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     106946 | NS      | $13432417.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY INC                                                  | FASTLY INC CL A                                                                             | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       2700 | NS      | $19656.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC                                  | UNITED COMMUNITY BANKS GA                                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      18354 | NS      | $527493.96     | 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        |      56359 | NS      | $621639.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                                        | ESTEE LAUDER COS INC CL A                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      72000 | NS      | $4819680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                         | TRONOX HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |      55934 | NS      | $317705.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                         | APPLIED INDUSTRIAL TECH INC                                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      76107 | NS      | $17239757.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4.5% 06/01/2055 #TBA                                                                | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3220000 | PA      | $3039862.57    | 0.00%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAMA'S CREATIONS INC                                        | MAMA'S CREATIONS INC                                                                        | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1217190 | NS      | $10114848.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: CHF/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2681.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                        | THE BOOKING HOLDINGS INC                                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      32966 | NS      | $181937046.38  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: SGD/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $129.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                               | AMPHASTAR PHARMACEUTICALS INC                                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |        800 | NS      | $20568.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC                                | CATALYST PHARMACEUTICALS INC                                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      99214 | NS      | $2476381.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | USTN TII 1% 2/15/46                                                                         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6820000 | PA      | $6906258.23    | 0.01%             | 2046-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                       | REGIONS FINANCIAL CORP                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    1603542 | NS      | $34379940.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | OIS MXN TIIE1-9.39000 12-12-25-9Y CME                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -12200000 | NC      | $-36371.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYSTAR HOLDING CORP                                        | WAYSTAR HOLDING CORP                                                                        | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     317346 | NS      | $12687493.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 07/01/2055 #TBA                                                                | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51710000 | PA      | $50035469.90   | 0.07%             | 2055-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IDT CORP                                                    | IDT CORP CL B NEW                                                                           | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       1700 | NS      | $104703.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                                 | ROLLINS INC                                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     541550 | NS      | $31003737.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDSTONE PEAK LTD                                          | SANDSTONE PEAK LTD A1R TSFR3M+128 10/15/2034 144A                                           | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1499926.50    | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | 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        |      54333 | PA      | $55008.47      | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $28.60         | 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      | $4348659.05    | 0.01%             | 2058-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                          | CARETRUST REIT INC                                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     158648 | NS      | $4562716.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $20550.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAMBUS INC                                                  | RAMBUS INC                                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      21322 | NS      | $1140087.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                      | MUELLER INDUSTRIES INC                                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     207774 | NS      | $16179361.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBUS MEDICAL INC                                          | GLOBUS MEDICAL INC                                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     165295 | NS      | $9782158.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                  | MONDELEZ INTL INC                                                                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    1776161 | NS      | $119873105.89  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                        | CHART INDUSTRIES INC                                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      79023 | NS      | $12395547.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                 | BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $4998433.48    | 0.01%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LIMONEIRA CO                                                | LIMONEIRA CO                                                                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |        600 | NS      | $9474.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                               | PRINCIPAL FINL GROUP INC                                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     112600 | NS      | $8770414.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                    | UGI CORP NEW                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     415000 | NS      | $14964900.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HISCOX LTD                                                  | HISCOX LTD (NE HISCOX BERMUDA)                                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     200600 | NS      | $3408210.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $8743.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                             | INSTALLED BUILDING PRODUCTS INC                                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      44770 | NS      | $7139919.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTIER COMMUNICATIONS PARENT INC                          | FRONTIER COMMUNICATIONS PARENT INC                                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43053 | NS      | $1559810.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                                              | FIVE BELOW INC                                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      39993 | NS      | $4661984.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTRADAR HOLDING AG                                       | SPORTRADAR GROUP AG                                                                         | CUSIP: N/A<br>LEI: 39120099GMDR0HYDS163       | Long             | EC               | CORP              | CH        |     127366 | NS      | $3045321.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                                             | SMITH (AO) CORP                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     329208 | NS      | $21171366.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUGO FUNDING DAC                                            | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1281786 | PA      | $1441968.23    | 0.00%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MONRO INC                                                   | MONRO INC                                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56911 | NS      | $872445.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MASS                                  | INDEPENDENT BANK CORP MASS                                                                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     123614 | NS      | $7602261.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WORTHINGTON ENTERPRISES INC                                 | WORTHINGTON ENTERPRISES INC                                                                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      49161 | NS      | $2896074.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                     | ATI INC                                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     106491 | NS      | $8480943.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                              | GLOBE LIFE INC                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     221387 | NS      | $26980433.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MTG LN TR                                        | HVMLT 2005-9 2A1A TSFR1M+79.448 6/35                                                        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     489426 | PA      | $440049.08     | 0.00%             | 2035-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP PLC                                              | EATON CORP PLC                                                                              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     519268 | NS      | $166269613.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                        | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                               | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3814564 | PA      | $3656686.79    | 0.00%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERACYTE INC                                                | VERACYTE INC                                                                                | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     395217 | NS      | $10516724.37   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                           | M and T BANK CORP                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      62090 | NS      | $11340117.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-6446.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                                        | SL GREEN REALTY CORP REIT                                                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        100 | NS      | $5677.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 7.3% 08/12/2033 144A REGS                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    1000000 | PA      | $295890.38     | 0.00%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                        | KEURIG DR PEPPER INC                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    4641266 | NS      | $156271426.22  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                                        | JUNIPER NETWORKS INC                                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     797143 | NS      | $28641347.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                    | ASGN INC                                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      85215 | NS      | $4500204.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NIKE INC                                                    | NIKE INC CL B                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     250853 | NS      | $15199183.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB FINANCIAL CORP                                           | FB FINANCIAL CORP                                                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      12408 | NS      | $541609.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL INTERMEDIATE INC                                     | AMNEAL PHARMACEUTICALS INC                                                                  | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      18600 | NS      | $136152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                      | GENWORTH FINANCIAL INC                                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    1816249 | NS      | $12804555.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: ZAR/USD settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2517.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC                                            | HENRY SCHEIN INC                                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      40800 | NS      | $2855592.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                                    | REVOLUTION MEDICINES INC                                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      39682 | NS      | $1563470.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                               | AIB GROUP PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     429228 | NS      | $3386491.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                         | EASTMAN CHEMICAL CO                                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     110200 | NS      | $8636374.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                        | PARKER HANNIFIN CORP                                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     190501 | NS      | $126626014.70  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-108887.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                            | PAYPAL HLDGS INC                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    1023979 | NS      | $71965244.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                        | BRIDGEBIO PHARMA INC                                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      12902 | NS      | $441893.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $464.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                        | WESTERN UNION CO                                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     565600 | NS      | $5248768.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE INC                                           | ACI WORLDWIDE INC                                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     445444 | NS      | $20606239.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/NOK settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $935.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                        | WARRIOR MET COAL INC                                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      85365 | NS      | $3879839.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FULGENT GENETICS INC                                        | FULGENT GENETICS INC                                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       2600 | NS      | $53872.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                               | BLACKROCK INC                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      62402 | NS      | $61147095.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                    | ENCORE CAP GROUP INC                                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      43179 | NS      | $1636484.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST OF LONG ISLAND CORP                                   | FIRST OF LONG ISLAND CORP                                                                   | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10889 | NS      | $129252.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 06/20/2025                                                                     | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $19957.65      | 0.00%             | 2025-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC                                         | STEPSTONE GROUP INC CLASS A                                                                 | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42828 | NS      | $2477599.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/GBP settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1064.33      | -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      | $3922120.99    | 0.01%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SPTR TRS EQUITY SOFR+40 GST                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |        841 | NC      | $444016.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                | ARTHUR J GALLAGHAR AND CO                                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     461531 | NS      | $160354330.64  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                | NISOURCE INC                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     269754 | NS      | $10666073.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COURSERA INC                                                | COURSERA INC                                                                                | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     237911 | NS      | $2105512.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT STUDENT LOAN TR                                     | NAVIENT STUDENT LOAN TR 3.48% 04/15/2060 144A                                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1850418.60    | 0.00%             | 2060-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                               | HUDSON PACIFIC PROPERTIES INC                                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26000 | NS      | $48360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM EUROPEAN CLO I DAC                                     | BBAM EUROPEAN CLO I DAC AR 3MEUR+87 07/22/2034 144A                                         | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1128176.31    | 0.00%             | 2034-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-150926.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXOS FINANCIAL INC                                          | AXOS FINANCIAL INC                                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     113518 | NS      | $7894041.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    2298580 | PA      | $2280050.88    | 0.00%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POTLATCHDELTIC CORP                                         | POTLATCHDELTIC CORP REIT                                                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |        741 | NS      | $29150.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                    | GRANITE CONSTRUCTION INC                                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       7200 | NS      | $644040.00     | 0.00%             |  |  |  | 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      | $468937.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVATION BIO INC                                            | NUVATION BIO INC                                                                            | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42169 | NS      | $89398.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ CORP                                                    | LKQ CORP                                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     714502 | NS      | $28915895.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS INC                             | ESTABLISHMENT LABS HOLDINGS INC                                                             | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |      78263 | NS      | $2693812.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JEFFERIES FINANCIAL GROUP INC                               | JEFFERIES FINANCIAL GROUP INC                                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     927328 | NS      | $45068140.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-295.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                 | CHEMOURS CO/ THE                                                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      60277 | NS      | $610606.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARK INC                                                    | BARK INC                                                                                    | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3800 | NS      | $4902.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSPIN TECHNOLOGIES INC                                   | EVERSPIN TECHNOLOGIES INC                                                                   | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |      10450 | NS      | $58624.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MONDAY.COM LTD                                              | MONDAY.COM LTD                                                                              | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |      20401 | NS      | $6069093.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO INC                                                | DUOLINGO INC                                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10775 | NS      | $5598797.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-2                           | FLAGSHIP CREDIT AUTO TRUST 2023-2 B 5.21% 05/15/2028 144A                                   | CUSIP: 33843EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2354000 | PA      | $2356936.14    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                                      | FLAGSTAR FINANCIAL INC                                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     437553 | NS      | $5040610.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OREILLY AUTOMOTIVE INC                                      | O'REILLY AUTOMOTIVE INC                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      59739 | NS      | $81693082.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORP                                        | FIRST ADVANTAGE CORP                                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     424193 | NS      | $7262184.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERIX INC                                                 | ANTERIX INC                                                                                 | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        400 | NS      | $10636.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                                 | INCYTE CORP                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     287800 | NS      | $18724268.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                               | SELECTIVE INSURANCE GROUP INC                                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       6202 | NS      | $545900.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEMD INC                                                  | LIFEMD INC                                                                                  | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38000 | NS      | $463980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                   | APTIV PLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     108649 | NS      | $7258839.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                               | NEWS CORP NEW CL B                                                                          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      10337 | NS      | $338226.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| T-MOBILE USA INC                                            | T-MOBILE USA INC 5.75% 01/15/2034                                                           | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     800000 | PA      | $829560.19     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-29.97        | -0.00%            |  |  |  | No            |                  2 | 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      | $-24015.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | ORO USD 1Y P 5.85000 L 11/21/25 CBK                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   20900000 | NC      | $58.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                          | VALERO ENERGY CORP                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     557347 | NS      | $71881042.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                                          | BOK FINANCIAL COMMON NEW                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       4091 | NS      | $386272.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                 | VAXCYTE INC                                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      50000 | NS      | $1624500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PURETECH HEALTH PLC                                         | PURETECH HEALTH PLC ADR                                                                     | CUSIP: 746237106<br>LEI: 213800LVPDNO2Z9T9I39 | Long             | EC               | CORP              | GB        |       1279 | NS      | $23520.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-537.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANFILIPPO (JOHN B) and SON INC                             | SANFILIPPO (JOHN B) and SON INC.                                                            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        524 | NS      | $32561.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3684.86      | -0.00%            |  |  |  | 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      | $1992608.20    | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025                                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   54000000 | PA      | $9013312.35    | 0.01%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                  | CADENCE DESIGN SYSTEMS INC                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     344639 | NS      | $98935517.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                            | VAIL RESORTS INC                                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      77272 | NS      | $12376656.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: ILS/USD settle 2025-06-04                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $121.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLEBRITE DI LTD                                           | CELLEBRITE DI LTD                                                                           | CUSIP: N/A<br>LEI: 254900G03462YGP1IO36       | Long             | EC               | CORP              | IL        |     569964 | NS      | $9506999.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNODATA INC                                                | Innodata Inc                                                                                | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |       6700 | NS      | $264449.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PAGAYA AI DEBT TRUST 2023-5                                 | PAGAYA AI DEBT TRUST 2023-5 C 9.099% 04/15/2031 144A                                        | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4586998 | PA      | $4607161.63    | 0.01%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                     | NEXSTAR MEDIA GROUP INC                                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     121604 | NS      | $20723753.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HANCOCK WHITNEY CORP                                        | HANCOCK WHITNEY CORP                                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      57927 | NS      | $3166869.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MODERNA INC                                                 | MODERNA INC                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     311300 | NS      | $8268128.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC PHARMACEUTICALS INC                                    | ORIC PHARMACEUTICALS INC                                                                    | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |      23808 | NS      | $194511.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIUMPH GROUP INC                                           | TRIUMPH GROUP INC                                                                           | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      15544 | NS      | $400879.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                           | DOMINOS PIZZA INC                                                                           | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      40548 | NS      | $19212453.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5275 06/11/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         58 | NC      | $7250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUECAR INC                                                 | TRUECAR INC                                                                                 | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |       1100 | NS      | $1595.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47392.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEST CORP                                                 | INTEST CORP                                                                                 | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |        500 | NS      | $3025.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-06-13                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $60787.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASEY'S GENERAL STORES INC                                  | CASEY GENERAL STORES                                                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       8100 | NS      | $3545856.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MXN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $213407.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                          | C N A FINANCIAL CORP                                                                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     147983 | NS      | $7089865.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                      | ROPER TECHNOLOGIES INC                                                                      | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     103711 | NS      | $59143271.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO USD 1Y C 3.29000 L 10/30/25 BRC                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |  -64400000 | NC      | $-82775.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEAR CORP                                                   | LEAR CORP NEW                                                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      78594 | NS      | $7106469.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                                         | GRAY MEDIA INC                                                                              | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      37078 | NS      | $147199.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRYOPORT INC                                                | CRYOPORT INC                                                                                | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       2600 | NS      | $15626.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERMENEGILDO ZEGNA HOLDITALIA SPA                            | ERMENEGILDO ZEGNA HOLDITALIA SPA                                                            | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | NL        |     706848 | NS      | $6078892.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                 | NUTRIEN LTD                                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      13576 | NS      | $801391.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CORDATUS LOAN FUND XIV DAC                              | CVC CORDATUS LOAN FUND XIV DAC A1R 3MEUR+85 05/22/2032 144A                                 | CUSIP: N/A<br>LEI: 635400UH3DTSYN3K2540       | Long             | ABS-CBDO         | CORP              | IE        |    3516774 | PA      | $3986975.67    | 0.01%             | 2032-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                  | LATTICE SEMICONDUCTOR CORP                                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     289617 | NS      | $13015387.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KONTOOR BRANDS INC                                          | KONTOOR BRANDS INC                                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      95677 | NS      | $6563442.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                             | BERKLEY (WR) CORP                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     267959 | NS      | $20013857.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $12794.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                                | AMERICAN HEALTHCARE REIT INC                                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     284320 | NS      | $9934140.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2720.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIL STATES INTERNATIONAL INC                                | OIL STATES INTERNATIONAL INC                                                                | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     106900 | NS      | $465015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                 | VIATRIS INC                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    2809932 | NS      | $24699302.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                   | L3HARRIS TECHNOLOGIES INC                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     217786 | NS      | $53213831.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                                           | SITE CENTERS CORP                                                                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     120173 | NS      | $1432462.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-731.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORRESTER RESEARCH INC                                      | FORRESTER RESEARCH INC                                                                      | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     218458 | NS      | $2322208.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB CAP INC                                               | CPPIB CAP INC 4.3% 06/02/2034 REGS                                                          | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1444005.54    | 0.00%             | 2034-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCORP INC DEL                                             | BANCORP INC DEL                                                                             | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      92810 | NS      | $4742591.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PROSPERITY BANCSHARES INC                                   | PROSPERITY BANCSHARES INC                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80848 | NS      | $5631063.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GITLAB INC                                                  | GITLAB INC CL A                                                                             | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |     217798 | NS      | $9911986.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                                | INTERPUBLIC GROUP OF COS INC                                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     255566 | NS      | $6123361.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                              | FORMFACTOR INC                                                                              | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     300926 | NS      | $8982641.