# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-051349
**Filing Date:** 2026-5
**Character Count:** 1543410
**Document Hash:** 59f3514d3ad86444441ad0fbae63c61e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051349.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051349

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261017916

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Absolute Return Tracker Fund (Series ID: S000020314)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000057076 | Class A         | GARTX           |
| C000057077 | Class C         | GCRTX           |
| C000057078 | Institutional   | GJRTX           |
| C000066743 | Class R Shares  | GRRTX           |
| C000066744 | Investor Shares | GSRTX           |
| C000161524 | Class R6 Shares | GARUX           |
| C000201773 | Class P Shares  | GSGPX           |

## Nport-Ex

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

## Consolidated Schedule of Investments
*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – 36.5%** | **Common Stocks – 36.5%** |  |
| **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** |  |
| 1262 | AAR Corp.\* | $138139 |
| 687 | AeroVironment, Inc.\* | 125755 |
| 14283 | AerSale Corp.\* | 88840 |
| 9659 | AIRO Group Holdings, Inc.\* | 73457 |
| 3064 | Archer Aviation, Inc. Class A\* | 15841 |
| 3158 | Astronics Corp.\* | 210733 |
| 2944 | ATI, Inc.\* | 428234 |
| 1665 | Axon Enterprise, Inc.\* | 707109 |
| 18912 | Boeing Co.\* | 3764055 |
| 2202 | BWX Technologies, Inc. | 450287 |
| 4572 | Byrna Technologies, Inc.\* | 41971 |
| 3395 | Cadre Holdings, Inc. | 104159 |
| 995 | Carpenter Technology Corp. | 392179 |
| 1030 | Curtiss-Wright Corp. | 701554 |
| 2189 | Ducommun, Inc.\* | 267058 |
| 465 | Eve Holding, Inc.\* | 1153 |
| 66 | Firefly Aerospace, Inc.\* | 1879 |
| 1118 | FTAI Aviation Ltd. | 273910 |
| 11460 | General Dynamics Corp. | 3933301 |
| 44250 | General Electric Co. | 12556822 |
| 5214 | HEICO Corp. | 1429679 |
| 2313 | HEICO Corp. Class A | 488251 |
| 1816 | Hexcel Corp. | 146969 |
| 19303 | Howmet Aerospace, Inc. | 4448569 |
| 1410 | Huntington Ingalls Industries, Inc. | 535659 |
| 9356 | Innovative Solutions & Support, Inc.\* | 192079 |
| 30 | Intuitive Machines, Inc.\* | 557 |
| 1823 | Karman Holdings, Inc.\* | 145931 |
| 3840 | Kratos Defense & Security Solutions, Inc.\* | 270758 |
| 9798 | L3Harris Technologies, Inc. | 3381780 |
| 263 | Leonardo DRS, Inc. | 11709 |
| 386 | Loar Holdings, Inc.\* | 22114 |
| 5902 | Lockheed Martin Corp. | 3567110 |
| 2356 | Mercury Systems, Inc.\* | 171776 |
| 491 | Moog, Inc. Class A | 143686 |
| 2684 | National Presto Industries, Inc. | 367869 |
| 3726 | Northrop Grumman Corp. | 2542026 |
| 13025 | Park Aerospace Corp. | 356625 |
| 497 | Red Cat Holdings, Inc.\*<sup>(a)</sup> | 6506 |
| 355 | Redwire Corp.\* | 3018 |
| 7774 | Rocket Lab Corp.\* | 499246 |
| 53781 | RTX Corp. | 10374355 |
| 34040 | Satellogic, Inc. Class A\* | 185178 |
| 1398 | StandardAero, Inc.\* | 36110 |
| 4083 | Textron, Inc. | 357507 |
| 1373 | TransDigm Group, Inc. | 1591252 |
| 1162 | V2X, Inc.\* | 79597 |
| 6242 | Virgin Galactic Holdings, Inc.\*<sup>(a)</sup> | 15168 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Aerospace & Defense – (continued)** | **Aerospace & Defense – (continued)** |  |
| 6228 | Voyager Technologies, Inc. Class A\* | $145673 |
| 750 | VSE Corp. | 138300 |
| 4661 | Woodward, Inc. | 1668265 |
|  |  | 57599758 |
| **Air Freight & Logistics – 0.1%** | **Air Freight & Logistics – 0.1%** |  |
| 2 | Arrive AI, Inc.\* | 2 |
| 3654 | CH Robinson Worldwide, Inc. | 606820 |
| 3848 | Expeditors International of Washington, Inc. | 551149 |
| 5078 | FedEx Corp. | 1808682 |
| 39 | Forward Air Corp.\* | 652 |
| 906 | GXO Logistics, Inc.\* | 46976 |
| 253 | Hub Group, Inc. Class A | 9118 |
| 25288 | Radiant Logistics, Inc.\* | 178280 |
| 15405 | United Parcel Service, Inc. Class B | 1515544 |
|  |  | 4717223 |
| **Automobile Components – 0.1%** | **Automobile Components – 0.1%** |  |
| 4085 | Adient PLC\* | 82558 |
| 7296 | Aptiv PLC\* | 506634 |
| 2809 | Autoliv, Inc. | 295394 |
| 9720 | BorgWarner, Inc. | 527407 |
| 2943 | Cooper-Standard Holdings, Inc.\* | 82021 |
| 5849 | Dana, Inc. | 196819 |
| 4933 | Dauch Corp.\* | 29253 |
| 773 | Dorman Products, Inc.\* | 80670 |
| 838 | Fox Factory Holding Corp.\* | 13794 |
| 11653 | Garrett Motion, Inc. | 211735 |
| 4487 | Gentex Corp. | 98041 |
| 1196 | Gentherm, Inc.\* | 33225 |
| 5193 | Holley, Inc.\* | 15943 |
| 590 | LCI Industries | 72558 |
| 2422 | Lear Corp. | 293256 |
| 13407 | Motorcar Parts of America, Inc.\* | 148281 |
| 1777 | Patrick Industries, Inc. | 197371 |
| 1182 | Phinia, Inc. | 80896 |
| 5148 | QuantumScape Corp.\* | 32844 |
| 2010 | Solid Power, Inc.\* | 6030 |
| 4452 | Standard Motor Products, Inc. | 154663 |
| 6606 | Stoneridge, Inc.\* | 31907 |
| 1487 | Strattec Security Corp.\* | 116492 |
| 1483 | Visteon Corp. | 135116 |
| 478 | XPEL, Inc.\* | 21156 |
|  |  | 3464064 |
| **Automobiles – 0.6%** | **Automobiles – 0.6%** |  |
| 108308 | Ford Motor Co. | 1249874 |
| 23751 | General Motors Co. | 1769450 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

## Consolidated Schedule of Investments (continued)
*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Automobiles – (continued)** | **Automobiles – (continued)** |  |
| 4102 | Harley-Davidson, Inc. | $82942 |
| 178 | Livewire Group, Inc.\* | 295 |
| 11993 | Rivian Automotive, Inc. Class A\* | 180495 |
| 83940 | Tesla, Inc.\* | 31204695 |
| 1395 | Thor Industries, Inc. | 111447 |
| 1024 | Winnebago Industries, Inc. | 31734 |
|  |  | 34630932 |
| **Banks – 1.8%** | **Banks – 1.8%** |  |
| 2232 | 1st Source Corp. | 154477 |
| 4449 | ACNB Corp. | 212974 |
| 2666 | Amalgamated Financial Corp. | 103627 |
| 1274 | Amerant Bancorp, Inc. | 28079 |
| 2327 | Ameris Bancorp | 181483 |
| 5709 | Arrow Financial Corp. | 191651 |
| 2701 | Associated Banc-Corp. | 69848 |
| 1425 | Atlantic Union Bankshares Corp. | 50930 |
| 2 | Avidbank Holdings, Inc.\* | 57 |
| 1351 | Axos Financial, Inc.\* | 114957 |
| 3101 | Banc of California, Inc. | 54516 |
| 1052 | BancFirst Corp. | 114142 |