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WILEY (JOHN) and SONS INC                                   | WILEY (JOHN) and SONS INC CL A                                                              | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |        206 | NS      | $8058.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY FINANCIAL INC                                      | VELOCITY FINANCIAL INC                                                                      | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39750 | NS      | $665812.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PATHWARD FINANCIAL INC                                      | PATHWARD FINANCIAL INC                                                                      | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      75503 | NS      | $5893009.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP                                       | KEARNY FINANCIAL CORP                                                                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     164960 | NS      | $994708.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                   | QIAGEN NV                                                                                   | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      30807 | NS      | $1390319.91    | 0.00%             |  |  |  | No            |                  1 | 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      | $9704719.00    | 0.01%             | 2035-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                          | AERCAP HOLDINGS NV                                                                          | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      13149 | NS      | $1521733.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                               | NORTHWESTERN ENERGY GROUP INC                                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     234141 | NS      | $12955021.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                     | KEYCORP                                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     981645 | NS      | $15568889.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                               | INSPERITY INC                                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     149844 | NS      | $9697903.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                               | PRIMERICA INC                                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      87913 | NS      | $23789257.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARPOINT NEURO INC                                        | CLEARPOINT NEURO INC                                                                        | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4656 | NS      | $54987.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                | FLOOR and DECOR HOLDINGS INC                                                                | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      25939 | NS      | $1859566.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUT ASSET BACKED CTFS WMABS SER 2006 HE3 TR      | WASHINGTON MUT ABC SR 06HE3 TR STEP 08/25/2036                                              | CUSIP: 93934MAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2809141 | PA      | $1762631.80    | 0.00%             | 2036-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 5.7% 03/01/2035                                                 | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294967.62     | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                  | NEUROCRINE BIOSCIENCES INC                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      97862 | NS      | $12038983.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                    | UNITED NATURAL FOODS INC                                                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     199453 | NS      | $6097278.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                             | ASTRAZENECA PLC SPONS ADR                                                                   | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     125935 | NS      | $9171846.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO NEVADA CORP                                          | FRANCO-NEVADA CORP                                                                          | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     128513 | NS      | $21692994.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPAY INC                                                  | CORPAY INC                                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     461576 | NS      | $150062973.36  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                                    | BANK OZK                                                                                    | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     117062 | NS      | $5189358.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NUTANIX INC                                                 | NUTANIX INC CL A                                                                            | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      40807 | NS      | $3129488.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                                    | YELP INC                                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     268493 | NS      | $10248377.81   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Concord Street Trust                               | FIDELITY EXTENDED MARKET INDEX FUND                                                         | CUSIP: 315911743<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |   26435245 | NS      | $2328152049.08 | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                           | HYATT HOTELS CORP CL A                                                                      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     148517 | NS      | $19608699.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERESCO INC                                                | AMERESCO INC-CL A                                                                           | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      28400 | NS      | $391352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                              | NEXPOINT RESIDENTIAL TRUST INC                                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      35360 | NS      | $1202240.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORT TERM INVTS TR                                         | Invesco Short-Term Investments Trust Government and Agency Portfolio Institutional Class    | CUSIP: 825252885<br>LEI: 549300DC1W0JSX3QRC47 | Long             | EC               | RF                | US        |  645262857 | NS      | $645262857.20  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                | FORTIVE CORP                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     478383 | NS      | $33577702.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $29260.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.75 IG43 5Y V1 I 06/18/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -2700000 | NC      | $-309.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC                      | CCC INTELLIGENT SOLUTIONS HOLD CL A                                                         | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1021747 | NS      | $8970938.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15450.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-498.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                 | FIDELITY MID CAP INDEX FUNDFIDELITY ADV                                                     | CUSIP: 316146265<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      88961 | NS      | $3035348.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                                             | PULTEGROUP INC                                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     293900 | NS      | $28811017.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                 | MAXIMUS INC                                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      10461 | NS      | $758527.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                                            | TRINET GROUP INC                                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      28124 | NS      | $2340198.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13528.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| V2X INC                                                     | V2X INC                                                                                     | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49221 | NS      | $2228726.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4818.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER and BALDWIN INC                                   | ALEXANDER and BALDWIN INC                                                                   | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68230 | NS      | $1221999.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | S and P500 EMINI FUT JUN25 ESM5                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       1822 | NC      | $26993638.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                         | TEXAS ROADHOUSE INC                                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     101182 | NS      | $19751738.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HLDGS INC                                           | PALOMAR HLDGS INC                                                                           | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       5575 | NS      | $955945.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-06-11                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1679.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                                | CHUGAI PHARMACEUTICAL CO LTD UNSP ADR                                                       | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |    1370825 | NS      | $35751116.00   | 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        |       1900 | NS      | $145464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                              | GE HEALTHCARE TECHNOLOGIES INC WI                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     133139 | NS      | $9391625.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                | WOODWARD INC                                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     114328 | NS      | $24732576.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EFMT 2025-CES1                                              | EFMT 2025-CES1 A1A 5.726% 01/25/2060 144A                                                   | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1939940 | PA      | $1957612.29    | 0.00%             | 2060-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 7.01% 11/15/2028 144A                          | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $485372.77     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMARTRENT INC                                               | SMARTRENT INC                                                                               | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28319 | NS      | $23909.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONZA GROUP AG                                              | LONZA GROUP AG UNSPON ADR                                                                   | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     103828 | NS      | $7189050.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                                            | BADGER METER INC                                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      65192 | NS      | $16181958.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AXCELIS TECHNOLOGIES INC                                    | AXCELIS TECHNOLOGIES INC                                                                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      62508 | NS      | $3521700.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CNH INDUSTRIAL NV                                           | CNH INDUSTRIAL NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    2666939 | NS      | $33363406.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                                      | BOSTON SCIENTIFIC CORP                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    1881036 | NS      | $197997849.36  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                               | HEWLETT PACKARD ENTERPRISE CO                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     856000 | NS      | $14791680.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                         | STAG INDUSTRIAL INC CL A                                                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     248718 | NS      | $8849386.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-658.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                  | FISERV INC                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     369978 | NS      | $60228718.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: ZAR/USD settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $909.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                             | ZURN ELKAY WATER SOLUTIONS CORP                                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     120352 | NS      | $4355538.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5300 06/11/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         75 | NC      | $10312.50      | 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        |     430124 | NS      | $19063095.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2021-11 LLC                                            | PRPM 2021-11 A1 VAR 11/25/2026 144A                                                         | CUSIP: 69362QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1991217 | PA      | $1990498.90    | 0.00%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF 5513 MF GT SOFR30A+ 11/25/2054                                  | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3832224 | PA      | $3809953.70    | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECS TR 2007-2                                  | SAXON ASSET SECS TR 2007-2 STEP 05/25/2047                                                  | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     483192 | PA      | $348724.20     | 0.00%             | 2047-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                           | PAGAYA AI DEBT GRANTOR TR 2024-11 A 5.092% 07/15/2032 144A                                  | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1544616 | PA      | $1541524.48    | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                              | CALIFORNIA WATER SVC GRP                                                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       7766 | NS      | $366943.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-4284.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $78011.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                        | AMENTUM HOLDINGS INC                                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        133 | NS      | $2747.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                                     | PELOTON INTERACTIVE INC CL A                                                                | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      41776 | NS      | $296609.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                         | CELLNEX TELECOM SAU                                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      27900 | NS      | $1069694.44    | 0.00%             |  |  |  | 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        |    3275331 | PA      | $3721053.41    | 0.00%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-18-24-2Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -11690000 | NC      | $182087.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                            | ELI LILLY and CO                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     731963 | NS      | $539947146.21  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                              | APTARGROUP INC                                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     196683 | NS      | $31154587.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANDEL THERAPEUTICS INC                                     | CANDEL THERAPEUTICS INC                                                                     | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     621094 | NS      | $3384962.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TOAST INC                                                   | TOAST INC                                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    1044976 | NS      | $44077087.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                        | VERISK ANALYTICS INC                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      90871 | NS      | $28546215.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                              | HEICO CORP CL A                                                                             | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      97897 | NS      | $23088028.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEAVE COMMUNICATIONS INC                                    | WEAVE COMMUNICATIONS INC                                                                    | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     681199 | NS      | $6573570.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                  | FIDELITY NATL INFORM SVCS INC                                                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    1857960 | NS      | $147912195.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP                            | INTEGRAL AD SCIENCE HOLDING CORP                                                            | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15928 | NS      | $129653.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                | FORTINET INC                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     595610 | NS      | $60621185.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                          | FIRST HORIZON CORP                                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    1281118 | NS      | $25468625.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                         | TRANSDIGM GROUP INC                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     134197 | NS      | $197058900.71  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                | COCA COLA CO                                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    4284059 | NS      | $308880653.90  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VERONA PHARMA PLC                                           | VERONA PHARMA PLC ADR                                                                       | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |     209884 | NS      | $17042580.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                         | NORTHERN TRUST CORP                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     299340 | NS      | $31951551.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                           | TALEN ENERGY CORP                                                                           | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      97401 | NS      | $23760973.95   | 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        |      15198 | NS      | $1494115.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.87000 03-05-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-701.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12632.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/IDR settle 2025-06-10                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $136.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                        | FREEPORT MCMORAN INC                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    1027130 | NS      | $39523962.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                              | ARMSTRONG WORLD INDUSTRIES INC                                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     124694 | NS      | $19406127.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                                   | CLOROX CO                                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     134190 | NS      | $17696977.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.515 03-27-25-5Y LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   20100000 | NC      | $17203.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                            | RADIAN GROUP INC                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     427431 | NS      | $14596768.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                                      | HERON THERAPEUTICS INC                                                                      | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      15400 | NS      | $28952.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURE THERAPEUTICS INC                                  | STRUCTURE THERAPEUTICS INC ADR                                                              | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      60209 | NS      | $1310147.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-07-09                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-606.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                               | CONSENSUS CLOUD SOLUTION                                                                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13400 | NS      | $294398.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ABERCROMBIE and FITCH CO                                    | ABERCROMBIE and FITCH CO CL A                                                               | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      15662 | NS      | $1229310.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                       | ANTERO MIDSTREAM CORP                                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     276600 | NS      | $5194548.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                         | ABBOTT LABORATORIES                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    1142285 | NS      | $152586430.30  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                       | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                          | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |    3200000 | PA      | $3638544.98    | 0.00%             | 2038-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MACERICH CO                                                 | MACERICH COMPANY                                                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     100700 | NS      | $1629326.00    | 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      | $185067.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP INC                                             | EMCOR GROUP INC                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     110072 | NS      | $51938573.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                                       | WALKER and DUNLOP INC                                                                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      81709 | NS      | $5596249.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                   | USTN TII 1.875% 07/15/2034                                                                  | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9800000 | PA      | $9912566.57    | 0.01%             | 2034-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $272.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: MXN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $33719.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWATER TECHNOLOGY INC                                     | SKYWATER TECHNOLOGY INC                                                                     | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4500 | NS      | $40680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OWENS and MINOR INC                                         | OWENS AND MINOR INC                                                                         | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      77700 | NS      | $512820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                         | MYRIAD GENETICS INC                                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     847945 | NS      | $3552889.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/JPY settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25877.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                  | HERSHEY CO (THE)                                                                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      29557 | NS      | $4749514.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                  | SABRA HEALTHCARE REIT INC                                                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      71700 | NS      | $1253316.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                                             | QUANTA SVCS INC CP 0% 06/03/2025                                                            | CUSIP: 74767GT36<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998935.00    | 0.00%             | 2025-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                            | IVANHOE MINES LTD                                                                           | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      24562 | NS      | $190253.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                                  | RAPID7 INC                                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      64132 | NS      | $1471829.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                                         | ADDUS HOMECARE CORP                                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       7817 | NS      | $866983.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-159.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB GROUP INC                                               | HUB GROUP INC CL A                                                                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19274 | NS      | $649726.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WESCO INTERNATIONAL INC                                     | WESCO INTERNATIONAL INC                                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     188691 | NS      | $31679331.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ADAPTHEALTH CORP                                            | ADAPTHEALTH CORP                                                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4400 | NS      | $39512.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                         | SYNCHRONY FINANCIAL                                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     436472 | NS      | $25162610.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.46500 10-30-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     200000 | NC      | $-5974.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A2R TSFR3M+145 10/20/2034 144A      | CUSIP: 05685AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $798372.80     | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMPING WORLD HOLDINGS INC                                  | CAMPING WORLD HOLDINGS INC CLS A                                                            | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |        100 | NS      | $1626.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-130415.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-07-21                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-246.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS GROUP AG 6.537%/VAR 08/12/2033 144A                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9150000 | PA      | $9822939.31    | 0.01%             | 2033-08-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIMVIE INC                                                  | ZIMVIE INC                                                                                  | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       7983 | NS      | $72964.62      | 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      | $560223.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP INC                                                     | BXP INC                                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        300 | NS      | $20199.00      | 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        |     799769 | NS      | $94324755.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                                        | GENEDX HOLDINGS CORP-A                                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     180290 | NS      | $12840253.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ATEA PHARMACEUTICALS INC                                    | ATEA PHARMACEUTICALS INC                                                                    | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     113648 | NS      | $337534.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                                | GE AEROSPACE                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     756066 | NS      | $185924190.06  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                                | SYLVAMO CORP                                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      95401 | NS      | $5053390.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-480.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WK KELLOGG CO                                               | WK KELLOGG CO                                                                               | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |     201380 | NS      | $3407349.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADCOM INC                                                | BROADCOM INC                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    4558465 | NS      | $1103467622.55 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/SGD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-128.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                               | CAPITOL FED FINL (2ND STEP CV)                                                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40894 | NS      | $233504.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CAD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-107.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                            | CROWN CASTLE INC                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     142993 | NS      | $14349347.55   | 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      | $1761033.60    | 0.00%             | 2057-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                          | ENPHASE ENERGY INC                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        500 | NS      | $20695.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP INC                           | DIAMOND HILL INVEST GRP INC                                                                 | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       5248 | NS      | $741332.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PENSKE AUTOMOTIVE GROUP INC                                 | PENSKE AUTOMOTIVE GROUP INC                                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     102054 | NS      | $16755225.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WHEATON PRECIOUS METALS CORP                                | WHEATON PRECIOUS METALS CORP                                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      21772 | NS      | $1888721.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                           | PAGAYA AI DEBT GRANTOR TRUST 2024-11 5.637% 07/15/2032 144A                                 | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     999885 | PA      | $1001620.04    | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ILS settle 2025-06-04                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26085.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARLO TECHNOLOGIES INC                                       | ARLO TECHNOLOGIES INC                                                                       | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      32500 | NS      | $465400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                          | NVENT ELECTRIC PLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     141374 | NS      | $9302409.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY INC                                             | GCI LIBERTY INC CL A ESCROW LINE                                                            | CUSIP: N/A<br>LEI: 5493003JDENERRDYFN86       | Long             | EC               | CORP              | US        |     105502 | NS      | $1.06          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SALLY BEAUTY HLDGS INC                                      | SALLY BEAUTY HLDGS INC                                                                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     247200 | NS      | $2153112.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEAR SECURE INC                                            | CLEAR SECURE INC                                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     181255 | NS      | $4486061.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STERIS PL                                                   | STERIS PLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      37930 | NS      | $9300815.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC                                                     | TPG INC                                                                                     | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     419592 | NS      | $20194962.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CAREDX INC                                                  | CAREDX INC                                                                                  | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     297775 | NS      | $5059197.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYWOLF CLO III LTD                                        | GREYWOLF CLO III LTD A2R2 TSFR3M+185 04/22/2033 144A                                        | CUSIP: 39809CBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1201024.80    | 0.00%             | 2033-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OFFICE RLTY TR INC                                 | PIEDMONT OFFICE REALTY TRUST A                                                              | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     784400 | NS      | $5584928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                                  | LAZARD INC                                                                                  | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     217405 | NS      | $9435377.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CYBER-ARK SOFTWARE LTD (ISRAEL)                             | CYBER-ARK SOFTWARE LTD                                                                      | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |      36180 | NS      | $13848980.40   | 0.02%             |  |  |  | No            |                  1 | 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      | $-352832.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                                   | OLIN CORP                                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      25699 | NS      | $498817.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-7922.08      | -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      | $4031.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                           | UPBOUND GROUP INC                                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      32597 | NS      | $747775.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11264.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                | VERISIGN INC                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      12131 | NS      | $3305333.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                                                | VISTEON CORP                                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        379 | NS      | $31997.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                                       | PAGSEGURO DIGITAL LTD CL A                                                                  | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     165314 | NS      | $1472947.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOLOGY INSTITUTE INC/THE                                  | ONCOLOGY INSTITUTE INC/THE                                                                  | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     396294 | NS      | $1264177.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK PL SECS INC                                            | PARK PL SECS INC STEP 09/25/2034                                                            | CUSIP: 70069FBV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     435047 | PA      | $415639.43     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DONEGAL GROUP INC                                           | DONEGAL GROUP INC CL A                                                                      | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16150 | NS      | $326230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                                 | CORVEL CORP                                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56563 | NS      | $6293765.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-107741.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                             | CATERPILLAR INC                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     380720 | NS      | $132501981.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5585.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METHODE ELECTRONICS INC                                     | METHODE ELECTRONICS INC                                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      59308 | NS      | $471498.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CONSOLIDATED INC                                  | COCA COLA CONSOLIDATED INC                                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     163610 | NS      | $18757886.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                 | STERLING INFRASTRUCTURE INC                                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     133656 | NS      | $25128664.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VERRA MOBILITY CORP                                         | VERRA MOBILITY CORP                                                                         | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     408928 | NS      | $9671147.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS COS INC                                            | WILLIAMS COMPANIES INC                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     757233 | NS      | $45820168.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                                               | MARINEMAX INC                                                                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     159463 | NS      | $3380615.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANKUNITED INC                                              | BANKUNITED INC                                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     144055 | NS      | $4894988.90    | 0.01%             |  |  |  | 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      | $100991.50     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIODES INC                                                  | DIODES INC                                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      90517 | NS      | $4018954.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM GROSVENOR INC                                           | GCM GROSVENOR INC - CLASS A                                                                 | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1996 | NS      | $25169.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2394.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL INC                                     | BRIGHTSPIRE CAPITAL INC                                                                     | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |       2300 | NS      | $11638.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE INCOME PROPERTY TRUST INC                            | ALPINE INCOME PROPERTY TRUST INC                                                            | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5400 | NS      | $82728.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                           | GXO LOGISTICS INC                                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     620459 | NS      | $25525683.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GARRETT MOTION INC                                          | GARRETT MOTION INC                                                                          | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     768626 | NS      | $8147435.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                  | CF INDUSTRIES HOLDINGS INC                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     279908 | NS      | $25390454.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                                  | LPL FINL HLDGS INC                                                                          | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      13956 | NS      | $5403204.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $115294.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                        | KYNDRYL HOLDINGS INC                                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      14800 | NS      | $577792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL FUEL GAS CO NJ                                     | NATIONAL FUEL GAS CO NJ                                                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     149200 | NS      | $12314968.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                    | NICE LTD SPON ADR                                                                           | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      49440 | NS      | $8203579.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPARE THERAPEUTICS INC                                     | REPARE THERAPEUTICS INC                                                                     | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       7699 | NS      | $10547.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                                             | MASTERBRAND INC                                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |        400 | NS      | $4080.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    2400575 | NS      | $180811309.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4% 04/01/2053#CB6012                                                              | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     641312 | PA      | $588493.17     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO USD 1Y C 3.75000 L 10/30/25 BRC                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |   64400000 | NC      | $185917.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $849.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                  | RESTAURANT BRANDS INTERNATIONAL INC                                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      75500 | NS      | $5390381.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORKS INC                                              | FRESHWORKS INC CL A                                                                         | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     114610 | NS      | $1750094.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4958762.39    | 0.01%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                   | BRIGHTHOUSE FINANCIAL INC                                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      39549 | NS      | $2365425.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH INDUSTRIES INC                                          | KVH INDUSTRIES INC                                                                          | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1756 | NS      | $9499.96       | 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        |     135088 | NS      | $5444046.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DRYDEN 55 CLO LTD                                           | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                         | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     198237 | PA      | $198317.17     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-106923.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                  | NOV INC                                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      54220 | NS      | $650640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERATED HERMES INC                                        | FEDERATED HERMES INC                                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     402144 | NS      | $16970476.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16936.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FITNESS INC                                          | PLANET FITNESS INC CL A                                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      10433 | NS      | $1072825.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                          | RITHM CAPITAL CORP                                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       7500 | NS      | $83625.00      | 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        |      24500 | NS      | $796250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT LITHIUM INC                                        | PIEDMONT LITHIUM INC                                                                        | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |       8411 | NS      | $51979.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIDGE INVESTMENT GROUP HOLDINGS INC                        | BRIDGE INVESTMENT GROUP HOLDINGS INC                                                        | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1020 | NS      | $9384.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                                  | EZCORP INC CL A NON VTG                                                                     | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     108964 | NS      | $1465565.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE INC                               | INTERCONTINENTAL EXCHANGE INC                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     507169 | NS      | $91188986.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                               | TAKE-TWO INTERACTV SOFTWR INC                                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      65362 | NS      | $14790113.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-121478.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1772.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                 | UNISYS CORP NEW                                                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      52500 | NS      | $250425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PURSUIT ATTRACTIONS AND HOSPITALITY INC                     | PURSUIT ATTRACTIONS AND HOSPITALITY INC                                                     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     142991 | NS      | $3988018.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-D                                 | SMB PRIVATE ED LN TR 2021-D 1.34% 03/17/2053 144A                                           | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     712877 | PA      | $646990.92     | 0.00%             | 2053-03-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IOVANCE BIOTHERAPEUTICS INC                                 | IOVANCE BIOTHERAPEUTICS INC                                                                 | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      59139 | NS      | $103493.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 8X8 INC NEW                                                 | 8X8 INC                                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      45465 | NS      | $74562.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                              | WHIRLPOOL CORP                                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      74800 | NS      | $5841132.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FACTSET RESEARCH SYSTEMS INC                                | FACTSET RESEARCH SYSTEMS INC                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      30922 | NS      | $14170315.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                     | NVR INC                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       6244 | NS      | $44431866.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Securities Fund                                    | Fidelity Advisor Small Cap Growth Fund - Class Z                                            | CUSIP: 316389360<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |   17559200 | NS      | $556977809.09  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                            | QUIDELORTHO CORP                                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      44980 | NS      | $1379536.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MYERS INDUSTRIES INC                                        | MYERS INDUSTRIES                                                                            | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       3800 | NS      | $48222.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                        | INVITATION HOMES INC                                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     118100 | NS      | $3979970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY INC                                                   | CHEWY INC                                                                                   | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44247 | NS      | $2002176.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007-HE4 TR                 | WAMU AB CTFS WAMU 2007-HE4 TR STEP 07/25/2047                                               | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3893785 | PA      | $2898521.61    | 0.00%             | 2047-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUREATE EDUCATION INC                                      | LAUREATE EDUCATION INC                                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     351354 | NS      | $7905465.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                          | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4780000 | PA      | $4990337.02    | 0.01%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $26536.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGODB INC                                                 | MONGODB INC CL A                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      46617 | NS      | $8802688.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                | QUALCOMM INC                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    1506150 | NS      | $218692980.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                        | VORNADO REALTY TRUST                                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3595 | NS      | $135423.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASANA INC                                                   | ASANA INC                                                                                   | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |      87938 | NS      | $1574969.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                         | COINBASE GLOBAL INC                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       1000 | NS      | $246620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                                              | RLJ LODGING TRUST                                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     146703 | NS      | $1070931.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                | COMCAST CORP CL A                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    3025496 | NS      | $104591396.72  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                      | TEXAS INSTRUMENTS INC                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     841807 | NS      | $153924409.95  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                                         | SHERWIN WILLIAMS CO                                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     268642 | NS      | $96391436.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-8                                 | PAGAYA AI DEBT TRUST 2023-8 9.538% 06/16/2031 144A                                          | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2937256 | PA      | $3005061.65    | 0.00%             | 2031-06-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 06/01/2055 #TBA                                                              | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -55600000 | PA      | $-52463837.52  | -0.07%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 06/01/2055 #TBA                                                                | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -2330000 | PA      | $-2136317.58   | -0.00%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.34% 10/01/2032#                                                                 | CUSIP: 3140NW5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3114772 | PA      | $3201993.71    | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC                                    | GREENBRIER COMPANIES INC                                                                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      31086 | NS      | $1401046.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                     | MARATHON PETROLEUM CORP                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     247280 | NS      | $39747787.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                   | KROGER CO                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    1247788 | NS      | $85136575.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                                           | EVEREST GROUP LTD                                                                           | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     118275 | NS      | $41063897.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S and P 500 ETF TRUST                                  | SPDR S and P 500 ETF                                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      45300 | NS      | $26699367.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ARGENT SECS INC                                             | ARGENT SECS INC STEP 01/25/2034                                                             | CUSIP: 040104EN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     288733 | PA      | $273553.88     | 0.00%             | 2034-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $12407.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                                  | SPROUTS FMRS MKT INC                                                                        | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |     271708 | NS      | $46967444.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | CDX ITRAXX XOV42 5Y 35-100% SP BPS                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |   13092708 | NC      | $2854147.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21242.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                              | PAGAYA AI DEBT SELECTION TRUST 2024-1 B 7.109% 07/15/2031 144A                              | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2834735 | PA      | $2859119.77    | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CR FDG 2 LTD / LLC                                | ANCHORAGE CR FDG 2 LTD / LLC ARV 3.928% 04/25/2038 144A                                     | CUSIP: 03329LAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $586877.40     | 0.00%             | 2038-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                                      | INTUITIVE SURGICAL INC                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     295162 | NS      | $163029779.08  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                     | ILLINOIS TOOL WORKS INC                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     152266 | NS      | $37317351.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                              | JBT MAREL CORP                                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     165462 | NS      | $18996692.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NUSCALE POWER CORP                                          | NUSCALE POWER CORP                                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43400 | NS      | $1388366.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MARS INC                                                    | MARS INC 5.2% 03/01/2035 144A                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199249.79     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACM RESEARCH INC                                            | ACM RESEARCH INC-CLASS A                                                                    | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |       9940 | NS      | $224147.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                  | DEXCOM INC                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      29300 | NS      | $2513940.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                                          | DOUGLAS EMMETT INC REIT                                                                     | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1400 | NS      | $19922.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRADIMED CORP                                               | IRADIMED CORP                                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      17181 | NS      | $994436.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                                          | SNAP-ON INCORPORATED                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     177124 | NS      | $56812523.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORP                                     | FLUSHING FINANCIAL CORP                                                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41290 | NS      | $496718.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-12900.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX HY43 5Y ICE                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    2760000 | NC      | $-7619.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYLIION HOLDINGS CORP                                       | HYLIION HOLDINGS CORP CL A                                                                  | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4000 | NS      | $6160.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MASCO CORP                                                  | MASCO CORPORATION                                                                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     136204 | NS      | $8501853.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                      | CENTERPOINT ENERGY INC                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      86347 | NS      | $3215562.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: USD/TRY settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1273.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                     | COPT DEFENSE PROPERTIES                                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     511705 | NS      | $14046302.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                    | CURBLINE PROPERTIES CORP                                                                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      54600 | NS      | $1238874.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: MXN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $8717.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGILON HEALTH INC                                           | AGILON HEALTH INC                                                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1308593 | NS      | $2905076.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                          | FORESTAR GROUP INC                                                                          | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       8000 | NS      | $153200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-314.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CABOT CORP                                                  | CABOT CORP                                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      46243 | NS      | $3453889.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                            | CYTOKINETICS INC                                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     169172 | NS      | $5247715.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WEIS MARKETS INC                                            | WEIS MARKETS INC                                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29594 | NS      | $2243225.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADRIDGE FINL SOLUTIONS INC                               | BROADRIDGE FINANCIAL SOL                                                                    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      18682 | NS      | $4536550.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOCA STATIC CLO I DESIGNATED ACTIVITY COMPANY              | AVOCA STATIC CLO I DESIGNATED ACTIVITY COMPANY BR 3MEUR+170 01/15/2035 144A                 | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |    2700000 | PA      | $3032543.96    | 0.00%             | 2035-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                  | ZOETIS INC CL A                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     297416 | NS      | $50153260.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                             | MURPHY OIL CORP                                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     653302 | NS      | $13673610.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ARES MANAGEMENT CORP                                        | ARES MANAGEMENT CORP CL A                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     226099 | NS      | $37419384.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $122574.14     | 0.00%             |  |  |  | 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        |    1038668 | PA      | $1046326.57    | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                             | FIDELITY NATIONAL FINL INC                                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      85500 | NS      | $4682835.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTREPID POTASH INC                                         | INTREPID POTASH INC                                                                         | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       4000 | NS      | $151040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2484.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PEN/USD settle 2025-09-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $56305.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                               | ALBEMARLE CORP                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      35700 | NS      | $1990632.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERSYS                                                     | ENERSYS INC                                                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       6000 | NS      | $501780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4955843.69    | 0.01%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIS WATER SOLUTION INC                                     | ARIS WATER SOLUTION INC CL A                                                                | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2000 | NS      | $44080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                                   | MONSTER BEVERAGE CORP                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     945680 | NS      | $60476236.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                            | PRESTIGE CONSUMER HEALTHCARE INC                                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     133380 | NS      | $11426664.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MANITOWOC CO INC                                            | MANITOWOC CO INC                                                                            | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      47912 | NS      | $503555.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                                             | TRIPADVISOR INC                                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     350864 | NS      | $4996303.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                      | DIAMONDBACK ENERGY INC                                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     153521 | NS      | $20656250.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                    | MOOG INC CL A                                                                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      31947 | NS      | $5920098.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                                               | HCI GROUP INC                                                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      14170 | NS      | $2391470.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-116274.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-24841.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                              | FLUOR CORP                                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     674112 | NS      | $28029576.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                                | WINGSTOP INC                                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      59526 | NS      | $20340034.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NOMAD FOODS LTD                                             | NOMAD FOODS LTD                                                                             | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |    1038799 | NS      | $18178982.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WIDEOPENWEST INC                                            | WIDEOPENWEST INC                                                                            | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |       3138 | NS      | $13210.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2025-06-13                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                  | BERKSHIRE HATHAWAY INC CL B                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    1373884 | NS      | $692382580.64  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                  | PHINIA INC                                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     158085 | NS      | $6860889.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                               | FRONTDOOR INC                                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     146184 | NS      | $8041581.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LENNOX INTERNATIONAL INC                                    | LENNOX INTERNATIONAL INC                                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      29679 | NS      | $16752311.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: GBP/USD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1075.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONESPAWORLD HOLDINGS LTD                                    | ONESPAWORLD HOLDINGS LTD                                                                    | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |       7656 | NS      | $144392.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KINDER MORGAN INC DEL                                       | KINDER MORGAN INC                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     833900 | NS      | $23382556.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                                      | POWER INTEGRATIONS INC                                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     128119 | NS      | $6371357.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DUTCH BROS INC                                              | DUTCH BROS INC                                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58101 | NS      | $4194892.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $45190.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                          | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2447891.47    | 0.00%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                    | CULLEN FROST BANKERS INC                                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      42145 | NS      | $5351572.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                     | CNO FINANCIAL GROUP INC                                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      15640 | NS      | $593694.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                  | VERIZON COMMUNICATIONS INC                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    2510700 | NS      | $110370372.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                  | FANNIEMAE 30YR 4.705133% 09/01/2031#BM7581                                                  | CUSIP: 3140JCM76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3900000 | PA      | $3916601.91    | 0.01%             | 2031-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                       | BURLINGTON STORES INC                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     578485 | NS      | $132050770.95  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                      | NATIONAL BEVERAGE CORPORATION                                                               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      64206 | NS      | $2904037.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SERITAGE GROWTH PPTYS                                       | SERITAGE GROWTH PPTYS CL-A                                                                  | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      30600 | NS      | $86292.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTICA INC                                               | CELESTICA INC                                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     279877 | NS      | $32292208.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                             | PHILIP MORRIS INTL INC                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    1246027 | NS      | $225020015.93  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR ULTRA FUT SEP25 UXYU5                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        148 | NC      | $60105.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                                     | BOX INC CL A                                                                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      54400 | NS      | $2057408.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORP                                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     414249 | NS      | $69912803.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                               | LINCOLN ELECTRIC HLDGS INC                                                                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     108609 | NS      | $21025616.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-456.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                | PORTLAND GENERAL ELECTRIC CO                                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      58027 | NS      | $2460344.