| 322 | Bancorp, Inc.\* | 17301 |
| 1881 | Bank First Corp. | 254048 |
| 257711 | Bank of America Corp. | 12563411 |
| 2149 | Bank of Hawaii Corp. | 159563 |
| 7616 | Bank of Marin Bancorp | 195198 |
| 6135 | Bank of NT Butterfield & Son Ltd. | 321965 |
| 3053 | Bank OZK | 140102 |
| 3337 | Bank7 Corp. | 133080 |
| 1746 | BankUnited, Inc. | 78849 |
| 5431 | Bankwell Financial Group, Inc. | 263512 |
| 1379 | Banner Corp. | 83678 |
| 4420 | Bar Harbor Bankshares | 143429 |
| 5271 | BayCom Corp. | 156680 |
| 20051 | BCB Bancorp, Inc. | 180058 |
| 5245 | Beacon Financial Corp. | 157350 |
| 7079 | Blue Foundry Bancorp\* | 93726 |
| 47444 | Blue Ridge Bankshares, Inc. | 199265 |
| 854 | BOK Financial Corp. | 109363 |
| 8548 | Bridgewater Bancshares, Inc.\* | 151300 |
| 1841 | Burke & Herbert Financial Services Corp. | 114676 |
| 3992 | Business First Bancshares, Inc. | 107944 |
| 4002 | Byline Bancorp, Inc. | 126343 |
| 1075 | C&F Financial Corp. | 78411 |
| 8752 | California BanCorp | 155085 |
| 3125 | Camden National Corp. | 148281 |
| 6260 | Capital Bancorp, Inc. | 186172 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Banks – (continued)** | **Banks – (continued)** |  |
| 4506 | Capital City Bank Group, Inc. | $195831 |
| 21152 | Capitol Federal Financial, Inc. | 150814 |
| 9452 | Carter Bankshares, Inc.\* | 220421 |
| 1940 | Cathay General Bancorp | 96728 |
| 5030 | Central Pacific Financial Corp. | 160759 |
| 2384 | Chemung Financial Corp. | 128307 |
| 5568 | ChoiceOne Financial Services, Inc. | 156572 |
| 46654 | Citigroup, Inc. | 5291030 |
| 11428 | Citizens & Northern Corp. | 255302 |
| 11507 | Citizens Financial Group, Inc. | 690075 |
| 1164 | Citizens Financial Services, Inc. | 71179 |
| 1773 | City Holding Co. | 211909 |
| 5513 | Civista Bancshares, Inc. | 125641 |
| 5680 | CNB Financial Corp. | 164493 |
| 1308 | Coastal Financial Corp.\* | 99539 |
| 3 | CoastalSouth Bancshares, Inc. | 74 |
| 10490 | Colony Bankcorp, Inc. | 209485 |
| 4147 | Columbia Banking System, Inc. | 113752 |
| 6836 | Columbia Financial, Inc.\* | 119698 |
| 2980 | Commerce Bancshares, Inc. | 146616 |
| 4 | Commercial Bancgroup, Inc. | 104 |
| 1714 | Community Financial System, Inc. | 100526 |
| 3016 | Community Trust Bancorp, Inc. | 183132 |
| 9334 | Community West Bancshares | 217482 |
| 2844 | ConnectOne Bancorp, Inc. | 76134 |
| 1204 | Cullen/Frost Bankers, Inc. | 165044 |
| 1504 | Customers Bancorp, Inc.\* | 104393 |
| 4544 | CVB Financial Corp. | 88108 |
| 1801 | Dime Community Bancshares, Inc. | 60910 |
| 1058 | Eagle Bancorp, Inc. | 26312 |
| 1 | Eagle Financial Services, Inc. | 35 |
| 2789 | East West Bancorp, Inc. | 297754 |
| 4360 | Eastern Bankshares, Inc. | 85282 |
| 2120 | Enterprise Financial Services Corp. | 114713 |
| 4096 | Equity Bancshares, Inc. Class A | 181903 |
| 2533 | Esquire Financial Holdings, Inc. | 272297 |
| 2460 | Farmers & Merchants Bancorp, Inc. | 63148 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Banks – (continued)** | **Banks – (continued)** |  |
| 18222 | Farmers National Banc Corp. | $239802 |
| 18206 | FB Bancorp, Inc.\* | 250150 |
| 1560 | FB Financial Corp. | 81026 |
| 1989 | Fidelity D&D Bancorp, Inc. | 86084 |
| 22971 | Fifth Third Bancorp | 1067233 |
| 6769 | Financial Institutions, Inc. | 214645 |
| 4563 | Finwise Bancorp\* | 72369 |
| 6623 | First BanCorp | 141467 |
| 6270 | First Bancorp, Inc. | 175748 |
| 2565 | First Bancorp/Southern Pines NC | 144538 |
| 13801 | First Bank | 220816 |
| 3636 | First Busey Corp. | 91882 |
| 3271 | First Business Financial Services, Inc. | 176405 |
| 167 | First Citizens BancShares, Inc. Class A | 314738 |
| 7408 | First Commonwealth Financial Corp. | 130233 |
| 5096 | First Community Bankshares, Inc. | 211586 |
| 9 | First Community Corp. | 263 |
| 3708 | First Financial Bancorp | 103379 |
| 4398 | First Financial Bankshares, Inc. | 129521 |
| 3303 | First Financial Corp. | 208750 |
| 9949 | First Foundation, Inc.\* | 58699 |
| 4720 | First Hawaiian, Inc. | 116301 |
| 13359 | First Horizon Corp. | 304051 |
| 2999 | First Internet Bancorp | 61120 |
| 1753 | First Interstate BancSystem, Inc. Class A | 58550 |
| 2667 | First Merchants Corp. | 103293 |
| 3296 | First Mid Bancshares, Inc. | 135762 |
| 2 | First National Corp. | 54 |
| 14 | First Western Financial, Inc.\* | 344 |
| 1260 | Firstsun Capital Bancorp\* | 45940 |
| 5772 | Five Star Bancorp | 217720 |
| 1001 | Flagstar Bank NA | 13183 |
| 7889 | Flushing Financial Corp. | 121175 |
| 8308 | FNB Corp. | 138910 |
| 3153 | FS Bancorp, Inc. | 121674 |
| 4753 | Fulton Financial Corp. | 96676 |
| 2425 | GBank Financial Holdings, Inc.\*<sup>(a)</sup> | 64893 |
| 4349 | German American Bancorp, Inc. | 181745 |
| 1436 | Glacier Bancorp, Inc. | 64146 |
| 2314 | Great Southern Bancorp, Inc. | 146083 |
| 3801 | Greene County Bancorp, Inc. | 85180 |
| 2475 | Hancock Whitney Corp. | 157385 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Banks – (continued)** | **Banks – (continued)** |  |
| 3975 | Hanmi Financial Corp. | $104781 |
| 1 | Hanover Bancorp, Inc. | 22 |
| 6657 | HBT Financial, Inc. | 177875 |
| 15289 | Heritage Commerce Corp. | 190807 |
| 5170 | Heritage Financial Corp. | 134420 |
| 5091 | Hilltop Holdings, Inc. | 182360 |
| 199 | Hingham Institution For Savings<sup>(a)</sup> | 56882 |
| 3011 | Home Bancorp, Inc. | 182406 |
| 4745 | Home BancShares, Inc. | 127783 |
| 5051 | HomeTrust Bancshares, Inc. | 215425 |
| 7489 | Hope Bancorp, Inc. | 83652 |
| 11842 | Horizon Bancorp, Inc. | 196222 |
| 45016 | Huntington Bancshares, Inc. | 704500 |
| 6095 | Independent Bank Corp. | 237497 |
| 2143 | International Bancshares Corp. | 144202 |
| 4688 | John Marshall Bancorp, Inc. | 95073 |
| 99051 | JPMorgan Chase & Co. | 29136842 |
| 14011 | Kearny Financial Corp. | 105783 |
| 19650 | KeyCorp | 393982 |
| 2713 | Lakeland Financial Corp. | 155672 |
| 21097 | LINKBANCORP, Inc. | 175949 |
| 74 | Live Oak Bancshares, Inc. | 2447 |
| 2538 | M&T Bank Corp. | 524655 |
| 2 | MainStreet Bancshares, Inc. | 44 |
| 182 | Mechanics Bancorp Class A | 2685 |
| 2990 | Mercantile Bank Corp. | 150995 |
| 8 | Meridian Corp. | 152 |