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                        | MGIC INVESTMENT CORP                                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     594000 | NS      | $15711300.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PULMONX CORP                                                | PULMONX CORP                                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      12000 | NS      | $40800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGILENT TECHNOLOGIES INC                                    | AGILENT TECHNOLOGIES INC                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     180068 | NS      | $20153210.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                               | MAXEON SOLAR TECHNOLOGIES LTD                                                               | CUSIP: N/A<br>LEI: 5493007JPB074ITT6Y72       | Long             | EC               | CORP              | SG        |        232 | NS      | $707.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/NOK settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $517.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                              | SALESFORCE INC                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    1263561 | NS      | $335311182.57  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYONEER GLOBAL INC                                         | PAYONEER GLOBAL INC                                                                         | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     896649 | NS      | $6106179.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.90500 03-12-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-2565.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECT LINE INSURANCE GROUP PL C                            | DIRECT LINE INSURANCE GRP PLC                                                               | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |      16051 | NS      | $64359.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                                   | OCEANFIRST FINANCIAL CORP                                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     162542 | NS      | $2732331.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                                            | NMI HOLDINGS INC                                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      41713 | NS      | $1656840.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC 3.419% 04/15/2033 144A                                                         | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $892032.26     | 0.00%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                          | SUNCOKE ENERGY INC                                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     157987 | NS      | $1286014.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES INC                               | ARMADA HOFFLER PROPERTIES INC                                                               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |       8100 | NS      | $56376.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 06/01/2055 #TBA                                                              | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  174400000 | PA      | $179086912.80  | 0.23%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                  | MATTEL INC                                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     534768 | NS      | $10128505.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 07/01/2055 #TBA                                                              | CUSIP: 01F052672<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -30000 | PA      | $-29681.27     | -0.00%            | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                        | AGNC INVESTMENT CORP                                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      94607 | NS      | $845786.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC                                | WEST PHARMACEUTICAL SVCS INC                                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        800 | NS      | $168680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATICA INC                                             | INFORMATICA INC                                                                             | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |      70703 | NS      | $1697579.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 A3 4.72% 09/15/2028                    | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3100416.64    | 0.00%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Cash Central Fund                                                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   40563661 | NS      | $40571773.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP INC                               | EVERUS CONSTRUCTION GROUP INC                                                               | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     132828 | NS      | $7692069.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OTTER TAIL CORP                                             | OTTER TAIL CORPORATION                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $7718.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKERO THERAPEUTICS INC                                      | AKERO THERAPEUTICS INC                                                                      | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      24622 | NS      | $1222482.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                                                | CARS.COM INC                                                                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      13747 | NS      | $140906.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP                                       | WARNER MUSIC GRP CORP CL A                                                                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1666056 | NS      | $43850593.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                                         | ASCENDIS PHARMA AS SPON ADR                                                                 | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      35374 | NS      | $5760302.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                            | IES HOLDINGS INC                                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      16080 | NS      | $4175332.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DENTSPLY SIRONA INC                                         | DENTSPLY SIRONA INC                                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      61824 | NS      | $987947.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                    | SNAP INC - A                                                                                | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     100200 | NS      | $826650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.72% 10/01/2028#BS9669                                                           | CUSIP: 3140LLW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1013787.00    | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-48099.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1466.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSUNION                                                  | TRANSUNION                                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     160197 | NS      | $13717669.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1 7.76000 04/09/25 4Y* CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    9500000 | NC      | $2038.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | USTN TII 1.375% 07/15/2033                                                                  | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17350000 | PA      | $17584344.42   | 0.02%             | 2033-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $5172.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                               | MCKESSON CORP                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     110796 | NS      | $79718829.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                      | TRANE TECHNOLOGIES PLC                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     524332 | NS      | $225604329.64  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.73% 11/01/2030#BZ2671                                                           | CUSIP: 3140NW6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1998000 | PA      | $2089660.45    | 0.00%             | 2030-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                   | EDWARDS LIFESCIENCES CORP                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    1119464 | NS      | $87564474.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                                         | LEGEND BIOTECH CORP SPON ADR                                                                | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     190000 | NS      | $5500500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                        | LOCKHEED MARTIN CORP                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     268179 | NS      | $129364186.02  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                                     | BATH and BODY WORKS INC                                                                     | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     574514 | NS      | $16155333.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                           | EXPEDIA INC                                                                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     178335 | NS      | $29737361.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.875% 03/01/2049                                             | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $470492.58     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.51500 11-06-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    1600000 | NC      | $-41667.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                       | AMERICAN HOMES 4 RENT                                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       1732 | NS      | $65556.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                | VERICEL CORP                                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     124707 | NS      | $5149775.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 07/25/2035                                                | CUSIP: 61744CSZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2191502.50    | 0.00%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.5% 12/01/2054#MA5553                                                            | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     192530 | PA      | $190721.55     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10917.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                | DOORDASH INC                                                                                | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     233000 | NS      | $48615450.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                          | REALTY INCOME CORP REIT                                                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      38900 | NS      | $2202518.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                            | COSTAR GROUP INC                                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     370273 | NS      | $27237281.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                    | FABRINET                                                                                    | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      82222 | NS      | $19147037.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                                | OPENLANE INC                                                                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     380712 | NS      | $8729726.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEPOINT INC                                                | AVEPOINT INC                                                                                | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26800 | NS      | $499820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX IG43 5Y ICE                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   25630000 | NC      | $16822.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $158390.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                   | TELEDYNE TECHNOLOGIES INC                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      89738 | NS      | $44766698.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                                              | HOMESTREET INC                                                                              | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2203 | NS      | $28705.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15682.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC CL A                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     822729 | NS      | $50803515.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.3537 05/12/25 01/02/29 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   64400000 | NC      | $-48688.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRTU FINANCIAL INC                                         | VIRTU FINANCIAL INC- CL A                                                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     448699 | NS      | $18033212.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                                     | STRATEGIC EDUCATION INC                                                                     | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       1874 | NS      | $170965.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                    | SERVICE PPTYS TR                                                                            | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |        256 | NS      | $593.92        | 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        |     322300 | NS      | $6987464.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GIGACLOUD TECHNOLOGY INC                                    | GIGACLOUD TECHNOLOGY INC A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     251440 | NS      | $4415286.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPERNUS PHARMACEUTICALS INC                                | SUPERNUS PHARMACEUTICALS INC                                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      47147 | NS      | $1494559.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TAIWAN SEMICONDUCTOR MFG CO LTD                             | TAIWAN SEMIC MFG CO LTD SP ADR                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     556920 | NS      | $107663774.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                                  | CACTUS INC CL A                                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     125242 | NS      | $5134922.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC                              | FIRST FINL BANKSHARES INC                                                                   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      81411 | NS      | $2870551.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                     | MIRION TECHNOLOGIES INC-A                                                                   | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     283307 | NS      | $5411163.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SPTR TRS EQUITY SOFR+42 GST                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |        841 | NC      | $443893.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                              | ACCR 04-4 A2D TSFR1M+70 1/35                                                                | CUSIP: 004375CF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     747711 | PA      | $734452.51     | 0.00%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VALLEY NATL BANCORP                                         | VALLEY NATL BANCORP                                                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     126902 | NS      | $1114199.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                              | BLACKSTONE INC                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      10500 | NS      | $1456980.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                       | ELEMENT SOLUTIONS INC                                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     110244 | NS      | $2357016.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERQUOTE INC                                               | EVERQUOTE INC CL A                                                                          | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80640 | NS      | $1858752.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ADJ RATE MTG TR 2006 OA2                              | MARM 06-OA2 1A1 12MTA+80 12/46                                                              | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     512956 | PA      | $373847.02     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METSERA INC                                                 | METSERA INC                                                                                 | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26900 | NS      | $718768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACK HILLS CORP                                            | BLACK HILLS CORP                                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       3523 | NS      | $205989.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                    | ICON PLC                                                                                    | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      81359 | NS      | $10599450.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                                      | BANC OF CALIFORNIA INC                                                                      | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |        696 | NS      | $9549.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC                                                    | IONQ INC                                                                                    | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45180 | NS      | $1822561.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SPARTANNASH CO                                              | SPARTANNASH CO                                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       4540 | NS      | $88348.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                          | COTERRA ENERGY INC                                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      53000 | NS      | $1288430.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ILS settle 2025-06-11                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-171.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     245701 | NS      | $5705177.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                            | PARAMOUNT GLOBAL CL B                                                                       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     180175 | NS      | $2180117.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    3628161 | PA      | $3616241.27    | 0.00%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                   | AGCO CORP                                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     218500 | NS      | $21408630.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: CNY/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $3766.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                        | LABCORP HOLDINGS INC                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37145 | NS      | $9247990.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                                           | CIRRUS LOGIC INC                                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     207859 | NS      | $20445011.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                                              | API GROUP CORP                                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     399759 | NS      | $18656752.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                                | RAYONIER INC REIT                                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      19400 | NS      | $459780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                                           | PC CONNECTION INC                                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      27813 | NS      | $1818970.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COOPER STANDARD HOLDING INC                                 | COOPER STANDARD HOLDING INC                                                                 | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      19944 | NS      | $459509.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                                      | FRANKLIN RESOURCES INC                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      65800 | NS      | $1423912.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                       | MOLINA HEALTHCARE INC                                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     114601 | NS      | $34957889.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIGATOR HOLDINGS LTD                                      | NAVIGATOR HOLDINGS LTD                                                                      | CUSIP: N/A<br>LEI: 213800H7RVOFYARK2W19       | Long             | EC               | CORP              | MH        |     118577 | NS      | $1680236.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamilton Lane Inc                                           | HAMILTON LANE INC - A                                                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      80530 | NS      | $11998970.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESHPET INC                                                | FRESHPET INC                                                                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     128639 | NS      | $10311702.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8772.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERIMETER SOLUTIONS INC                                     | PERIMETER SOLUTIONS INC                                                                     | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12469 | NS      | $150500.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/18/24 10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -61510000 | NC      | $946553.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3             | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A                       | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     633893 | PA      | $636792.19     | 0.00%             | 2032-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS INC                                   | DOUBLEVERIFY HOLDINGS INC                                                                   | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76255 | NS      | $1047743.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP                              | BROOKFIELD INFRASTRUCTURE CORP                                                              | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       6080 | NS      | $240585.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV AUCTIONS INC                                            | ACV AUCTIONS INC CL A                                                                       | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     710100 | NS      | $11631438.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | IRS MXN 9.39000 11-15-24-1Y* (WHT) CME                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -12200000 | NC      | $-3640.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CDO                                                    | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                      | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3491775.00    | 0.00%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                      | THE CAMPBELL'S COMPANY                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     234800 | NS      | $7992592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $23756.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                | SANDISK CORPORATION                                                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     103762 | NS      | $3910789.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1245.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC BR TSFR3M+165 10/20/2034 144A       | CUSIP: 05685AAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800007.20     | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                            | FHF TRUST 2023-1 6.57% 06/15/2028 144A                                                      | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     135925 | PA      | $137112.42     | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                 | ASBURY AUTOMOTIVE GROUP INC                                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      35815 | NS      | $8162596.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADEMY SPORTS and OUTDOORS INC                             | ACADEMY SPORTS and OUTDOORS INC                                                             | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     566092 | NS      | $23158823.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FTAI AVIATION LTD                                           | FTAI AVIATION LTD                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      14512 | NS      | $1700080.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS                                            | URBAN OUTFITTERS                                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      22213 | NS      | $1552688.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC                                              | DRAFTKINGS HOLDINGS INC                                                                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     646410 | NS      | $23193190.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                             | BROOKFIELD ASSET MANAGEMENT LTD A                                                           | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      73195 | NS      | $4106239.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8567.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 7 LTD                              | ANCHORAGE CREDIT FUNDING 7 LTD A 4.62% 04/25/2037 144A                                      | CUSIP: 03331FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     241444 | PA      | $239651.75     | 0.00%             | 2037-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8517.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS                                 | RAYONIER ADVANCED MATERIALS                                                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      36112 | NS      | $139031.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                                           | KURA ONCOLOGY INC                                                                           | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      19129 | NS      | $108844.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                     | CBOE GLOBAL MARKETS INC                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     158088 | NS      | $36221122.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                          | HEXCEL CORPORATION                                                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      19100 | NS      | $1010199.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC                               | WEATHERFORD INTERNATIONAL PLC                                                               | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     108106 | NS      | $4713421.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                  | VERTEX PHARMACEUTICALS INC                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     394315 | NS      | $174306945.75  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2021-NPL5 LLC                                          | PRET 2021-NPL5 LLC 2.487% 10/25/2051 144A                                                   | CUSIP: 74143KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2289854 | PA      | $2288202.04    | 0.00%             | 2051-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $713.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                            | EXXON MOBIL CORP                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    6024550 | NS      | $616311465.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2024-NPL8 LLC                                          | PRET 2024-NPL8 LLC 5.9632% 11/25/2054 144A                                                  | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4142094 | PA      | $4127014.62    | 0.01%             | 2054-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/BRL settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $98631.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | ALLY FINANCIAL INC                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      75800 | NS      | $2653000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGHT SCIENCES INC                                          | SIGHT SCIENCES INC                                                                          | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2145 | NS      | $7915.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+72 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |      13792 | NC      | $9944020.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                | DANAHER CORP                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     806008 | NS      | $153060919.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                       | DELEK US HOLDINGS INC                                                                       | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     304443 | NS      | $5860527.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| M-TRON INDUSTRIES INC                                       | M-TRON INDUSTRIES INC WT 03/11/28                                                           | CUSIP: 55380K125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $243.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MNTN INC                                                    | MNTN INC                                                                                    | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11700 | NS      | $295191.00     | 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        |     213593 | NS      | $2710495.17    | 0.00%             |  |  |  | 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        |       3000 | NS      | $111330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                               | TOPBUILD CORP                                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      56529 | NS      | $15991488.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANT GROUP INC(THE)                                      | PENNANT GROUP INC                                                                           | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      10216 | NS      | $293301.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING LTD                                     | BIRKENSTOCK HOLDING LTD                                                                     | CUSIP: N/A<br>LEI: 529900CQ8LQKQ7LIT631       | Long             | EC               | CORP              | JE        |       8600 | NS      | $462508.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-18-24-20Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -260000 | NC      | $28392.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LTD                                            | IMPERIAL OIL LTD                                                                            | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |     114500 | NS      | $8174816.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                                        | WASTE CONNECTIONS INC                                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     114079 | NS      | $22483830.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                         | WILLIAMS-SONOMA INC                                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     143543 | NS      | $23219515.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                                | GLAUKOS CORP                                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      38000 | NS      | $3583020.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $-9657.73      | -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      | $-7805.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN LENDING CORP                                           | OPEN LENDING CORP                                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1000 | NS      | $1790.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON INSURANCE GROUP LTD                                | HAMILTON INSURANCE GROUP LTD                                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     191358 | NS      | $4163950.08    | 0.01%             |  |  |  | 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        |     391238 | NS      | $15074400.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BAKER HUGHES CO                                             | BAKER HUGHES CO                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3200944 | NS      | $118594975.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                  | RENAISSANCERE HLDGS LTD                                                                     | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     158548 | NS      | $39545042.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                                            | WARBY PARKER INC                                                                            | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     453214 | NS      | $9594540.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    1806684 | PA      | $1798519.54    | 0.00%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2024-2                               | OPORTUN ISSUANCE TRUST 2024-2 6.61% 02/09/2032 144A                                         | CUSIP: 68377KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1777000 | PA      | $1790328.57    | 0.00%             | 2032-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                               | ALLSTATE CORPORATION                                                                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     388392 | NS      | $81511829.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CAD/USD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $93.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.40000 02-12-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -400000 | NC      | $3587.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                             | DOLLAR TREE INC                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     169043 | NS      | $15257821.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CERUS CORP                                                  | CERUS CORP                                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      21814 | NS      | $27703.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                       | ENCOMPASS HEALTH CORP                                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     248477 | NS      | $30040869.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-5516.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NB BANCORP INC                                              | NB BANCORP INC                                                                              | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57846 | NS      | $974705.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UST BILLS                                                   | UST BILLS 0% 06/05/2025                                                                     | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3713000 | PA      | $3711684.67    | 0.00%             | 2025-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US ULTRA BOND CBT FUT SEP25 WNU5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        122 | NC      | $325779.