| 6535 | Metrocity Bankshares, Inc. | 187358 |
| 567 | Metropolitan Bank Holding Corp. | 47225 |
| 4967 | Mid Penn Bancorp, Inc. | 159739 |
| 4469 | Midland States Bancorp, Inc. | 99703 |
| 9284 | MVB Financial Corp. | 230522 |
| 2409 | National Bank Holdings Corp. Class A | 94336 |
| 7731 | NB Bancorp, Inc. | 162892 |
| 2526 | NBT Bancorp, Inc. | 107557 |
| 1983 | Nicolet Bankshares, Inc. | 294713 |
| 990 | Northeast Bank | 111246 |
| 7085 | Northeast Community Bancorp, Inc. | 168623 |
| 8270 | Northfield Bancorp, Inc. | 111976 |
| 7505 | Northpointe Bancshares, Inc. | 129536 |
| 6617 | Northrim BanCorp, Inc. | 151397 |
| 9754 | Northwest Bancshares, Inc. | 123778 |
| 7076 | Norwood Financial Corp. | 208176 |
| 16413 | NU Holdings Ltd. Class A\* | 235855 |
| 4085 | OceanFirst Financial Corp. | 73693 |
| 2971 | OFG Bancorp | 120207 |
| 6233 | Old National Bancorp | 137749 |
| 8080 | Old Second Bancorp, Inc. | 162893 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Banks – (continued)** | **Banks – (continued)** |  |
| 5 | OP Bancorp | $67 |
| 4032 | Orange County Bancorp, Inc. | 128943 |
| 3188 | Origin Bancorp, Inc. | 132174 |
| 4641 | Orrstown Financial Services, Inc. | 167447 |
| 793 | Park National Corp. | 129616 |
| 9882 | Parke Bancorp, Inc. | 280649 |
| 1769 | Pathward Financial, Inc. | 157848 |
| 18595 | Patriot National Bancorp, Inc.\* | 23988 |
| 6140 | PCB Bancorp | 138089 |
| 2251 | Peapack-Gladstone Financial Corp. | 79258 |
| 4496 | Peoples Bancorp, Inc. | 147784 |
| 2563 | Peoples Financial Services Corp. | 136685 |
| 2420 | Pinnacle Financial Partners, Inc. | 208459 |
| 16073 | Pioneer Bancorp, Inc.\* | 223736 |
| 4327 | Plumas Bancorp | 211244 |
| 17457 | PNC Financial Services Group, Inc. | 3632627 |
| 14979 | Ponce Financial Group, Inc.\* | 250299 |
| 18129 | Popular, Inc. | 2432368 |
| 1757 | Preferred Bank | 159342 |
| 13175 | Primis Financial Corp. | 174964 |
| 3 | Princeton Bancorp, Inc. | 101 |
| 2181 | Prosperity Bancshares, Inc. | 146520 |
| 4405 | Provident Financial Services, Inc. | 93210 |
| 1459 | QCR Holdings, Inc. | 124672 |
| 6348 | RBB Bancorp | 135657 |
| 2917 | Red River Bancshares, Inc. | 263813 |
| 21004 | Regions Financial Corp. | 548624 |
| 1359 | Renasant Corp. | 49101 |
| 1971 | Republic Bancorp, Inc. Class A | 139054 |
| 3 | Richmond Mutual BanCorp, Inc. | 41 |
| 3043 | S&T Bancorp, Inc. | 127289 |
| 3016 | Seacoast Banking Corp. of Florida | 91355 |
| 1150 | ServisFirst Bancshares, Inc. | 83755 |
| 7851 | Shore Bancshares, Inc. | 146657 |
| 5036 | Sierra Bancorp | 170821 |
| 8488 | Simmons First National Corp. Class A | 165092 |
| 4468 | SmartFinancial, Inc. | 174609 |
| 4194 | South Plains Financial, Inc. | 175729 |
| 2547 | Southern First Bancshares, Inc.\* | 138812 |
| 2511 | Southern Missouri Bancorp, Inc. | 160553 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Banks – (continued)** | **Banks – (continued)** |  |
| 5321 | Southside Bancshares, Inc. | $165430 |
| 1782 | Southstate Bank Corp. | 164871 |
| 4131 | Stellar Bancorp, Inc. | 151236 |
| 23246 | Sterling Bancorp, Inc.\*<sup>(b)</sup> |  |
| 1832 | Stock Yards Bancorp, Inc. | 121443 |
| 913 | Texas Capital Bancshares, Inc.\* | 86625 |
| 12420 | TFS Financial Corp. | 174501 |
| 3146 | Third Coast Bancshares, Inc.\* | 119013 |
| 5237 | Timberland Bancorp, Inc. | 206495 |
| 1470 | Tompkins Financial Corp. | 115895 |
| 3585 | Towne Bank | 120707 |
| 3078 | TriCo Bancshares | 146328 |
| 50 | Triumph Financial, Inc.\* | 2983 |
| 31550 | Truist Financial Corp. | 1450353 |
| 4486 | TrustCo Bank Corp. | 196397 |
| 3287 | Trustmark Corp. | 138514 |
| 67122 | U.S. Bancorp | 3491015 |
| 1289 | UMB Financial Corp. | 145386 |
| 17 | Union Bankshares, Inc. | 413 |
| 3698 | United Bankshares, Inc. | 153171 |
| 2807 | United Community Banks, Inc. | 88392 |
| 2931 | Unity Bancorp, Inc. | 151914 |
| 3640 | Univest Financial Corp. | 124706 |
| 8457 | USCB Financial Holdings, Inc. | 156793 |
| 18859 | Valley National Bancorp | 231589 |
| 2901 | WaFd, Inc. | 91091 |
| 6193 | Washington Trust Bancorp, Inc. | 207218 |
| 3710 | Webster Financial Corp. | 257548 |
| 126460 | Wells Fargo & Co. | 10067481 |
| 2252 | WesBanco, Inc. | 77671 |
| 8675 | West BanCorp, Inc. | 206378 |
| 3783 | Westamerica BanCorp | 197283 |
| 1660 | Western Alliance Bancorp | 117611 |
| 1484 | Wintrust Financial Corp. | 206187 |
| 1862 | WSFS Financial Corp. | 121887 |
| 2733 | Zions Bancorp NA | 157475 |
|  |  | 102559891 |
| **Beverages – 0.3%** | **Beverages – 0.3%** |  |
| 447 | Boston Beer Co., Inc. Class A\* | 102989 |
| 3195 | Brown-Forman Corp. Class B | 84476 |
| 890 | Brown-Forman Corp. Class A | 23843 |
| 8436 | Celsius Holdings, Inc.\* | 299309 |
| 106460 | Coca-Cola Co. | 8096283 |
| 1855 | Coca-Cola Consolidated, Inc. | 355678 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Beverages – (continued)** | **Beverages – (continued)** |  |
| 2472 | Constellation Brands, Inc. Class A | $370800 |
| 30176 | Keurig Dr. Pepper, Inc. | 794534 |
| 1335 | MGP Ingredients, Inc. | 24551 |
| 5019 | Molson Coors Beverage Co. Class B | 216118 |
| 23455 | Monster Beverage Corp.\* | 1699549 |
| 4069 | National Beverage Corp.\* | 136922 |
| 34777 | PepsiCo, Inc. | 5400520 |
| 1640 | Primo Brands Corp. | 30881 |
| 3136 | Vita Coco Co., Inc.\* | 150246 |
| 270 | Zevia PBC Class A\* | 316 |
|  |  | 17787015 |
| **Biotechnology – 0.9%** | **Biotechnology – 0.9%** |  |
| 269 | 89bio, Inc.\*<sup>(b)</sup> | 91 |
| 52715 | AbbVie, Inc. | 11464985 |
| 15374 | Abeona Therapeutics, Inc.\* | 68876 |
| 10637 | Absci Corp.\*<sup>(a)</sup> | 31911 |
| 7956 | ACADIA Pharmaceuticals, Inc.\* | 177101 |
| 46 | Actuate Therapeutics, Inc.\* | 126 |
| 39288 | Acumen Pharmaceuticals, Inc.\* | 92720 |
| 419 | ADC Therapeutics SA\* | 1571 |
| 2304 | ADMA Biologics, Inc.\* | 20759 |
| 16373 | Adverum Biotechnologies, Inc.\*<sup>(b)</sup> | 13098 |
| 20178 | Agenus, Inc.\* | 67395 |
| 28194 | Akebia Therapeutics, Inc.\* | 39190 |
| 2353 | Akero Therapeutics, Inc.\*<sup>(b)</sup> | 1529 |
| 13878 | Aldeyra Therapeutics, Inc.\* | 23454 |
| 24910 | Alector, Inc.\* | 53557 |
| 7043 | Alkermes PLC\* | 249040 |
| 13332 | Allogene Therapeutics, Inc.\* | 32530 |
| 4057 | Alnylam Pharmaceuticals, Inc.\* | 1342340 |
| 430 | Altimmune, Inc.\* | 1324 |
| 15562 | Amgen, Inc. | 5475490 |
| 13283 | Amicus Therapeutics, Inc.\* | 192072 |
| 2655 | AnaptysBio, Inc.\* | 147246 |
| 8844 | Anavex Life Sciences Corp.\*<sup>(a)</sup> | 27151 |
| 8393 | Anika Therapeutics, Inc.\* | 121698 |
| 861 | Annexon, Inc.\* | 4770 |
| 543 | Apellis Pharmaceuticals, Inc.\* | 21845 |
| 908 | Apogee Therapeutics, Inc.\* | 76426 |
| 35341 | Arbutus Biopharma Corp.\* | 159034 |
| 189 | Arcellx, Inc.\* | 21701 |
| 1985 | Arcturus Therapeutics Holdings, Inc.\* | 15324 |
| 735 | Arcus Biosciences, Inc.\* | 15876 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Biotechnology – (continued)** | **Biotechnology – (continued)** |  |
| 5375 | Arcutis Biotherapeutics, Inc.\* | $126635 |
| 2098 | Ardelyx, Inc.\* | 12567 |
| 912 | ArriVent Biopharma, Inc.\* | 21040 |
| 2098 | Arrowhead Pharmaceuticals, Inc.\* | 131545 |
| 286 | ARS Pharmaceuticals, Inc.\*<sup>(a)</sup> | 2297 |
| 8018 | Artiva Biotherapeutics, Inc.\* | 51636 |
| 3481 | Assembly Biosciences, Inc.\* | 96598 |
| 299 | Atrium Therapeutics, Inc.\* | 3998 |
| 41449 | aTyr Pharma, Inc.\* | 32330 |
| 8873 | Aura Biosciences, Inc.\* | 59360 |
| 579 | Aurinia Pharmaceuticals, Inc.\* | 8581 |
| 26701 | Avita Medical, Inc.\*<sup>(a)</sup> | 98794 |
| 464 | Beam Therapeutics, Inc.\* | 11057 |
| 10498 | Benitec Biopharma, Inc.\* | 111804 |
| 9 | Bicara Therapeutics, Inc.\* | 179 |
| 11915 | BioCryst Pharmaceuticals, Inc.\* | 113431 |
| 3864 | Biogen, Inc.\* | 708387 |
| 455 | Biohaven Ltd.\* | 3849 |
| 3972 | BioMarin Pharmaceutical, Inc.\* | 224378 |
| 40738 | Biomea Fusion, Inc.\*<sup>(a)</sup> | 62329 |
| 30637 | Black Diamond Therapeutics, Inc.\* | 65257 |
| 835 | Blueprint Medicines Corp.\*<sup>(b)</sup> | 384 |
| 3781 | Bridgebio Pharma, Inc.\* | 280777 |
| 25 | Bright Minds Biosciences, Inc.\* | 1824 |
| 11236 | C4 Therapeutics, Inc.\* | 29551 |
| 15226 | Cabaletta Bio, Inc.\* | 40958 |
| 12302 | Candel Therapeutics, Inc.\*<sup>(a)</sup> | 60280 |
| 187 | Capricor Therapeutics, Inc.\* | 5685 |
| 29990 | Cardiff Oncology, Inc.\*<sup>(a)</sup> | 48584 |
| 262 | CareDx, Inc.\* | 4548 |
| 7231 | Cargo Therapeutics, Inc.\*<sup>(b)</sup> |  |
| 36490 | Caribou Biosciences, Inc.\* | 69331 |
| 1129 | Caris Life Sciences, Inc.\* | 20187 |
| 7427 | Cartesian Therapeutics, Inc.\*<sup>(a)</sup> | 45676 |
| 3606 | Catalyst Pharmaceuticals, Inc.\* | 89285 |
| 1523 | Celcuity, Inc.\* | 173835 |
| 271 | CG oncology, Inc.\* | 18341 |
| 32453 | Climb Bio, Inc.\* | 222303 |
| 3153 | Cogent Biosciences, Inc.\* | 121359 |
| 58706 | Coherus Oncology, Inc.\* | 99213 |
| 13647 | Compass Therapeutics, Inc.\* | 72193 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Biotechnology – (continued)** | **Biotechnology – (continued)** |  |
| 5496 | Corbus Pharmaceuticals Holdings, Inc.\* | $51607 |
| 3213 | Corvus Pharmaceuticals, Inc.\* | 47006 |
| 954 | Cullinan Therapeutics, Inc.\* | 13556 |
| 1196 | Cytokinetics, Inc.\* | 78828 |
| 15186 | CytomX Therapeutics, Inc.\* | 71374 |
| 753 | Day One Biopharmaceuticals, Inc.\* | 16144 |
| 37 | Denali Therapeutics, Inc.\* | 710 |
| 3906 | Design Therapeutics, Inc.\* | 41560 |
| 7836 | DiaMedica Therapeutics, Inc.\* | 53050 |
| 905 | Dianthus Therapeutics, Inc.\* | 75948 |
| 941 | Disc Medicine, Inc.\* | 60168 |
| 192 | Dyne Therapeutics, Inc.\* | 3481 |
| 31606 | Editas Medicine, Inc.\* | 78067 |
| 44476 | Eledon Pharmaceuticals, Inc.\* | 136986 |
| 1101 | Emergent BioSolutions, Inc.\* | 9138 |
| 3748 | Enanta Pharmaceuticals, Inc.\* | 47337 |
| 3048 | Entrada Therapeutics, Inc.\* | 38466 |
| 8382 | Exelixis, Inc.\* | 359504 |
| 30703 | Fate Therapeutics, Inc.\* | 36844 |
| 31 | Fennec Pharmaceuticals, Inc.\* | 191 |
| 10853 | Foghorn Therapeutics, Inc.\* | 51877 |
| 22865 | Galectin Therapeutics, Inc.\*<sup>(a)</sup> | 63793 |
| 24616 | Genelux Corp.\*<sup>(a)</sup> | 59571 |
| 2651 | Geron Corp.\* | 3950 |
| 52041 | Gilead Sciences, Inc. | 7252954 |
| 23317 | Gossamer Bio, Inc.\* | 7660 |
| 569 | GRAIL, Inc.\* | 29406 |
| 15232 | Greenwich Lifesciences, Inc.\*<sup>(a)</sup> | 365873 |
| 3872 | Gyre Therapeutics, Inc.\*<sup>(a)</sup> | 26988 |
| 6299 | Halozyme Therapeutics, Inc.\* | 407104 |
| 83929 | Heron Therapeutics, Inc.\* | 67152 |
| 23907 | HilleVax, Inc.\*<sup>(b)</sup> | 3347 |
| 24087 | Humacyte, Inc.\*<sup>(a)</sup> | 14614 |
| 449 | Ideaya Biosciences, Inc.\* | 14961 |
| 1487 | Immatics NV\* | 14632 |
| 1181 | ImmunityBio, Inc.\*<sup>(a)</sup> | 9058 |
| 455 | Immunome, Inc.\* | 9951 |
| 340 | Immunovant, Inc.\* | 8446 |
| 6537 | Incyte Corp.\* | 615262 |
| 25 | Inhibikase Therapeutics, Inc.\* | 42 |
| 1089 | Inhibrx Biosciences, Inc.\* | 73213 |
| 99 | Inmune Bio, Inc.\* | 112 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Biotechnology – (continued)** | **Biotechnology – (continued)** |  |
| 27231 | Inovio Pharmaceuticals, Inc.\*<sup>(a)</sup> | $47382 |
| 6506 | Insmed, Inc.\* | 1063861 |
| 20809 | Invivyd, Inc.\* | 27052 |
| 4900 | Ionis Pharmaceuticals, Inc.\* | 367941 |
| 714 | Ironwood Pharmaceuticals, Inc.\* | 2506 |
| 3759 | Jade Biosciences, Inc. | 52814 |
| 67 | Janux Therapeutics, Inc.\* | 931 |
| 8430 | Kalaris Therapeutics, Inc.\*<sup>(a)</sup> | 48641 |
| 3616 | KalVista Pharmaceuticals, Inc.\* | 72790 |
| 3400 | Keros Therapeutics, Inc.\* | 37536 |
| 274 | Kodiak Sciences, Inc.\* | 10445 |
| 5169 | Korro Bio, Inc.\* | 58513 |
| 570 | Krystal Biotech, Inc.\* | 147242 |
| 1190 | Kymera Therapeutics, Inc.\* | 99115 |
| 8808 | Kyverna Therapeutics, Inc.\* | 76013 |
| 6592 | Larimar Therapeutics, Inc.\* | 29664 |
| 2513 | Lexeo Therapeutics, Inc.\* | 14425 |
| 79831 | Lineage Cell Therapeutics, Inc.\*<sup>(a)</sup> | 126133 |
| 616 | Lyell Immunopharma, Inc.\* | 12357 |
| 19167 | MacroGenics, Inc.\* | 55393 |
| 517 | Madrigal Pharmaceuticals, Inc.\* | 270634 |
| 3506 | MannKind Corp.\* | 8590 |
| 43 | MapLight Therapeutics, Inc.\* | 874 |
| 9286 | MeiraGTx Holdings PLC\* | 80417 |
| 230 | Metsera, Inc.\*<sup>(b)</sup> | 1127 |
| 14350 | MiMedx Group, Inc.\* | 56683 |