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HLDGS INC                               | UNIVERSAL INSURANCE HLDGS INC                                                               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      31812 | NS      | $863377.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                                      | PALO ALTO NETWORKS INC                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     307650 | NS      | $59198013.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                   | AVNET INC                                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     320938 | NS      | $16050109.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LAS VEGAS SANDS CORP                                        | LAS VEGAS SANDS CORP 6.2% 08/15/2034                                                        | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396689.79     | 0.00%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                                  | PINNACLE FINL PARTNERS INC                                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      96754 | NS      | $10283015.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: EUR/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $14297.47      | 0.00%             |  |  |  | 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      | $2843870.78    | 0.00%             | 2038-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2017-RPL3                      | CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 B1 VAR 08/01/2057 144A                               | CUSIP: 12651YAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     629484 | PA      | $611774.61     | 0.00%             | 2057-08-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8096.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                    | TURNING POINT BRANDS INC                                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      34119 | NS      | $2535724.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                  | NATERA INC                                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      98109 | NS      | $15474732.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                                 | AMN HEALTHCARE SERVICES INC                                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      23705 | NS      | $500412.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CORP                                              | SOUTH BOW CORP                                                                              | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      53000 | NS      | $1373709.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-183037.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9726.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-113375.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                           | LITHIA MOTORS INC CL A                                                                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      73771 | NS      | $23378767.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARDAERO INC                                            | STANDARDAERO INC                                                                            | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     289999 | NS      | $8505670.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC                                              | NEXTRACKER INC CL A                                                                         | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68668 | NS      | $3892788.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: KRW/USD settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $140897.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYCOM SOFTWARE INC                                         | PAYCOM SOFTWARE INC                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      93738 | NS      | $24286578.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                               | AFFILIATED MANAGERS GRP INC                                                                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      51000 | NS      | $8976000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                   | CONSTELLATION ENERGY CORP                                                                   | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     406764 | NS      | $124530798.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                              | MCDONALDS CORP                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     764563 | NS      | $239958097.55  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL BROKERAGE INC/THE                                      | REAL BROKERAGE INC                                                                          | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |    1219368 | NS      | $5023796.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                                       | VIR BIOTECHNOLOGY INC                                                                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21613 | NS      | $106768.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TETRA TECH INC NEW                                          | TETRA TECH INC                                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      34574 | NS      | $1208015.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENTINELONE INC                                             | SENTINELONE INC                                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      12400 | NS      | $218364.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: THB/USD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $95.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGGETT and PLATT INC                                       | LEGGETT and PLATT INC                                                                       | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     195700 | NS      | $1773042.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GALP ENERGIA SGPS SA                                        | GALP ENERGIA SGPS SA                                                                        | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      61400 | NS      | $982970.42     | 0.00%             |  |  |  | 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        |    5994575 | PA      | $5979408.84    | 0.01%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RYERSON HOLDING CORP                                        | RYERSON HOLDING CORP                                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      12353 | NS      | $256448.28     | 0.00%             |  |  |  | No            |                  1 | 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        |    1913798 | PA      | $2002010.63    | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LANDSTAR SYSTEM INC                                         | LANDSTAR SYSTEM INC                                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      67941 | NS      | $9322864.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC                              | REYNOLDS CONSUMER PRODUCTS INC                                                              | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2361 | NS      | $52130.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                                           | UWM HOLDINGS CORP CL A                                                                      | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     368739 | NS      | $1585577.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS and RESORTS INC                                 | PARK HOTELS and RESORTS INC                                                                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      84095 | NS      | $871224.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                 | AVIENT CORP                                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     432035 | NS      | $15609424.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      20000 | NS      | $1974200.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLEBEAR INC                                               | MAPLEBEAR INC                                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     227913 | NS      | $10408786.71   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                            | AMC NETWORKS INC CL A                                                                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      19899 | NS      | $131532.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORP PLC                                              | NOBLE CORP PLC                                                                              | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |      19434 | NS      | $481380.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EFMT 2025-CES2                                              | EFMT 2025-CES2 5.655% 02/25/2060 144A                                                       | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1961938 | PA      | $1965836.36    | 0.00%             | 2060-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BUCKLE INC (THE)                                            | BUCKLE INC (THE)                                                                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      52180 | NS      | $2223389.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                        | SMURFIT WESTROCK PLC                                                                        | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    1038842 | NS      | $45013023.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ALARM.COM HOLDINGS INC                                      | ALARM.COM HOLDINGS INC                                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      47853 | NS      | $2746762.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-103408.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANKLIN ELECTRIC CO. INC.                                  | FRANKLIN ELECTRIC CO. INC.                                                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        700 | NS      | $60473.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                               | MARTIN MARIETTA MATERIALS INC                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     176132 | NS      | $96441076.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                                          | AUTONATION INC                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     134406 | NS      | $24710543.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $1710.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4186.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPERI INC                                                   | XPERI INC                                                                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68300 | NS      | $532057.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                       | NORTHROP GRUMMAN CORP                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     260595 | NS      | $126328638.15  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA COCO CO INC/THE                                        | VITA COCO CO INC/THE                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      96000 | NS      | $3416640.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                   | MINERALS TECHNOLOGIES INC                                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     107452 | NS      | $6101124.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VOYA FINANCIAL INC                                          | VOYA FINANCIAL INC                                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     510530 | NS      | $33960455.60   | 0.04%             |  |  |  | No            |                  1 | 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      | $745663.43     | 0.00%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC                           | KKR REAL ESTATE FINANCE TRUST INC                                                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      27500 | NS      | $245575.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXACT SCIENCES CORP                                         | EXACT SCIENCES CORP                                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     340153 | NS      | $19143810.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO COML REAL ESTAT FIN INC                              | APOLLO COML REAL ESTAT FIN INC                                                              | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |        600 | NS      | $5898.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $10549.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                           | MADISON SQUARE GARDEN SPORTS CORP                                                           | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        790 | NS      | $150013.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE and DATA SYSTEMS INC                              | TELEPHONE and DATA SYSTEMS INC                                                              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43140 | NS      | $1482290.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                                  | COPART INC                                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     786900 | NS      | $40509612.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                                           | TTEC HOLDINGS INC                                                                           | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       3709 | NS      | $18211.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                               | CORECIVIC INC                                                                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     999343 | NS      | $21945572.28   | 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        |      93667 | NS      | $6912624.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROCKET COS INC                                              | ROCKET COS INC                                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     255780 | NS      | $3261195.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERIQUEST MTG SECS INC                                     | AMERIQUEST MTG SECS INC 04-R6 M4 STEP 07/25/2034                                            | CUSIP: 03072SSQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1370857 | PA      | $1133944.21    | 0.00%             | 2034-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                                        | PTC THERAPEUTICS INC                                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     113443 | NS      | $5504254.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: NOK/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-40.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-79744.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                            | CHEVRON CORP                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1079256 | NS      | $147534295.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                            | PAGAYA AI DEBT GRANTOR TRUST 2024-8 A 5.331% 01/15/2032 144A                                | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1178957 | PA      | $1181110.27    | 0.00%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2647.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                | WALGREENS BOOTS ALLIANCE INC                                                                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     250701 | NS      | $2820386.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                           | HUNTINGTON INGALLS INDUSTRIES INC                                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     129286 | NS      | $28838535.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                             | FOOT LOCKER INC                                                                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      16384 | NS      | $389283.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/AUD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1395.00      | -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      | $-1749.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACROGENICS INC                                             | MACROGENICS INC                                                                             | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       7464 | NS      | $10151.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.90750 03-04-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-3141.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2333.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                                    | KLA CORP                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      78706 | NS      | $59570997.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-4O CO                                                    | WD 40 CO                                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      64928 | NS      | $15818408.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GOODYEAR TIRE and RUBBER CO                                 | GOODYEAR TIRE and RUBBER CO                                                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     731395 | NS      | $8345216.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                                                | FLYWIRE CORP                                                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      15200 | NS      | $163400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     202600 | NS      | $6539928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCADOLIBRE INC                                            | MERCADOLIBRE INC                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       1900 | NS      | $4870251.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A A3 4.71% 04/17/2028 144A                      | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2999142.60    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                               | TIDEWATER INC                                                                               | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       4114 | NS      | $163366.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                      | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                     | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $886566.68     | 0.00%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOXIMITY INC                                                | DOXIMITY INC                                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     611122 | NS      | $31833344.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMANS WHSE HLDGS INC                                   | SPORTSMANS WHSE HLDGS INC                                                                   | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      11500 | NS      | $21735.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE CO INC                                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     281013 | NS      | $6362134.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                  | ADVANCED DRAINAGE SYSTEMS INC                                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      13721 | NS      | $1508761.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KRISPY KREME INC                                            | KRISPY KREME INC                                                                            | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     421038 | NS      | $1216799.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PHOTRONICS INC                                              | PHOTRONIC INC                                                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     138842 | NS      | $2320049.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP INC                               | JANUS INTERNATIONAL GROUP INC                                                               | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     469496 | NS      | $3835782.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO                                                   | BOEING CO                                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     966102 | NS      | $200292266.64  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16078.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP                            | BOOZ ALLEN HAMILTON HLDG CL A                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      58476 | NS      | $6213075.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.42000 03/07/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-3614.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/INR settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2360.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-3                                     | FHF ISSUER TRUST 2024-3 A2 4.94% 11/15/2030 144A                                            | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     925741 | PA      | $926381.93     | 0.00%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                          | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    3542456 | PA      | $4019912.33    | 0.01%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC                              | DAY ONE BIOPHARMACEUTICALS INC                                                              | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76300 | NS      | $486794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITY OFFICE REIT INC                                        | CITY OFFICE REIT INC                                                                        | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      19010 | NS      | $92768.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                        | WEC ENERGY GROUP INC                                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      77895 | NS      | $8369038.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: ZAR/USD settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $515552.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                              | FAIRFAX FINL HLDGS LTD SUB VTG                                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       4382 | NS      | $7456057.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                | ENVISTA HOLDINGS CORP                                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     521646 | NS      | $9530472.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    2879471 | PA      | $2765330.99    | 0.00%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                      | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      29500 | NS      | $5355974.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12149.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+72 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       3262 | NC      | $2351899.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                       | FIRST AMERICAN FINANCIAL CORP                                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      28374 | NS      | $1583552.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                                                | HARMONIC INC                                                                                | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      20500 | NS      | $184910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                                      | UNIVEST FINANCIAL CORP                                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       3494 | NS      | $103142.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                         | PUBLIC SVC ENTERPRISE GRP INC                                                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     260600 | NS      | $21116418.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                              | KENNAMETAL INC                                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      17735 | NS      | $381834.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UPLAND SOFTWARE INC                                         | UPLAND SOFTWARE INC                                                                         | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      19212 | NS      | $41497.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2614.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                  | AXALTA COATING SYSTEMS LTD                                                                  | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     119626 | NS      | $3684480.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                                             | SCHOLASTIC CORP                                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7191 | NS      | $124188.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RUMBLE INC                                                  | RUMBLE INC                                                                                  | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3200 | NS      | $28832.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PIRAEUS FINANCIAL HOLDINGS SA                               | PIRAEUS FINANCIAL HOLDINGS SA                                                               | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |     482615 | NS      | $3215120.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                               | SCRIPPS (EW) CO CL A                                                                        | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      78000 | NS      | $173160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                                        | GENERAC HOLDINGS INC                                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      71702 | NS      | $8756965.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $372.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-07-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-114816.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                   | PACKAGING CORP OF AMERICA                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     119663 | NS      | $23115301.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: JPY/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $18799.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                    | BUILDERS FIRSTSOURCE                                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      14749 | NS      | $1588172.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 5.4% 08/12/2034 REGS                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   23900000 | PA      | $6122103.59    | 0.01%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.                                 | UNITED BANKSHARES INC. W VA.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      34867 | NS      | $1260093.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHABASCA OIL CORP                                          | ATHABASCA OIL CORP                                                                          | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |    1043200 | NS      | $3922404.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                                              | GREEN DOT CORP CLASS-A                                                                      | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1077783 | NS      | $9958714.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-134139.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TKO GROUP HOLDINGS INC                                      | TKO GROUP HOLDINGS INC                                                                      | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      92636 | NS      | $14618887.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                   | AGIOS PHARMACEUTICALS INC                                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     250509 | NS      | $8038833.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                      | IDEXX LABS INC                                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      29537 | NS      | $15163114.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6152.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DYNE THERAPEUTICS INC                                       | DYNE THERAPEUTICS INC                                                                       | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22846 | NS      | $273238.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1+24 9.4300 12/25/25 9Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -10700000 | NC      | $-32945.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75157 09-29-23-25Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -7030000 | NC      | $-37206.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRANE CO                                                    | CRANE CO                                                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       4954 | NS      | $849115.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                           | ATMOS ENERGY CORP                                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     288786 | NS      | $44669418.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CDW CORP                                                    | CDW CORPORATION                                                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     100032 | NS      | $18041771.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                   | LINCOLN NATIONAL CORP                                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     293100 | NS      | $9713334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $-52507.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                         | ARISTA NETWORKS INC                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     969702 | NS      | $84014981.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH and NEPHEW PLC                                        | SMITH and NEPHEW PLC SPON ADR                                                               | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     337782 | NS      | $9782166.72    | 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        |     278447 | NS      | $27159720.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                                    | TANDEM DIABETES CARE INC                                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      38386 | NS      | $760810.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                        | HOWMET AEROSPACE INC                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     955604 | NS      | $162347563.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC CORP                                        | ASSOCIATED BANC CORP                                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     255305 | NS      | $5915416.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                                        | SIMPLY GOOD FOODS CO                                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     352173 | NS      | $12153490.23   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                                       | UNITED FIRE GROUP INC                                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4127 | NS      | $117413.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                 | GENPACT LTD                                                                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     490719 | NS      | $21125452.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NERDWALLET INC                                              | NERDWALLET INC A                                                                            | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |       2587 | NS      | $27266.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                     | GSK PLC SPONS ADR                                                                           | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     156266 | NS      | $6411593.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GENESCO INC                                                 | GENESCO INC                                                                                 | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      44423 | NS      | $965311.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HP INC                                                      | HP INC                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     593600 | NS      | $14780640.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                 | NETFLIX INC                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     499712 | NS      | $603267317.76  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD             | CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD ARRR TSFR3M+109 07/20/2034 144A             | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4586264.40    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: EUR/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7201.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                     | BECTON DICKINSON and CO                                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     104832 | NS      | $18092954.88   | 0.02%             |  |  |  | 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        |      91439 | NS      | $6040460.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVISFIRST BANCSHARES INC                                  | SERVISFIRST BANCSHARES INC                                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9074 | NS      | $675377.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                                                                           | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      73345 | NS      | $9094780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVELERS COS INC                                           | TRAVELERS COMPANIES INC                                                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     247569 | NS      | $68254773.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                  | ATKORE INC                                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      78648 | NS      | $5119984.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/MXN settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21633.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERRESHEIMER AG                                             | GERRESHEIMER AG                                                                             | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      33574 | NS      | $2415003.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                  | EVERGY INC                                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     143500 | NS      | $9529835.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS INC                                 | PHATHOM PHARMACEUTICALS INC                                                                 | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     632612 | NS      | $2688601.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS INC                                 | ALNYLAM PHARMACEUTICALS INC                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      42831 | NS      | $13044609.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: EUR/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-766.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8648.52      | -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      | $2498594.51    | 0.00%             | 2039-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                             | FOX CORPORATION B                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     264789 | NS      | $13313590.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                            | GREEN PLAINS INC                                                                            | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      24300 | NS      | $101088.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: EUR/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3845.