| 3182 | Mineralys Therapeutics, Inc.\* | 86200 |
| 3960 | Mirum Pharmaceuticals, Inc.\* | 365825 |
| 1007 | Monopar Therapeutics, Inc.\*<sup>(a)</sup> | 55174 |
| 3132 | Monte Rosa Therapeutics, Inc.\* | 51521 |
| 182 | Myriad Genetics, Inc.\* | 819 |
| 3813 | Natera, Inc.\* | 762562 |
| 3302 | Neurocrine Biosciences, Inc.\* | 435005 |
| 2351 | Neurogene, Inc.\* | 47396 |
| 32421 | Nkarta, Inc.\* | 68408 |
| 5944 | Novavax, Inc.\* | 48384 |
| 505 | Nuvalent, Inc. Class A\* | 51737 |
| 75 | Nuvectis Pharma, Inc.\* | 580 |
| 78538 | Ocugen, Inc.\*<sup>(a)</sup> | 142154 |
| 8283 | Organogenesis Holdings, Inc.\* | 19631 |
| 2409 | ORIC Pharmaceuticals, Inc.\* | 30522 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Biotechnology – (continued)** | **Biotechnology – (continued)** |  |
| 876 | Oruka Therapeutics, Inc.\* | $42968 |
| 1225 | Palvella Therapeutics, Inc.\* | 152696 |
| 15634 | Perspective Therapeutics, Inc.\* | 65194 |
| 74321 | PMV Pharmaceuticals, Inc.\* | 92158 |
| 616 | Praxis Precision Medicines, Inc.\* | 198469 |
| 18423 | Precigen, Inc.\* | 71297 |
| 8244 | Prime Medicine, Inc.\* | 28689 |
| 7442 | ProKidney Corp.\*<sup>(a)</sup> | 13321 |
| 2566 | Protagonist Therapeutics, Inc.\* | 270456 |
| 78711 | Protalix BioTherapeutics, Inc.\* | 170803 |
| 1924 | Prothena Corp. PLC\* | 18701 |
| 3766 | PTC Therapeutics, Inc.\* | 256578 |
| 37458 | Puma Biotechnology, Inc.\* | 239357 |
| 1847 | Recursion Pharmaceuticals, Inc. Class A\*<sup>(a)</sup> | 5670 |
| 2306 | Regeneron Pharmaceuticals, Inc. | 1781708 |
| 2890 | REGENXBIO, Inc.\* | 24218 |
| 92 | Regulus Therapeutics, Inc.\*<sup>(b)</sup> | 107 |
| 2798 | Relay Therapeutics, Inc.\* | 27840 |
| 3316 | Revolution Medicines, Inc.\* | 322481 |
| 11032 | Rezolute, Inc.\* | 33648 |
| 2185 | Rhythm Pharmaceuticals, Inc.\* | 190029 |
| 2688 | Rigel Pharmaceuticals, Inc.\* | 72684 |
| 2721 | Rocket Pharmaceuticals, Inc.\* | 9741 |
| 3738 | Sage Therapeutics, Inc.\*<sup>(b)</sup> | 673 |
| 12731 | Sagimet Biosciences, Inc. Class A\* | 66519 |
| 2605 | Sana Biotechnology, Inc.\* | 7502 |
| 69005 | Sangamo Therapeutics, Inc.\* | 17037 |
| 385 | Sarepta Therapeutics, Inc.\* | 8378 |
| 3753 | Savara, Inc.\* | 20491 |
| 367 | Scholar Rock Holding Corp.\* | 18042 |
| 601 | SELLAS Life Sciences Group, Inc.\*<sup>(a)</sup> | 2542 |
| 10456 | Sera Prognostics, Inc. Class A\* | 21226 |
| 2668 | Seres Therapeutics, Inc.\* | 23665 |
| 78 | Sionna Therapeutics, Inc.\* | 3127 |
| 227 | Soleno Therapeutics, Inc.\* | 7600 |
| 3134 | Solid Biosciences, Inc.\* | 22565 |
| 224 | Spyre Therapeutics, Inc.\* | 11299 |
| 2951 | Stoke Therapeutics, Inc.\* | 96085 |
| 573 | Summit Therapeutics, Inc.\* | 10864 |
| 4092 | Sutro Biopharma, Inc.\* | 101932 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Biotechnology – (continued)** | **Biotechnology – (continued)** |  |
| 386 | Syndax Pharmaceuticals, Inc.\* | $9017 |
| 4533 | Tango Therapeutics, Inc.\* | 94830 |
| 12068 | Taysha Gene Therapies, Inc.\* | 53944 |
| 9 | Tectonic Therapeutic, Inc.\* | 278 |
| 21195 | Tenaya Therapeutics, Inc.\* | 14675 |
| 1874 | Tevogen Bio Holdings, Inc.\*<sup>(a)</sup> | 8470 |
| 2591 | TG Therapeutics, Inc.\* | 86073 |
| 52652 | Tiziana Life Sciences Ltd.\*<sup>(a)</sup> | 61603 |
| 2510 | Tonix Pharmaceuticals Holding Corp.\* | 34513 |
| 4151 | Travere Therapeutics, Inc.\* | 123326 |
| 22522 | TriSalus Life Sciences, Inc.\* | 90088 |
| 161 | TuHURA Biosciences, Inc.\* | 288 |
| 290 | Twist Bioscience Corp.\* | 13781 |
| 671 | Tyra Biosciences, Inc.\* | 25699 |
| 1058 | Ultragenyx Pharmaceutical, Inc.\* | 22165 |
| 3433 | United Therapeutics Corp.\* | 2035700 |
| 4351 | UroGen Pharma Ltd.\* | 78231 |
| 24774 | Vanda Pharmaceuticals, Inc.\* | 171188 |
| 270 | Vera Therapeutics, Inc.\* | 10862 |
| 872 | Veracyte, Inc.\* | 28087 |
| 5517 | Verastem, Inc.\* | 29240 |
| 1387 | Vericel Corp.\* | 44620 |
| 11542 | Vertex Pharmaceuticals, Inc.\* | 5153965 |
| 2973 | Vigil Neuroscience, Inc.\*<sup>(b)</sup> | 149 |
| 42 | Viking Therapeutics, Inc.\* | 1367 |
| 1684 | Viridian Therapeutics, Inc.\* | 32939 |
| 9093 | Vor BioPharma, Inc.\* | 162219 |
| 12307 | Voyager Therapeutics, Inc.\* | 47505 |
| 369 | Xenon Pharmaceuticals, Inc.\* | 21457 |
| 4188 | XOMA Royalty Corp.\* | 131378 |
| 2034 | Zenas Biopharma, Inc.\* | 39765 |
| 24619 | Zentalis Pharmaceuticals, Inc.\* | 57608 |
| 20013 | Zura Bio Ltd.\* | 119077 |
| 3977 | Zymeworks, Inc.\* | 99584 |
|  |  | 51997575 |
| **Broadline Retail – 1.4%** | **Broadline Retail – 1.4%** |  |
| 24105 | 1stdibs.com, Inc.\* | 132577 |
| 369203 | Amazon.com, Inc.\* | 76893909 |
| 37603 | Coupang, Inc.\* | 709945 |
| 321 | Dillard's, Inc. Class A | 183647 |
| 12229 | eBay, Inc. | 1113084 |
| 1811 | Etsy, Inc.\* | 90514 |
| 6839 | Groupon, Inc.\* | 81384 |
| 7826 | Kohl's Corp. | 100955 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Broadline Retail – (continued)** | **Broadline Retail – (continued)** |  |
| 13510 | Macy's, Inc. | $244396 |
| 1883 | Ollie's Bargain Outlet Holdings, Inc.\* | 173311 |
| 193 | Savers Value Village, Inc.\* | 1436 |
|  |  | 79725158 |
| **Building Products – 0.2%** | **Building Products – 0.2%** |  |
| 2634 | A.O. Smith Corp. | 173686 |
| 330 | AAON, Inc. | 27307 |
| 928 | Advanced Drainage Systems, Inc. | 127257 |
| 2867 | Allegion PLC | 416546 |
| 26 | American Woodmark Corp.\* | 1036 |
| 356 | Apogee Enterprises, Inc. | 11940 |
| 1911 | Armstrong World Industries, Inc. | 314933 |
| 1209 | AZZ, Inc. | 151282 |
| 1419 | Builders FirstSource, Inc.\* | 116826 |
| 537 | Carlisle Cos., Inc. | 179154 |
| 14077 | Carrier Global Corp. | 792676 |
| 246 | CSW Industrials, Inc. | 64103 |
| 1048 | Fortune Brands Innovations, Inc. | 40841 |
| 222 | Gibraltar Industries, Inc.\* | 8851 |
| 759 | Griffon Corp. | 55164 |
| 2063 | Hayward Holdings, Inc.\* | 27603 |
| 3944 | Insteel Industries, Inc. | 132558 |
| 19709 | Janus International Group, Inc.\* | 101501 |
| 17041 | JELD-WEN Holding, Inc.\* | 21131 |
| 16446 | Johnson Controls International PLC | 2153604 |
| 494 | Lennox International, Inc. | 229280 |
| 2954 | Masco Corp. | 178333 |
| 3338 | Masterbrand, Inc.\* | 27739 |