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                             | INTL BUS MACH CORP                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     318931 | NS      | $82622264.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                              | ALLISON TRANSMISSION HLDGS INC                                                              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     368611 | NS      | $38158610.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    1348283 | NS      | $172620672.49  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                                 | CAMECO CORP                                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     369982 | NS      | $21655046.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLIED OPTOELECTRONICS INC                                 | APPLIED OPTOELECTRONICS INC                                                                 | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     246120 | NS      | $3795170.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADSTONE NET LEASE INC                                    | BROADSTONE NET LEASE INC                                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     269993 | NS      | $4295588.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-06-12                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9.81         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4959764.33    | 0.01%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2428.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.79% 04/15/2027                                    | CUSIP: 30165BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     345699 | PA      | $345642.96     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL INC                                       | ICF INTERNATIONAL INC                                                                       | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      28504 | NS      | $2449063.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC                                  | HOWARD HUGHES HOLDINGS INC                                                                  | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      63221 | NS      | $4318626.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIKES PEAK CLO 4                                            | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                             | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4500000.00    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QVC GROUP INC                                               | QVC GROUP INC                                                                               | CUSIP: 74915M605<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |       1222 | NS      | $5010.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-130806.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $90462.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                          | BAUSCH+LOMB CORP                                                                            | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |     252846 | NS      | $2900143.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZETA GLOBAL HOLDINGS CORP                                   | ZETA GLOBAL HOLDINGS CORP                                                                   | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     662351 | NS      | $8703292.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                     | SCIENCE APPLICATIONS INTERNATIONAL CORP                                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      78240 | NS      | $9039849.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                  | DIAGEO PLC                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      32300 | NS      | $876662.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-2                          | ALLY AUTO RECEIVABLES TRUST 2024-2 A3 4.14% 07/16/2029                                      | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1495481.85    | 0.00%             | 2029-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-6454.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | CDX.O P 0.85 IG44 5Y V1 I 07/16/25 RBC                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |   -1000000 | NC      | $-274.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/INR settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $770.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNING INC                                                 | CORNING INC                                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      81785 | NS      | $4055718.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        515 | NC      | $122314.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE BIRD CORP                                              | BLUE BIRD CORP                                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       9052 | NS      | $350312.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HARMONY BIOSCIENCES HOLDINGS INC                            | HARMONY BIOSCIENCES HOLDINGS INC                                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22809 | NS      | $786910.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                           | EOG RESOURCES INC                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    1791300 | NS      | $194481441.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                                    | PROCORE TECHNOLOGIES INC                                                                    | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     161100 | NS      | $10821087.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANKLIN STREET PROPERTIES CORP                             | FRANKLIN STREET PPTYS CORP                                                                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      18574 | NS      | $33804.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                                   | NEW JERSEY RESOURCES CORP                                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     153893 | NS      | $7062149.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-06-25                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1808.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA               | BANCO LATINOAMERICANO DE COMER(BLADEX)                                                      | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | CORP              | PA        |       6362 | NS      | $260969.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOPEDIATRICS CORP                                        | ORTHOPEDIATRICS CORP                                                                        | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      60223 | NS      | $1202051.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    2925515 | PA      | $2827880.93    | 0.00%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                       | INDUSTRIAL LOGISTICS PROPERTIES TR                                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      37350 | NS      | $122881.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                                     | G-III APPAREL GROUP LTD                                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      77865 | NS      | $2261978.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                         | GLOBAL PAYMENTS INC                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      86038 | NS      | $6505333.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 04/01/2054#DB1377                                                            | CUSIP: 3140AAQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     578467 | PA      | $595282.19     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                  | FEDEX CORP                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     150714 | NS      | $32870723.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                        | EDISON INTL                                                                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     533853 | NS      | $29708919.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 07/01/2055 #TBA                                                              | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   96900000 | PA      | $99413295.30   | 0.13%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL INC                                              | MRC GLOBAL INC                                                                              | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      38272 | NS      | $474955.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $8317.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL TURBINE INC                                         | DIGITAL TURBINE INC                                                                         | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      20200 | NS      | $95344.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                   | AMERICAN ASSETS TRUST INC                                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16500 | NS      | $329010.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                        | JACOBS SOLUTIONS INC                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3500 | NS      | $442050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                 | PAGAYA AI DEBT TRUST 2024-3 7.297% 10/15/2031 144A                                          | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3166520 | PA      | $3203985.39    | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                  | GARMIN LTD                                                                                  | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       2200 | NS      | $446534.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                                    | GOGO INC                                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     791436 | NS      | $8397135.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.25000 09-17-25-5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     370000 | NC      | $-62.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC                            | GRANITE POINT MORTGAGE TRUST INC                                                            | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      12700 | NS      | $32893.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                                             | EAGLE MATERIALS INC                                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     146146 | NS      | $29552182.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: USD/NOK settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2785.69      | -0.00%            |  |  |  | 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      | $4296302.00    | 0.01%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARSUS PHARMACEUTICALS INC                                  | TARSUS PHARMACEUTICALS INC                                                                  | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14835 | NS      | $637163.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                          | BYLINE BANCORP INC                                                                          | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |        600 | NS      | $15522.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                     | LIVE OAK BANCSHARES INC                                                                     | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14497 | NS      | $397942.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEWAY FOODS INC                                           | LIFEWAY FOODS INC                                                                           | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2100 | NS      | $47449.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                                       | DEVON ENERGY CORP                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      98516 | NS      | $2981094.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                       | MICRON TECHNOLOGY INC                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    1077524 | NS      | $101782917.04  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                                     | NOW INC                                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     194171 | NS      | $2799945.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGE BANCORP INC                                          | DIME COMMUNITY BANCSHARES INC                                                               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4690 | NS      | $120345.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $82048.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                                 | NORTHWEST BANCSHARES INC                                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13200 | NS      | $162096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                    | MSCI INC                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      13881 | NS      | $7829161.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | TRUIST FINL CORP                                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     699762 | NS      | $27640599.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY FEDL01+82 RBC                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       3903 | NC      | $2810066.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS HEALTH CORP                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    1654387 | NS      | $105946943.48  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.48100 10-29-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     900000 | NC      | $-25750.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $40174.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.86% 08/01/2030#                                                                 | CUSIP: 3140NWSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $606149.46     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                     | PTC INC                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      21002 | NS      | $3535056.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                  | CHIPOTLE MEXICAN GRILL INC                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3500550 | NS      | $175307544.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                               | ANNALY CAPITAL MGMT INC REIT                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     552300 | NS      | $10466085.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN BONOS DESARR FIX RT                                 | MEXICAN BONOS DESARR FIX RT 8% 11/07/2047                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   20700000 | PA      | $872172.66     | 0.00%             | 2047-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PBF ENERGY INC                                              | PBF ENERGY INC CL A                                                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      46836 | NS      | $892225.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUITY LIFESTYLE PROPERTIES INC                             | EQUITY LIFESTYLE PPTYS INC                                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     195477 | NS      | $12426472.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                      | SYNOVUS FINANCIAL CORP.                                                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      43973 | NS      | $2103228.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                      | MOTOROLA SOLUTIONS INC                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      90636 | NS      | $37648381.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEMED HEALTHCARE INC                                       | VIEMED HEALTHCARE INC                                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      19686 | NS      | $130911.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                              | TARGA RESOURCES CORP                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     292650 | NS      | $46218214.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOGEN INC                                                  | AXOGEN INC                                                                                  | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $5445.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                      | LOUISIANA PACIFIC CORP                                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      64072 | NS      | $5770965.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                 | STARWOOD PROPERTY TRUST INC                                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      90700 | NS      | $1791325.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2025-06-10                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-22212.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                                    | CORCEPT THERAPEUTICS INC                                                                    | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      45410 | NS      | $3521999.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOPIFY INC                                                 | SHOPIFY INC CL A                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     288416 | NS      | $30923963.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Securities Lending Cash Central Fund                                               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 1069252472 | NS      | $1069359396.85 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                       | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A B 5.08% 01/16/2029 144A                           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1503916.65    | 0.00%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BANK CORP                                        | MERCANTILE BANK CORP                                                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       1987 | NS      | $87745.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                                        | KOPPERS HLDGS INC                                                                           | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1950 | NS      | $59904.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                      | SAP SE SPON ADR                                                                             | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      67669 | NS      | $20494233.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2502.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDENTIV INC                                                 | IDENTIV INC                                                                                 | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |     666297 | NS      | $2178791.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                 | PENTAIR PLC                                                                                 | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     265714 | NS      | $26353514.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC                                        | FORTREA HOLDINGS INC                                                                        | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      21317 | NS      | $91663.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                               | UNIVERSAL HEALTH SVCS INC CL B                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     342088 | NS      | $65116450.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                  | BELDEN INC                                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      52050 | NS      | $5527710.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                       | APPLIED MATERIALS INC                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     774726 | NS      | $121438300.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC                                 | HOST HOTELS and RESORTS INC                                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     416600 | NS      | $6453134.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                  | ECOLAB INC                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     100607 | NS      | $26723231.34   | 0.04%             |  |  |  | No            |                  1 | 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      | $582216.04     | 0.00%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                      | FAIR ISAAC CORP                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      31166 | NS      | $53801242.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | ITRAXX.O P 1.00 EU43 5Y I 06/18/25 JPM                                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |   -1200000 | NC      | $-93.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                           | OWENS CORNING INC                                                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     242893 | NS      | $32535517.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4760.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTR 2017-29A                                              | VENTR 2017-29A AR TSFR3M+125.161 09/07/2030 144A                                            | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      71971 | PA      | $71987.19      | 0.00%             | 2030-09-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: USD/CHF settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $281.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                                     | KYMERA THERAPEUTICS INC                                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6148 | NS      | $182226.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ROBLOX CORP                                                 | ROBLOX CORP                                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      84000 | NS      | $7306320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                 | NVIDIA CORP                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   25934889 | NS      | $3504581550.57 | 4.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-6046.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                     | PILGRIM'S PRIDE CORP NEW                                                                    | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      17400 | NS      | $855384.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CAD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2195.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-07-14                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-136.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITIME CORP                                                 | SITIME CORP                                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16361 | NS      | $3207901.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $2256690.98    | 0.00%             | 2034-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                      | PACIRA BIOSCIENCES INC                                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40596 | NS      | $1049000.64    | 0.00%             |  |  |  | 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      | $572647.97     | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                     | UDR INC                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       4880 | NS      | $202178.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                       | DAIKIN INDUSTRIES LTD UNSP ADR                                                              | CUSIP: 23381B106<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     203216 | NS      | $2314630.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: CNY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2478.64       | 0.00%             |  |  |  | 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      | $3264993.16    | 0.00%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                       | NORFOLK SOUTHERN CORP                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     254874 | NS      | $62984462.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                | ALIMENTATION COUCHE-TARD INC                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      34300 | NS      | $1778296.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                      | WILLSCOT HOLDINGS CORP                                                                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     903597 | NS      | $24351939.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                                    | VICTORIA'S SECRET and CO                                                                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      29555 | NS      | $626861.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CARLYLE GROUP INC/THE                                       | CARLYLE GROUP INC (THE)                                                                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     457773 | NS      | $20691339.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                | ASSURANT INC                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      20831 | NS      | $4228276.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMARK CREDIT FUNDING II LTD                                | ROMARK CREDIT FUNDING II LTD A 2.625% 10/25/2039 144A                                       | CUSIP: 77588JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $372406.00     | 0.00%             | 2039-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHSTREAM INC                                            | HEALTHSTREAM INC                                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      46324 | NS      | $1297998.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $122593.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEEVA SYS INC                                               | VEEVA SYS INC CL A                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      34795 | NS      | $9732161.50    | 0.01%             |  |  |  | No            |                  1 | 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        |    2587816 | PA      | $2542517.60    | 0.00%             | 2045-07-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    2526413 | NS      | $666973032.00  | 0.87%             |  |  |  | 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        |    4100000 | PA      | $1228530.03    | 0.00%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALAVO GROWERS INC                                          | CALAVO GROWERS INC                                                                          | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36262 | NS      | $999018.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: IDR/USD settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-442.43       | -0.00%            |  |  |  | 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      | $1689881.72    | 0.00%             | 2036-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2733.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DBT SELECTION TRUST                               | PAGAYA AI DBT SELECTION TRUST 8.798% 07/15/2031 144A                                        | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9796350 | PA      | $9918657.90    | 0.01%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORP                                           | AGREE REALTY CORP                                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     187151 | NS      | $14092470.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| XENON PHARMACEUTICALS INC                                   | XENON PHARMACEUTICALS INC                                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      60000 | NS      | $1731000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EURONET WORLDWIDE INC                                       | EURONET WORLDWIDE INC                                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       2905 | NS      | $314553.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                            | REAL MATTERS INC                                                                            | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |     201619 | NS      | $838886.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                    | TRAVERE THERAPEUTICS INC                                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      87259 | NS      | $1310630.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $21985.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                           | PROG HOLDINGS INC                                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      91092 | NS      | $2626182.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDXCHANGE HOLDINGS INC                                    | AVIDXCHANGE HOLDINGS INC                                                                    | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     286359 | NS      | $2803454.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                                            | CENTENE CORP                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     553225 | NS      | $31224019.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                              | MASTERCARD INC CL A                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    1433101 | NS      | $839223945.60  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES INC                                          | DELTA AIR INC                                                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     513900 | NS      | $24867621.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                              | PRICESMART INC                                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     113683 | NS      | $12275490.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    7963188 | NS      | $595487198.64  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TR 2006-WM4        | SABR 2006-WM4 A2C TSFR1M+16 11/36                                                           | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6505348 | PA      | $1796844.68    | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RE/MAX HOLDINGS INC                                         | RE/MAX HOLDINGS INC CL A                                                                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      17700 | NS      | $133635.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                      | WEBSTER FINANCIAL                                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     221047 | NS      | $11379499.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5800 06/25/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -69 | NC      | $-401235.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                       | DUPONT DE NEMOURS INC                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     127372 | NS      | $8508449.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                  | SYSCO CORP                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     443302 | NS      | $32361046.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                              | BRUNSWICK CORP                                                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     145548 | NS      | $7367639.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                    | ESSEX PROPERTY TRUST INC                                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      59652 | NS      | $16935202.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                                                | GENTHERM INC                                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       1718 | NS      | $47013.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI Real Estate Index Fund                                                         | CUSIP: 31635V810<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     445223 | NS      | $2275089.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                             | PPL CORPORATION                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    2625121 | NS      | $91222954.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.89000 03-03-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -350000 | NC      | $-874.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERITEX HOLDINGS INC                                        | VERITEX HOLDINGS INC                                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       2588 | NS      | $62629.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANAPTYSBIO INC                                              | ANAPTYSBIO INC                                                                              | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |        400 | NS      | $8892.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20814.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22692.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                                     | XPO INC                                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      26087 | NS      | $2969483.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 07/24/2025                                                                     | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $19877.89      | 0.00%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                         | CARDINAL HEALTH INC                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     277240 | NS      | $42816945.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                                              | TECHTARGET INC                                                                              | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       4189 | NS      | $33889.01      | 0.00%             |  |  |  | No            |                  1 | 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        |     441827 | PA      | $454785.58     | 0.00%             | 2035-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CAD/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $100952.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: JPY/USD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $67245.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | TURKEY EM SP BRC                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     800000 | NC      | $1716.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                            | ZILLOW GROUP INC CL A                                                                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       5973 | NS      | $395233.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 4% 08/24/2034                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   93292280 | PA      | $4434281.25    | 0.01%             | 2034-08-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE and DOCK CORP                            | GREAT LAKES DREDGE and DOCK CORP                                                            | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       1300 | NS      | $14534.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                                               | DONALDSON CO INC                                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     279305 | NS      | $19425662.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28745.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $38573.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.7% 06/01/2027                                               | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798149.23     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-186151.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $27614.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                 | ENVIRI CORP                                                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      46400 | NS      | $378160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTEC INC                                                  | MASTEC INC                                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     125332 | NS      | $19543018.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                 | BANK OF AMERICA CORPORATION                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   12151042 | NS      | $536225483.46  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MED HLDGS CORP                                       | SELECT MEDICAL HLDGS CORP                                                                   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     479078 | NS      | $7325102.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY GLOBAL LTD                                          | LIBERTY GLOBAL LTD CL A                                                                     | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |      40328 | NS      | $388358.64     | 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      | $124639.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                                                | MEDIFAST INC                                                                                | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      25025 | NS      | $352101.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HLDGS INC                                       | ULTRA CLEAN HOLDINGS INC                                                                    | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       8395 | NS      | $162611.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                             | HANESBRANDS INC                                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     111500 | NS      | $551925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                     | METTLER-TOLEDO INTL INC                                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      24854 | NS      | $28719294.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                   | GRACO INC                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     422336 | NS      | $35754965.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM PROPERTY TRUST INC                                    | RITHM PROPERTY TRUST INC                                                                    | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       7500 | NS      | $20475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13729.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.50000 12-18-24-30Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -17310000 | NC      | $751292.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATN INTERNATIONAL INC                                       | ATN INTERNATIONAL INC                                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      28004 | NS      | $397936.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC                    | PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC BR 3MEUR+165 05/15/2033 144A                       | CUSIP: N/A<br>LEI: 54930004WJL9ZPQZOM50       | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3401182.56    | 0.00%             | 2033-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: CNY/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1217.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIO TECHNE CORP                                             | BIO TECHNE CORP                                                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       8039 | NS      | $389087.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                 | WORKDAY INC CL A                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     114115 | NS      | $28267426.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DENALI THERAPEUTICS INC                                     | DENALI THERAPEUTICS INC                                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      71890 | NS      | $951823.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ORGANOGENESIS HOLDINGS INC                                  | ORGANOGENESIS HOLDINGS INC CL A                                                             | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      11500 | NS      | $31510.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5350 06/11/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         65 | NC      | $10725.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     459556 | NS      | $2435646.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                  | WESTAMERICA BANCORPORATION                                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51136 | NS      | $2457084.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTIS CORP                                                 | VESTIS                                                                                      | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      15400 | NS      | $94864.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                             | BJS WHSL CLUB HLDGS INC                                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     381388 | NS      | $43176935.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                              | AMETEK INC NEW                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     244577 | NS      | $43715692.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGALZOOM.COM INC                                           | LEGALZOOM.COM INC                                                                           | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      85290 | NS      | $778697.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                              | TD SYNNEX CORP                                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     315542 | NS      | $38287866.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFI TECHNOLOGIES INC                                       | DEFI TECHNOLOGIES INC                                                                       | CUSIP: 244916102<br>LEI: 5299001HQSUZC5GLA504 | Long             | EC               | CORP              | CA        |     189376 | NS      | $677966.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                         | SCORPIO TANKERS INC                                                                         | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     164857 | NS      | $6551417.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OSCAR HEALTH INC                                            | OSCAR HEALTH INC - CLASS A                                                                  | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155004 | NS      | $2139055.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LEIDOS HLDGS INC                                            | LEIDOS HOLDINGS INC                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     126777 | NS      | $18828920.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                            | BRIGHTSPRING HEALTH SERVICES INC                                                            | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     180673 | NS      | $4301824.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         63 | NC      | $30433.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | IRS PLN 4.93 11/04/24 5Y CME                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -6800000 | NC      | $-72415.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                 | WAYFAIR INC                                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      31131 | NS      | $1283842.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $68236.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                           | SOLARIS ENERGY INFRASTRUCTURE INC CL A                                                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     349073 | NS      | $9575072.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                                               | DTE ENERGY CO                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     324727 | NS      | $44373944.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                    | SOUTHERN COPPER CORP                                                                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      14239 | NS      | $1294467.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $29.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTWAVE LOGIC INC                                         | LIGHTWAVE LOGIC INC                                                                         | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8199 | NS      | $8035.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CNY settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3058.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                                    | SILICON LABORATORIES INC                                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       7697 | NS      | $927719.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                               | PRA GROUP INC                                                                               | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      97917 | NS      | $1389442.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                  | AIRBNB INC CLASS A                                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     559130 | NS      | $72127770.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                                  | KIRBY CORP                                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      41056 | NS      | $4542435.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $521.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME and MINERAL                              | UNITED STATES LIME and MIN INC                                                              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      20632 | NS      | $2120556.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                  | INSMED INC                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     180088 | NS      | $12557536.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7994.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC                                | COVENANT LOGISTICS GROUP INC                                                                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8228 | NS      | $186775.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                                       | ORION PROPERTIES INC.                                                                       | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               | CORP              | US        |      17700 | NS      | $33807.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                                  | TENNANT CO                                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       2038 | NS      | $151667.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                                         | WW GRAINGER INC                                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        934 | NS      | $1015781.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL INC                                                    | XPEL INC                                                                                    | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        100 | NS      | $3597.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG US CLO 2021-3 LTD                                       | ICG US CLO 2021-3 LTD AR TSFR3M+115 10/20/2034 144A                                         | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4781860.80    | 0.01%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                        | DECKERS OUTDOOR CORP                                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     265280 | NS      | $27992345.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOVER HEALTH INVESTMENTS CORP                              | CLOVER HEALTH INVESTEMENTS CORP                                                             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      49256 | NS      | $154663.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYS INC                                             | VARONIS SYSTEMS INC                                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      73374 | NS      | $3498472.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                             | FIRST SOLAR INC                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     242867 | NS      | $38392415.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: JPY/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-10320.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                    | EASTGROUP PPTYS INC                                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      53400 | NS      | $9053970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS INC                                     | BRIGHTVIEW HOLDINGS INC                                                                     | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     169151 | NS      | $2635372.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-07-11                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-173.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REDDIT INC                                                  | REDDIT INC A                                                                                | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15300 | NS      | $1718955.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                              | OMEGA HEALTHCARE INVESTORS INC                                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     263471 | NS      | $9748427.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DBT SELECTION TRUST                               | PAGAYA AI DBT SELECTION TRUST 7.549% 07/15/2031 144A                                        | CUSIP: 69548RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1604483 | PA      | $1606805.18    | 0.00%             | 2031-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PLAINS GP HLDGS LP                                          | PLAINS GP HLDGS LP CL A                                                                     | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      11588 | NS      | $203948.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                  | HUMANA INC                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      81391 | NS      | $18974683.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDAX PHARMACEUTICALS INC                                  | SYNDAX PHARMACEUTICALS INC                                                                  | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      63136 | NS      | $665453.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUITABLE HOLDINGS INC                                      | EQUITABLE HOLDINGS INC                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     653109 | NS      | $34529872.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS INC                                           | PDF SOLUTIONS INC                                                                           | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       5209 | NS      | $92199.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                             | BROOKFIELD CORP CL A                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    1021014 | NS      | $58932928.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PEPSICO INC                                                 | PEPSICO INC                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    2028223 | NS      | $266609913.35  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MEREN ENERGY INC                                            | MEREN ENERGY INC                                                                            | CUSIP: 588914101<br>LEI: 549300071188HIDJEB11 | Long             | EC               | CORP              | CA        |    1068500 | NS      | $1401464.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10689.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                 | LENNAR CORP CL A                                                                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     134410 | NS      | $14258212.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS INC                                             | AMER SPORTS INC                                                                             | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |      30400 | NS      | $1105952.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                                 | INSPIRE MEDICAL SYSTEMS INC                                                                 | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      30871 | NS      | $4266372.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $2494107.50    | 0.00%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: JPY/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-22889.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                              | FLOWSERVE CORP                                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     372194 | NS      | $18576202.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                         | DIEBOLD NIXDORF INC                                                                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     255345 | NS      | $12299968.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PRET 2021-RN2 LLC                                           | PRET 2021-RN2 LLC STEP 07/25/2051 144A                                                      | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     740561 | PA      | $734959.00     | 0.00%             | 2051-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SLEEP NUMBER CORP                                           | SLEEP NUMBER CORP                                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       5700 | NS      | $61332.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP PA                                                 | FNB CORP PA                                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     307228 | NS      | $4261252.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                         | GILEAD SCIENCES INC                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    1751992 | NS      | $192859279.36  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                                | AGILYSYS INC                                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      48365 | NS      | $5122337.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                  | NETAPP INC                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     183315 | NS      | $18177515.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INVTS II TRUST                         | SAMI 2006-AR3 12A1 TSFR1M+55.448 5/36                                                       | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3580268 | PA      | $2876393.72    | 0.00%             | 2036-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                               | EMPIRE STATE REALTY TRUST INC CL A                                                          | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      20006 | NS      | $153245.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                         | DOUGLAS ELLIMAN INC                                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     934810 | NS      | $2542683.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                                             | ICU MEDICAL INC                                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      37158 | NS      | $5011127.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $1098.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                       | SOUTHWEST AIRLINES CO                                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     194000 | NS      | $6475720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19072.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TETRA TECHNOLOGIES INC DEL                                  | TETRA TECHNOLOGIES INC                                                                      | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      30000 | NS      | $80400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    1211048 | NS      | $365627501.68  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                          | FIRST HAWAIIAN INC                                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     414044 | NS      | $9887370.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5786.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                                 | EXELON CORP                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     915353 | NS      | $40110768.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XP INC                                                      | XP INC CL A                                                                                 | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     126542 | NS      | $2449853.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                                   | ALCON INC                                                                                   | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      36000 | NS      | $3093840.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RED ROCK RESORTS INC                                        | RED ROCK RESORTS INC                                                                        | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22400 | NS      | $1076768.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC INC                                                     | BRC INC CL A                                                                                | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34800 | NS      | $62292.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CATO CORP                                                   | CATO CORP CL A                                                                              | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        800 | NS      | $2048.00       | 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        |     423867 | NS      | $10901859.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $442.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 08/21/2025                                                                     | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     211000 | PA      | $209014.84     | 0.00%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                    | SIMON PPTY GROUP INC - REIT                                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     118392 | NS      | $19306183.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                          | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                    | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1926116.00    | 0.00%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                            | UL SOLUTIONS INC CL A                                                                       | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     129112 | NS      | $9231508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTRAVISION COMMUNICATIONS CORP                             | ENTRAVISION COMMUN CRP CL A                                                                 | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       5073 | NS      | $10501.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING THERAPEUTICS INC                                     | VIKING THERAPEUTICS INC                                                                     | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      89619 | NS      | $2401789.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5350 06/18/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         68 | NC      | $41140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC                                | IRONWOOD PHARMA CL A (PEND)                                                                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      30600 | NS      | $18332.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE INC                                | CROSS COUNTRY HEALTHCARE INC                                                                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       5788 | NS      | $76285.84      | 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        |      54119 | NS      | $3299094.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/AUD settle 2025-07-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3906.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $12.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                       | RPM INTERNATIONAL INC                                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     467001 | NS      | $53163393.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.93000 03-24-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -2200000 | NC      | $-12286.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                   | FIVE9 INC                                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     166802 | NS      | $4421921.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                      | LENDMARK FUNDING TRUST 2024-2 4.47% 02/21/2034 144A                                         | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $693148.82     | 0.00%             | 2034-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERTEC INC                                                 | EVERTEC INC                                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     198324 | NS      | $7185278.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGEN BIOSCIENCE INC                                       | NIAGEN BIOSCIENCE INC                                                                       | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     209200 | NS      | $2263544.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                              | KRAFT HEINZ CO                                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     935530 | NS      | $25006716.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                            | ALTRIA GROUP INC                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    2427682 | NS      | $147141806.02  | 0.19%             |  |  |  | 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      | $1964828.55    | 0.00%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                             | GEN DIGITAL INC                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    2578928 | NS      | $73447869.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO DRS INC                                            | LEONARDO DRS INC                                                                            | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      17328 | NS      | $732974.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UTAH MEDICAL PRODUCTS INC                                   | UTAH MEDICAL PRODUCTS INC                                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       6082 | NS      | $334996.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                                 | SKYWEST INC                                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      37871 | NS      | $3842012.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                 | ASHLAND INC                                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      16300 | NS      | $807013.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                                          | LIBERTY ENERGY INC CL A                                                                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17293 | NS      | $200425.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HACKETT GROUP INC                                           | HACKETT GROUP INC                                                                           | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      48410 | NS      | $1187013.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-06-09                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1306.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 07/01/2055 #TBA                                                                | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2330000 | PA      | $2135771.43    | 0.00%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                         | SHIFT4 PAYMENTS INC                                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     262957 | NS      | $24925694.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| REPLIGEN CORP                                               | REPLIGEN                                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      88644 | NS      | $10466197.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MOSAIC CO                                                   | MOSAIC CO NEW                                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     949669 | NS      | $34321037.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 06/01/2055 #TBA                                                                | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55580000 | PA      | $50959884.71   | 0.07%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                           | NEWMARK GROUP INC CL A                                                                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        422 | NS      | $4646.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                                        | GLOBAL INDUSTRIAL CO                                                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |       2100 | NS      | $54705.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                  | KENVUE INC                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    3183110 | NS      | $75980835.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                                                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      75181 | NS      | $2057703.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                                    | ETSY INC                                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      32567 | NS      | $1802583.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERUS NV                                                    | MERUS B.V.                                                                                  | CUSIP: N/A<br>LEI: 549300W8GPUWU8QNU293       | Long             | EC               | CORP              | NL        |      84144 | NS      | $4717954.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-488.02       | -0.00%            |  |  |  | No            |                  2 | 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        |     584013 | PA      | $574669.45     | 0.00%             | 2040-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1369.39      | -0.00%            |  |  |  | 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      | $2996994.00    | 0.00%             | 2034-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN LTD                                              | TRANSOCEAN LTD                                                                              | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |     609233 | NS      | $1516990.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN TOWER CORP                                         | AMERICAN TOWER CORP                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     712835 | NS      | $153010032.75  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                      | HERITAGE COMMERCE CORP                                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      25350 | NS      | $234741.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | PUT 5.85 11/24/2025                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    8000000 | NC      | $25.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWELL INDUSTRIES INC                                       | POWELL INDUSTRIES INC                                                                       | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      70745 | NS      | $11997644.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPONENT INC                                                | EXPONENT INC                                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      97870 | NS      | $7471395.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DYNATRACE INC                                               | DYNATRACE INC                                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     467086 | NS      | $25227314.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHYFT GROUP INC (THE)                                       | THE SHYFT GROUP INC                                                                         | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      23838 | NS      | $250060.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SM ENERGY CO                                                | SM ENERGY CO                                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     328759 | NS      | $7699535.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                                  | DEFINITIVE HEALTHCARE CORP                                                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7590 | NS      | $25122.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS INC                                                   | ENNIS INC                                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50134 | NS      | $936001.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                      | TRINITY INDUSTRIES INC                                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       3918 | NS      | $100849.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO USD 1Y C 2.83000 L 10/30/25 BRC                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |  -64400000 | NC      | $-37288.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                             | ROSS STORES INC                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     298350 | NS      | $41795851.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                           | FLOWERS FOODS INC                                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     317421 | NS      | $5364414.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LEMAITRE VASCULAR INC                                       | LEMAITRE VASCULAR INC                                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      14547 | NS      | $1195763.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO                                  | DIAMONDROCK HOSPITALITY CO                                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      59622 | NS      | $455512.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 07/17/2025                                                                     | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $19894.44      | 0.00%             | 2025-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/JPY settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2479.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                       | MOHAWK INDUSTRIES INC                                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      18202 | NS      | $1831303.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2427.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEOGEN CORP                                                 | NEOGEN CORP                                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     603020 | NS      | $3533697.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OOMA INC                                                    | OOMA INC                                                                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22185 | NS      | $302825.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                               | HILTON WORLDWIDE HOLDINGS INC                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     673966 | NS      | $167440113.04  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDSTONE PEAK LTD                                          | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                           | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4002864.00    | 0.01%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                           | DXC TECHNOLOGY CO                                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     219749 | NS      | $3340184.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                                        | MARTEN TRANSPORT LTD                                                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3495 | NS      | $45574.