| 255 | Modine Manufacturing Co.\* | 55261 |
| 1250 | Owens Corning | 135275 |
| 2084 | Resideo Technologies, Inc.\* | 70252 |
| 783 | Simpson Manufacturing Co., Inc. | 134378 |
| 530 | Tecnoglass, Inc. | 23612 |
| 14202 | Tecogen, Inc.\* | 36357 |
| 6468 | Trane Technologies PLC | 2695474 |
| 1121 | UFP Industries, Inc. | 103267 |
| 6029 | Zurn Elkay Water Solutions Corp. | 270340 |
|  |  | 8877567 |
| **Capital Markets – 1.0%** | **Capital Markets – 1.0%** |  |
| 4013 | Acadian Asset Management, Inc. | 218387 |
| 1168 | Affiliated Managers Group, Inc. | 323186 |
| 12047 | AlTi Global, Inc.\* | 43610 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Capital Markets – (continued)** | **Capital Markets – (continued)** |  |
| 2439 | Ameriprise Financial, Inc. | $1083892 |
| 4220 | ARES Management Corp. Class A | 460402 |
| 3276 | Artisan Partners Asset Management, Inc. Class A | 119214 |
| 15 | Bakkt, Inc.\* | 110 |
| 19036 | Bank of New York Mellon Corp. | 2258241 |
| 9980 | BGC Group, Inc. Class A | 97604 |
| 3739 | Blackrock, Inc. | 3595834 |
| 19404 | Blackstone, Inc. | 2231266 |
| 6250 | Blue Owl Capital, Inc.<sup>(a)</sup> | 57062 |
| 26208 | BRC Group Holdings, Inc.\*<sup>(a)</sup> | 191843 |
| 647 | Brookfield Asset Management Ltd. Class A | 28759 |
| 25 | Bullish\* | 893 |
| 2202 | Carlyle Group, Inc. | 106555 |
| 3212 | Cboe Global Markets, Inc. | 902797 |
| 75072 | Charles Schwab Corp. | 7055267 |
| 9424 | CME Group, Inc. | 2783378 |
| 1827 | Cohen & Steers, Inc. | 114279 |
| 4273 | Coinbase Global, Inc. Class A\* | 746109 |
| 2115 | Diamond Hill Investment Group, Inc. | 363991 |
| 348 | Donnelley Financial Solutions, Inc.\* | 16405 |
| 291 | Evercore, Inc. Class A | 86866 |
| 598 | FactSet Research Systems, Inc. | 129760 |
| 5713 | Federated Hermes, Inc. | 323984 |
| 16 | Fold Holdings, Inc.\* | 21 |
| 9494 | Franklin Resources, Inc. | 224248 |
| 74 | Freedom Holding Corp.\* | 10721 |
| 8552 | GCM Grosvenor, Inc. Class A | 83810 |
| 485 | Hamilton Lane, Inc. Class A | 48209 |
| 1185 | Houlihan Lokey, Inc. | 170190 |
| 1172 | Innventure, Inc.\*<sup>(a)</sup> | 4583 |
| 9062 | Interactive Brokers Group, Inc. Class A | 607788 |
| 13824 | Intercontinental Exchange, Inc. | 2174239 |
| 12603 | Invesco Ltd. | 306127 |
| 2219 | Janus Henderson Group PLC | 113990 |
| 2047 | Jefferies Financial Group, Inc. | 84480 |
| 14306 | KKR & Co., Inc. | 1323305 |
| 319 | Lazard, Inc. | 13551 |
| 2269 | LPL Financial Holdings, Inc. | 682583 |
| 184 | Marex Group PLC | 8203 |
| 1007 | MarketAxess Holdings, Inc. | 166135 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Capital Markets – (continued)** | **Capital Markets – (continued)** |  |
| 3683 | Miami International Holdings, Inc.\* | $143342 |
| 1353 | Moelis & Co. Class A | 77121 |
| 8741 | Moody's Corp. | 3813261 |
| 51430 | Morgan Stanley | 8463835 |
| 717 | Morningstar, Inc. | 121209 |
| 1684 | MSCI, Inc. | 907693 |
| 25873 | Nasdaq, Inc. | 2196359 |
| 5412 | Northern Trust Corp. | 755353 |
| 17741 | Open Lending Corp.\* | 22176 |
| 1498 | Oppenheimer Holdings, Inc. Class A | 133607 |
| 14342 | Patria Investments Ltd. Class A | 180709 |
| 302 | Perella Weinberg Partners | 5484 |
| 1284 | Piper Sandler Cos. | 98290 |
| 971 | PJT Partners, Inc. Class A | 135668 |
| 4489 | Raymond James Financial, Inc. | 649962 |
| 9224 | Ridgepost Capital, Inc. Class A | 66966 |
| 16990 | Robinhood Markets, Inc. Class A\* | 1177407 |
| 13418 | S&P Global, Inc. | 5707212 |
| 2791 | SEI Investments Co. | 219010 |
| 7 | Siebert Financial Corp.\* | 13 |
| 7955 | State Street Corp. | 1006785 |
| 1512 | StepStone Group, Inc. Class A | 72153 |
| 3307 | Stifel Financial Corp. | 244453 |
| 3408 | StoneX Group, Inc.\* | 274855 |
| 3290 | T. Rowe Price Group, Inc. | 296561 |
| 1626 | TPG, Inc. | 65869 |
| 1670 | Tradeweb Markets, Inc. Class A | 196492 |
| 3076 | Value Line, Inc. | 108552 |
| 616 | Victory Capital Holdings, Inc. Class A | 40336 |
| 2070 | Virtu Financial, Inc. Class A | 91039 |
| 289 | Virtus Investment Partners, Inc. | 38827 |
| 173 | Webull Corp.\* | 830 |
| 13941 | WisdomTree, Inc.<sup>(a)</sup> | 202981 |
| 172 | XP, Inc. Class A | 3275 |
|  |  | 56879562 |
| **Chemicals – 0.4%** | **Chemicals – 0.4%** |  |
| 3241 | AdvanSix, Inc. | 79080 |
| 4378 | Air Products & Chemicals, Inc. | 1271765 |
| 360 | Albemarle Corp. | 64631 |
| 8218 | Alto Ingredients, Inc.\* | 39775 |
| 10633 | American Vanguard Corp.\* | 26476 |
| 16017 | Arq, Inc.\* | 41003 |
| 405 | Ashland, Inc. | 22522 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Chemicals – (continued)** | **Chemicals – (continued)** |  |
| 4723 | ASP Isotopes, Inc.\*<sup>(a)</sup> | $20876 |
| 136 | Avient Corp. | 4937 |
| 3191 | Axalta Coating Systems Ltd.\* | 88391 |
| 1449 | Balchem Corp. | 245576 |
| 1362 | Cabot Corp. | 102572 |
| 2842 | Celanese Corp. | 186918 |
| 3706 | CF Industries Holdings, Inc. | 481187 |
| 731 | Chemours Co. | 16104 |
| 17394 | Corteva, Inc. | 1456052 |
| 5310 | Dow, Inc. | 221161 |
| 10911 | DuPont de Nemours, Inc. | 499724 |
| 722 | Eastman Chemical Co. | 55103 |
| 6603 | Ecolab, Inc. | 1756530 |
| 2412 | Ecovyst, Inc.\* | 31018 |
| 1804 | Element Solutions, Inc. | 61589 |
| 4325 | Flotek Industries, Inc.\* | 73395 |
| 640 | Hawkins, Inc. | 98304 |
| 750 | HB Fuller Co. | 46260 |
| 458 | Ingevity Corp.\* | 32623 |
| 2041 | Innospec, Inc. | 149034 |
| 3738 | International Flavors & Fragrances, Inc. | 271192 |
| 1226 | Intrepid Potash, Inc.\* | 52436 |
| 782 | Koppers Holdings, Inc. | 30248 |
| 6594 | Kronos Worldwide, Inc. | 43323 |
| 19436 | Linde PLC | 9635591 |
| 2539 | LSB Industries, Inc.\* | 37831 |
| 1791 | LyondellBasell Industries NV Class A | 144283 |
| 746 | Mativ Holdings, Inc. | 6490 |
| 431 | Minerals Technologies, Inc. | 30567 |
| 3804 | Mosaic Co. | 97002 |
| 464 | NewMarket Corp. | 297401 |
| 2080 | Origin Materials, Inc.\* | 4742 |
| 150 | Orion SA | 975 |
| 5542 | Perimeter Solutions, Inc.\* | 135336 |
| 3545 | PPG Industries, Inc. | 378890 |
| 630 | PureCycle Technologies, Inc.\*<sup>(a)</sup> | 3270 |
| 6298 | Rayonier Advanced Materials, Inc.\* | 69719 |
| 2200 | Resonac Holdings Corp. | 143184 |
| 2117 | RPM International, Inc. | 210430 |
| 545 | Scotts Miracle-Gro Co. | 33141 |
| 2938 | Sensient Technologies Corp. | 253961 |
| 13489 | Sherwin-Williams Co. | 4323899 |
| 91 | Solesence, Inc.\* | 86 |
| 1413 | Stepan Co. | 70622 |
|  |  | 23447225 |
| **Commercial Services & Supplies – 0.2%** | **Commercial Services & Supplies – 0.2%** |  |
| 2074 | ABM Industries, Inc. | 79890 |
| 10508 | ACCO Brands Corp. | 31524 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Commercial Services & Supplies – (continued)** | **Commercial Services & Supplies – (continued)** |  |
| 815 | ACV Auctions, Inc. Class A\* | $3456 |
| 2822 | Brady Corp. Class A | 229259 |
| 2976 | BrightView Holdings, Inc.\* | 35087 |
| 2608 | Brink's Co. | 270267 |
| 1946 | Casella Waste Systems, Inc. Class A\* | 154396 |
| 82 | Cimpress PLC\* | 5986 |
| 9565 | Cintas Corp. | 1617824 |
| 7974 | Civeo Corp.\* | 210992 |
| 837 | Clean Harbors, Inc.\* | 239993 |
| 3490 | CompX International, Inc. | 81526 |
| 20899 | Copart, Inc.\* | 693847 |
| 3370 | CoreCivic, Inc.\* | 63727 |
| 2348 | Deluxe Corp. | 64664 |
| 18891 | Ennis, Inc. | 404645 |
| 4066 | Enviri Corp.\* | 79775 |
| 657 | GEO Group, Inc.\* | 11044 |
| 11793 | Healthcare Services Group, Inc.\* | 218760 |
| 2520 | HNI Corp. | 84143 |
| 1914 | Interface, Inc. | 47697 |
| 889 | Liquidity Services, Inc.\* | 27177 |
| 337 | MillerKnoll, Inc. | 4873 |
| 4622 | Montrose Environmental Group, Inc.\* | 101175 |
| 1179 | MSA Safety, Inc. | 193297 |
| 15568 | NL Industries, Inc. | 90761 |
| 9093 | OPENLANE, Inc.\* | 265061 |
| 13 | Perma-Fix Environmental Services, Inc.\* | 139 |
| 11793 | Pitney Bowes, Inc. | 130313 |
| 5690 | Quad/Graphics, Inc. | 37611 |
| 55 | RB Global, Inc. | 5272 |
| 5283 | Republic Services, Inc. | 1157083 |
| 11566 | Rollins, Inc. | 617740 |
| 4567 | Tetra Tech, Inc. | 137558 |
| 301 | UniFirst Corp. | 75729 |
| 6677 | Veralto Corp. | 590380 |
| 13924 | Virco Mfg. Corp. | 85215 |
| 11686 | Waste Management, Inc. | 2685326 |
|  |  | 10833212 |
| **Communications Equipment – 0.4%** | **Communications Equipment – 0.4%** |  |
| 1875 | ADTRAN Holdings, Inc.\* | 23587 |
| 233 | Applied Optoelectronics, Inc.\* | 19709 |
| 49328 | Arista Networks, Inc.\* | 6056492 |
| 5666 | Aviat Networks, Inc.\* | 128108 |
| 14 | BK Technologies Corp.\* | 1045 |
| 4314 | Calix, Inc.\* | 211343 |
| 3008 | Ciena Corp.\* | 1167796 |
| 153188 | Cisco Systems, Inc. | 11885857 |
| 1811 | Clearfield, Inc.\* | 47937 |
| 625 | Digi International, Inc.\* | 30125 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Communications Equipment – (continued)** | **Communications Equipment – (continued)** |  |
| 2958 | Extreme Networks, Inc.\* | $44607 |
| 1180 | F5, Inc.\* | 341409 |
| 3737 | Harmonic, Inc.\* | 33558 |
| 11 | Inseego Corp.\* | 122 |
| 1020 | Lumentum Holdings, Inc.\* | 716815 |
| 7675 | Motorola Solutions, Inc. | 3330720 |
| 2349 | NETGEAR, Inc.\* | 51302 |
| 6478 | NetScout Systems, Inc.\* | 205936 |
| 6931 | Ribbon Communications, Inc.\* | 14694 |
| 21 | Ubiquiti, Inc. | 16596 |
| 6394 | Viasat, Inc.\* | 292845 |
| 10988 | Viavi Solutions, Inc.\* | 365681 |
| 8604 | Vistance Networks, Inc.\* | 156593 |
|  |  | 25142877 |
| **Construction & Engineering – 0.2%** | **Construction & Engineering – 0.2%** |  |
| 4055 | AECOM | 343945 |
| 10503 | API Group Corp.\* | 425582 |
| 819 | Arcosa, Inc. | 86929 |
| 393 | Argan, Inc. | 214047 |
| 4562 | Bowman Consulting Group Ltd.\* | 129743 |
| 380 | Centuri Holdings, Inc.\* | 11100 |
| 2040 | Comfort Systems USA, Inc. | 2813140 |
| 12437 | Concrete Pumping Holdings, Inc.\* | 88800 |
| 507 | Construction Partners, Inc. Class A\* | 56338 |
| 971 | Dycom Industries, Inc.\* | 328994 |
| 1146 | EMCOR Group, Inc. | 846103 |
| 1107 | Everus Construction Group, Inc.\* | 130692 |
| 2416 | Fluor Corp.\* | 112706 |
| 1757 | Granite Construction, Inc. | 210629 |
| 3489 | Great Lakes Dredge & Dock Corp.\* | 59313 |
| 284 | IES Holdings, Inc.\* | 135317 |
| 1034 | Legence Corp. Class A\* | 58380 |
| 155 | Limbach Holdings, Inc.\* | 12098 |
| 1506 | MasTec, Inc.\* | 484540 |
| 3143 | Matrix Service Co.\* | 36082 |
| 584 | MYR Group, Inc.\* | 164875 |
| 1376 | NWPX Infrastructure, Inc.\* | 107135 |
| 7132 | Orion Group Holdings, Inc.\* | 77739 |
| 2167 | Primoris Services Corp. | 309968 |
| 4103 | Quanta Services, Inc. | 2252629 |
| 31135 | Southland Holdings, Inc.\* | 40476 |
| 659 | Sterling Infrastructure, Inc.\* | 268391 |
| 4059 | Tutor Perini Corp. | 313314 |
| 570 | Valmont Industries, Inc. | 227755 |
| 1141 | WillScot Holdings Corp. | 19808 |
|  |  | 10366568 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Construction Materials – 0.1%** | **Construction Materials – 0.1%** |  |
| 337 | Eagle Materials, Inc. | $63845 |
| 467 | James Hardie Industries PLC\* | 8845 |
| 479 | Knife River Corp.\* | 39110 |
| 3536 | Martin Marietta Materials, Inc. | 2081572 |
| 1909 | Smith-Midland Corp.\* | 62100 |
| 118 | Titan America SA\* | 1768 |
| 378 | U.S. Lime & Minerals, Inc. | 49370 |
| 3223 | Vulcan Materials Co. | 877623 |
|  |  | 3184233 |
| **Consumer Finance – 0.3%** | **Consumer Finance – 0.3%** |  |
| 6720 | Ally Financial, Inc. | 263626 |
| 23611 | American Express Co. | 7141855 |
| 31 | Atlanticus Holdings Corp.\* | 1627 |
| 1277 | Bread Financial Holdings, Inc. | 95634 |
| 30299 | Capital One Financial Corp. | 5527447 |
| 7708 | Consumer Portfolio Services, Inc.\* | 59583 |
| 41 | Credit Acceptance Corp.\* | 17362 |
| 180 | Dave, Inc.\* | 31336 |
| 730 | Enova International, Inc.\* | 99156 |
| 12613 | EZCORP, Inc. Class A\* | 320118 |
| 4607 | Figure Technology Solutions, Inc.<br>Class A\*<sup>(a)</sup> | 156408 |
| 2324 | FirstCash Holdings, Inc. | 436912 |
| 818 | Green Dot Corp. Class A\* | 9178 |
| 2435 | Jefferson Capital, Inc. | 46825 |
| 613 | LendingClub Corp.\* | 8778 |
| 725 | LendingTree, Inc.\* | 31088 |
| 11449 | Medallion Financial Corp. | 98003 |
| 3103 | Navient Corp. | 25383 |
| 1903 | Nelnet, Inc. Class A | 245411 |
| 208 | NerdWallet, Inc. Class A\* | 2159 |
| 3129 | OneMain Holdings, Inc. | 167370 |
| 6122 | Oportun Financial Corp.\* | 28222 |
| 4334 | OppFi, Inc. | 33415 |
| 110 | PRA Group, Inc.\* | 1925 |
| 833 | PROG Holdings, Inc. | 23899 |
| 2781 | Regional Management Corp. | 89687 |
| 4377 | SLM Corp. | 93712 |
| 21204 | SoFi Technologies, Inc.\* | 336719 |
| 8952 | Synchrony Financial | 608915 |
| 414 | Upstart Holdings, Inc.\* | 10619 |
| 1 | Vroom, Inc.\* | 13 |
| 294 | World Acceptance Corp.\* | 39702 |
|  |  | 16052087 |
| **Consumer Staples Distribution & Retail – 0.7%** | **Consumer Staples Distribution & Retail – 0.7%** |  |
| 15648 | Albertsons Cos., Inc. Class A | 266642 |
| 2511 | Andersons, Inc. | 180240 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Consumer Staples Distribution & Retail – (continued)** | **Consumer Staples Distribution & Retail – (continued)** |  |
| 4196 | BJ's Wholesale Club Holdings, Inc.\* | $412970 |
| 1348 | Casey's General Stores, Inc. | 981155 |
| 4174 | Chefs' Warehouse, Inc.\* | 248144 |
| 13108 | Costco Wholesale Corp. | 13061204 |
| 7591 | Dollar General Corp. | 901279 |
| 6426 | Dollar Tree, Inc.\* | 703711 |
| 935 | Grocery Outlet Holding Corp.\* | 6592 |
| 11614 | HF Foods Group, Inc.\* | 21486 |
| 3059 | Ingles Markets, Inc. Class A | 274974 |
| 18383 | Kroger Co. | 1330194 |
| 27440 | Maplebear, Inc.\* | 1027902 |
| 1473 | Natural Grocers by Vitamin Cottage, Inc. | 38077 |
| 5590 | Performance Food Group Co.\* | 478839 |
| 2549 | PriceSmart, Inc. | 383625 |
| 1772 | Sprouts Farmers Market, Inc.\* | 136674 |
| 14519 | Sysco Corp. | 1035640 |
| 9523 | Target Corp. | 1154188 |
| 7562 | U.S. Foods Holding Corp.\* | 697292 |
| 8032 | United Natural Foods, Inc.\* | 361922 |
| 7450 | Village Super Market, Inc. Class A | 314614 |
| 12948 | Walgreens Boots Alliance, Inc.\*<sup>(b)</sup> | 6862 |
| 109566 | Walmart, Inc. | 13616863 |
| 2843 | Weis Markets, Inc. | 194433 |
|  |  | 37835522 |
| **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** |  |
| 10845 | Amcor PLC | 431089 |
| 1262 | AptarGroup, Inc. | 159037 |
| 2533 | Ardagh Metal Packaging SA | 10259 |
| 1685 | Avery Dennison Corp. | 290966 |
| 4275 | Ball Corp. | 252695 |
| 4138 | Crown Holdings, Inc. | 414834 |
| 8639 | Eightco Holdings, Inc.\* | 8053 |
| 4869 | Graphic Packaging Holding Co. | 48398 |
| 1241 | Greif, Inc. Class A | 83234 |
| 5762 | International Paper Co. | 205703 |
| 9610 | Myers Industries, Inc. | 203540 |
| 4852 | O-I Glass, Inc.\* | 50995 |
| 1537 | Packaging Corp. of America | 326182 |
| 2870 | Sealed Air Corp. | 120683 |
| 1615 | Silgan Holdings, Inc. | 62662 |
| 48721 | Smurfit Westrock PLC | 1941532 |
| 2023 | Sonoco Products Co. | 109424 |
| 4806 | TriMas Corp. | 172728 |
|  |  | 4892014 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Distributors – 0.0%** | **Distributors – 0.0%** |  |
| 3633 | Genuine Parts Co. | $384190 |
| 1363 | GigaCloud Technology, Inc. Class A\* | 61853 |
| 1000 | Gold.com, Inc. | 40080 |
| 5758 | LKQ Corp. | 169112 |
| 527 | Pool Corp. | 106628 |
| 2828 | Weyco Group, Inc. | 90637 |
|  |  | 852500 |
| **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** |  |
| 33847 | ADT, Inc. | 222375 |
| 5507 | American Public Education, Inc.\* | 313238 |
| 807 | Bright Horizons Family Solutions, Inc.\* | 66279 |
| 5728 | Carriage Services, Inc. | 261540 |
| 4656 | Coursera, Inc.\* | 27098 |
| 1851 | Covista, Inc.\* | 213328 |
| 4378 | Driven Brands Holdings, Inc.\* | 55207 |
| 193 | Duolingo, Inc.\* | 19024 |
| 2363 | European Wax Center, Inc. Class A\* | 13658 |
| 1271 | Frontdoor, Inc.\* | 67185 |
| 199 | Graham Holdings Co. Class B | 210395 |
| 1352 | Grand Canyon Education, Inc.\* | 229881 |
| 4470 | H&R Block, Inc. | 141878 |
| 5180 | KinderCare Learning Cos., Inc.\* | 11396 |
| 9978 | Laureate Education, Inc.\* | 347633 |
| 964 | Liberty Live Holdings, Inc. Class A\* | 88341 |
| 1552 | Liberty Live Holdings, Inc. Class C\* | 146059 |
| 6609 | Lincoln Educational Services Corp.\* | 268854 |
| 3643 | Matthews International Corp. Class A | 94062 |
| 5459 | McGraw Hill, Inc.\* | 74788 |
| 7286 | Mister Car Wash, Inc.\* | 50783 |
| 77386 | Nerdy, Inc.\* | 63162 |
| 4353 | OneSpaWorld Holdings Ltd. | 99901 |
| 5918 | Perdoceo Education Corp. | 220209 |
| 17 | Phoenix Education Partners, Inc. | 535 |
| 3742 | Service Corp. International | 308752 |
| 912 | Strategic Education, Inc. | 75660 |
| 2056 | Stride, Inc.\* | 181278 |
| 483 | Udemy, Inc.\* | 2231 |
| 2980 | Universal Technical Institute, Inc.\* | 107578 |
| 624 | WW International, Inc.\* | 8574 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Diversified Consumer Services – (continued)** | **Diversified Consumer Services – (continued)** |  |
| 28 | Zspace, Inc.\* | $3 |
|  |  | 3990885 |
| **Diversified REITs – 0.0%** | **Diversified REITs – 0.0%** |  |
| 25921 | AH Realty Trust, Inc. | 142565 |
| 15544 | Alpine Income Property Trust, Inc. | 279792 |
| 4927 | American Assets Trust, Inc. | 90706 |
| 14534 | Broadstone Net Lease, Inc. | 265536 |
| 12044 | CTO Realty Growth, Inc. | 222693 |
| 5666 | Essential Properties Realty Trust, Inc. | 172020 |
| 18353 | Gladstone Commercial Corp. | 209775 |
| 27652 | Global Net Lease, Inc. | 258823 |
| 18418 | NexPoint Diversified Real Estate Trust<sup>(a)</sup> | 86012 |
| 8382 | WP Carey, Inc. | 569641 |
|  |  | 2297563 |
| **Diversified Telecommunication Services – 0.3%** | **Diversified Telecommunication Services – 0.3%** |  |
| 4117 | Anterix, Inc.\* | 157228 |
| 4158 | AST SpaceMobile, Inc.\* | 344574 |
| 181556 | AT&T, Inc. | 5263308 |
| 2192 | ATN International, Inc. | 59666 |
| 1155 | Bandwidth, Inc. Class A\* | 20582 |
| 653 | Cogent Communications Holdings, Inc. | 12303 |
| 84495 | Comcast Corp. Class A | 2425852 |
| 3 | GCI Liberty, Inc. Class A\* | 111 |
| 6987 | GCI Liberty, Inc. Class C\* | 259986 |
| 1865 | Globalstar, Inc.\* | 123873 |
| 2027 | IDT Corp. Class B | 99526 |
| 859 | Iridium Communications, Inc. | 23829 |
| 14235 | Liberty Latin America Ltd. Class A\* | 122990 |
| 16892 | Liberty Latin America Ltd. Class C\* | 148987 |
| 39295 | Lumen Technologies, Inc.\* | 273100 |
| 10154 | Shenandoah Telecommunications Co. | 156575 |
| 8406 | Uniti Group, Inc. | 78848 |
| 175040 | Verizon Communications, Inc. | 8787008 |
|  |  | 18358346 |
| **