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5820 06/18/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -68 | NC      | $-355640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                                      | ACUSHNET HOLDINGS CORP                                                                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |        415 | NS      | $28319.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| US FOODS HOLDING CORP                                       | US FOODS HOLDING CORP                                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     345585 | NS      | $27342685.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES                                 | HENRY (JACK) and ASSOCIATES INC                                                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      13506 | NS      | $2446882.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                         | FIFTH THIRD BANCORP                                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    3851034 | NS      | $147070988.46  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                     | HCA INC 5.45% 09/15/2034                                                                    | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $891024.49     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                 | CENCORA INC                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     248073 | NS      | $72248780.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                | INSULET CORP                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      67619 | NS      | $21978203.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                                       | REXFORD INDUSTRIAL REALTY INC                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     981437 | NS      | $34585839.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                       | EAST WEST BANCORP INC                                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160795 | NS      | $14664504.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                              | AMDOCS LTD                                                                                  | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     367392 | NS      | $33711889.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                 | OVINTIV INC                                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     416919 | NS      | $14934038.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $18017.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURTISS-WRIGHT CORP                                         | CURTISS WRIGHT CORPORATION                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      97167 | NS      | $42764168.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX LTD                                                    | IBEX LTD                                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      11697 | NS      | $336756.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                         | JOHNSON and JOHNSON                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    2500628 | NS      | $388122471.88  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: PEN/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $26653.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                           | PRIMO BRANDS CORP A                                                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     515159 | NS      | $17036308.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 3.3% 12/01/2027                                                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192281.80     | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                               | INTERFACE INC                                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     614878 | NS      | $12352899.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)                                  | REGENCY CENTERS CORP REIT                                                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     122579 | NS      | $8844074.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2022-A                           | CPS AUTO RECEIVABLES TRUST 2022-A 2.84% 04/16/2029 144A                                     | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5421293 | PA      | $5363055.27    | 0.01%             | 2029-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                       | CUSIP: 3137HHKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4503855 | PA      | $4498259.96    | 0.01%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO LTD                                                 | INVESCO LTD                                                                                 | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    1163346 | NS      | $16821983.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                                     | GMS INC                                                                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     175020 | NS      | $13254264.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 8.5% 03/01/2029                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   18000000 | PA      | $923662.35     | 0.00%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-18                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13434.09      | 0.00%             |  |  |  | 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      | $1030112.09    | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                   | MERIT MEDICAL SYSTEMS INC                                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     105352 | NS      | $10011600.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                                             | SIRIUSPOINT LTD                                                                             | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     263149 | NS      | $5155088.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5835 06/11/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -65 | NC      | $-250250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: PLN/USD settle 2025-06-06                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $20447.73      | 0.00%             |  |  |  | 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      | $280783.80     | 0.00%             | 2039-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                        | RANGE RESOURCES CORP                                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     140200 | NS      | $5333208.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                 | FX Forward: AUD/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $9348.67       | 0.00%             |  |  |  | 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        |    1210989 | PA      | $879946.65     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN EDUCATIONAL SERVICES CORP                           | LINCOLN EDUCATIONAL SERVICES                                                                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     194368 | NS      | $4625958.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/PEN settle 2025-09-22                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-11532.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                    | BIO RAD LABS CL A                                                                           | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      48507 | NS      | $11007693.51   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKLINE BANCORP INC DEL                                   | BROOKLINE BANCORP INC                                                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        971 | NS      | $10030.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                              | BORGWARNER INC                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    1027249 | NS      | $33991669.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                                | AMERICAN FINL GROUP INC OHIO                                                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     302297 | NS      | $37478782.06   | 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        |     196372 | NS      | $19906229.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP                              | INTEGRA LIFESCIENCES HLDS CORP                                                              | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     221942 | NS      | $2809785.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CARMAX INC                                                  | CARMAX INC                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      69000 | NS      | $4447740.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                  | PINNACLE WEST CAPITAL CORP                                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        616 | NS      | $56197.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1490.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPIC STEEL INC                                           | OLYMPIC STEEL INC                                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      38023 | NS      | $1127381.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                           | TRACTOR SUPPLY CO.                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      94426 | NS      | $4570218.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GSAMP TR 2007 FM1                                           | GSAMP TR 2007 FM1 A1 STEP 12/25/2036                                                        | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     752690 | PA      | $398050.89     | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                           | CISCO SYSTEMS INC                                                                           | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    4966017 | NS      | $313057711.68  | 0.41%             |  |  |  | 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      | $4860698.36    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES CO                                           | NEW YORK TIMES CO CL A                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     581592 | NS      | $33220535.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORP                                       | LANCASTER COLONY CORP                                                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      95589 | NS      | $16001598.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                                    | CELLDEX THERAPEUTICS INC                                                                    | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      28729 | NS      | $568259.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTERIX CORP                                              | QUANTERIX CORP                                                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1824188 | NS      | $9485777.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VISTRA CORP                                                 | VISTRA CORP                                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     132599 | NS      | $21291421.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP INC                                         | PARAMOUNT GROUP INC                                                                         | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |       1400 | NS      | $8470.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-3                                 | PAGAYA AI DEBT TRUST 2023-3 B 9.57% 12/16/2030 144A                                         | CUSIP: 69548BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1999601 | PA      | $2012554.06    | 0.00%             | 2030-12-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                                    | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201232.20     | 0.00%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+75 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       7786 | NC      | $5611310.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBAC FINANCIAL GROUP IN                                    | AMBAC FINANCIAL GROUP INC                                                                   | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      68367 | NS      | $535313.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORP                                             | NCR ATLEOS CORP                                                                             | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     494763 | NS      | $13116167.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| INTEGER HOLDINGS CORP                                       | INTEGER HOLDINGS CORP                                                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      80694 | NS      | $9583219.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                     | ROCKWELL AUTOMATION INC                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     136684 | NS      | $43130636.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                               | REGENXBIO INC                                                                               | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     152704 | NS      | $1351430.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MOODYS CORP                                                 | MOODYS CORP                                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     104827 | NS      | $50245677.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                                           | TERADATA CORP                                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     202480 | NS      | $4446460.80    | 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      | $401214.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: NZD/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1432.54       | 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      | $1586557.24    | 0.00%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                               | M/I HOMES INC                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      35481 | NS      | $3782629.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER INC                                                  | TANGER INC- REIT                                                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      79346 | NS      | $2364510.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | AMERICAN EXPRESS CO                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     616490 | NS      | $181278884.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                   | COLUMBUS MCKINNON CORP NY                                                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       1489 | NS      | $21679.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                                         | AMERIPRISE FINANCIAL INC                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     278034 | NS      | $141586034.16  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC                             | SS and C TECHNOLOGIES HOLDINGS INC                                                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     160262 | NS      | $12950772.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                    | JAZZ PHARMA PLC                                                                             | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     170454 | NS      | $18420963.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                             | RINGCENTRAL INC CL A                                                                        | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      70826 | NS      | $1836518.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                         | COGNIZANT TECH SOLUTIONS CL A                                                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    1099884 | NS      | $89079605.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/INR settle 2025-06-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $125.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                             | PORCH GROUP INC                                                                             | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |    1496431 | NS      | $13647450.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PROLOGIS INC                                                | PROLOGIS INC REIT                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     437069 | NS      | $47465693.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                                | CADENCE BANK                                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     249936 | NS      | $7573060.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT CO                      | APARTMENT INV and MGMT CO A REIT                                                            | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      48000 | NS      | $383040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                                         | ADTRAN HOLDINGS INC                                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      64745 | NS      | $519902.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PLC                                                    | DOLE PLC                                                                                    | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     335662 | NS      | $4752973.92    | 0.01%             |  |  |  | No            |                  1 | 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        |    1892341 | PA      | $1840930.42    | 0.00%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO                                       | WEST FRASER TIMBER LTD                                                                      | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     201147 | NS      | $14800396.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-0.79         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP INC                                             | MATCH GROUP INC                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     332600 | NS      | $9958044.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                               | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4506517 | PA      | $4513969.81    | 0.01%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                 | SMB PRIVATE ED LN TR 2024-C A1A 5.5% 06/17/2052 144A                                        | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2718318 | PA      | $2764104.57    | 0.00%             | 2052-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                   | IONIS PHARMACEUTICALS INC                                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     335521 | NS      | $11243308.71   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HONEST CO INC/THE                                           | HONEST CO INC (THE)                                                                         | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1426378 | NS      | $7174681.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                        | LAS VEGAS SANDS CORP                                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     471065 | NS      | $19389035.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                       | REPUBLIC SERVICES INC                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      26900 | NS      | $6921101.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                              | SSR MINING INC                                                                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |       6929 | NS      | $81970.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.70 IG43 5Y V1 I 06/18/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -1300000 | NC      | $-170.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                    | WINNEBAGO INDUSTRIES INC                                                                    | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       3590 | NS      | $121808.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVII LTD                        | OCTAGON INVESTMENT PARTNERS XVII LTD A1R2 TSFR3M+126.161 01/25/2031 144A                    | CUSIP: 67590GBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      25163 | PA      | $25181.85      | 0.00%             | 2031-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HARBORONE NORTHEAST BANCORP INC                             | HARBORONE NORTHEAST BANCORP INC                                                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      63533 | NS      | $723005.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                      | GUIDEWIRE SOFTWARE INC                                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      12296 | NS      | $2643885.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                                 | MASIMO CORP                                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      67000 | NS      | $10887500.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NUVALENT INC                                                | NUVALENT INC-A                                                                              | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12800 | NS      | $955008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $5636651.61    | 0.01%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-612.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARPARTS COM INC                                            | CARPARTS COM INC                                                                            | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      50611 | NS      | $44431.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: SGD/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16834.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.72% 08/01/2030#BS9220                                                           | CUSIP: 3140LLG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     685504 | PA      | $692163.56     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                   | LINDE PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     681525 | NS      | $318667459.50  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                                                 | NETGEAR INC                                                                                 | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     350792 | NS      | $10288729.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                    | CENTEX HOME EQUITY LN TR STEP 09/25/2034                                                    | CUSIP: 152314LU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     573882 | PA      | $513137.90     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                   | AVALONBAY COMMUNITIES INC REIT                                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     151220 | NS      | $31267759.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: INR/USD settle 2025-06-30                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-214.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE CORP DEL                                           | CELANESE CORP                                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      88923 | NS      | $4697802.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                               | MAXLINEAR INC                                                                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      42883 | NS      | $488437.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC CL A                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    4882813 | NS      | $838574304.62  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                         | ONTO INNOVATION INC                                                                         | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |      25022 | NS      | $2300522.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                       | UBER TECHNOLOGIES INC                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     567365 | NS      | $47749438.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                  | 522 FUNDING CLO 2020-6 LTD A1R2 TSFR3M+120 10/23/2034 144A                                  | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3243695.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | 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        |     553904 | PA      | $554170.92     | 0.00%             | 2054-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                    | FERGUSON ENTERPRISES INC                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     140855 | NS      | $25683500.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                         | CHENIERE ENERGY INC                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      92887 | NS      | $22013290.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                                            | SHUTTERSTOCK INC                                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       6988 | NS      | $128928.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                | NEWMONT CORP                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     972267 | NS      | $51257916.24   | 0.07%             |  |  |  | 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      | $1550585.90    | 0.00%             | 2031-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COUPANG INC                                                 | COUPANG INC A                                                                               | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     334400 | NS      | $9379920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                               | INTERACTIVE BROKERS GROUP INC                                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     130182 | NS      | $27296561.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/BRL settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23655.59     | -0.00%            |  |  |  | No            |                  2 | 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        |    2577679 | PA      | $2573869.91    | 0.00%             | 2029-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 5275 06/18/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         65 | NC      | $30550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/CNY settle 2025-08-20                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-25639.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                      | BOOT BARN HOLDINGS INC                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      61016 | NS      | $9781474.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                    | ANYWHERE REAL ESTATE INC                                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     344034 | NS      | $1200678.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-06-10                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-165.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                       | ARCUS BIOSCIENCES INC                                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12711 | NS      | $113509.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                               | SEABOARD CORP                                                                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         39 | NS      | $104410.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTURUS THERAPEUTICS HOLDINGS INC                          | ARCTURUS THERAPEUTICS HOLDINGS INC                                                          | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42484 | NS      | $532324.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AON PLC                                                     | AON PLC                                                                                     | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     353492 | NS      | $131527303.36  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                       | SOFI TECHNOLOGIES INC                                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     240400 | NS      | $3197320.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21969.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                                    | PAR PACIFIC HOLDINGS INC                                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      97114 | NS      | $2096691.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                                   | DYNAVAX TECHNOLOGIES CORP                                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      78700 | NS      | $770473.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/JPY settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-329.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 06/01/2055 #TBA                                                              | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60000 | PA      | $59418.79      | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                          | LUMEN TECHNOLOGIES INC                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     144000 | NS      | $564480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC                                                  | UPWORK INC                                                                                  | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     940484 | NS      | $14568097.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALTICE USA INC                                              | ALTICE USA INC A                                                                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      44600 | NS      | $103026.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                                | ENTEGRIS INC                                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     143375 | NS      | $9855597.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                            | DT MIDSTREAM INC                                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     121349 | NS      | $12710094.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                             | ULTA BEAUTY INC                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      40867 | NS      | $19267155.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: KRW/USD settle 2025-06-05                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17475.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                                   | KELLANOVA                                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       8500 | NS      | $702355.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDTHINKING INC                                           | SOUNDTHINKING INC                                                                           | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       2480 | NS      | $38464.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/BRL settle 2025-06-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4099.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGHT INC                                                  | ALIGHT INC CL A                                                                             | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    1183144 | NS      | $6459966.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CORE and MAIN INC                                           | CORE and MAIN INC                                                                           | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     157030 | NS      | $8606814.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.77% 10/01/2028#BS9613                                                           | CUSIP: 3140LLVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $507679.75     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                                          | SAMSONITE GROUP SA                                                                          | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |     987000 | NS      | $1860435.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 11/25/2054                                       | CUSIP: 3137HHFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     538195 | PA      | $533062.98     | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVENTBRITE INC                                              | EVENTBRITE INC                                                                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     283200 | NS      | $668352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-07-10                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-162.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                              | PNC FINANCIAL SERVICES GRP INC                                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     202200 | NS      | $35144382.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                                      | COUSINS PROPERTIES INC                                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       7600 | NS      | $213332.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                   | MGM RESORTS INTERNATIONAL                                                                   | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     180300 | NS      | $5706495.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                              | DISNEY (WALT) CO                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    3428026 | NS      | $387504059.04  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                | OMNICELL INC                                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      75453 | NS      | $2291507.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                    | TPG RE FINANCE TRUST INC                                                                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12900 | NS      | $99072.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                 | AUTOLIV INC                                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     202982 | NS      | $20870609.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS PACIFIC INC                                           | JAKKS PACIFIC INC                                                                           | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      36747 | NS      | $739717.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FULCRUM THERAPEUTICS INC                                    | FULCRUM THERAPEUTICS INC                                                                    | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51823 | NS      | $356283.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                  | SOUTHWEST GAS HOLDINGS INC                                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     173706 | NS      | $12477301.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                           | RALPH LAUREN CORP                                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      94965 | NS      | $26287261.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO                                           | FRANKLIN COVEY CO                                                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21605 | NS      | $505124.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HOPE BANCORP INC                                            | HOPE BANCORP INC                                                                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |        328 | NS      | $3293.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                                           | ERIE INDEMNITY CO CL A                                                                      | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      48086 | NS      | $17239311.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/ZAR settle 2025-06-23                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11115.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 06/01/2055 #TBA                                                              | CUSIP: 01F062663<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -96900000 | PA      | $-99504139.05  | -0.13%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer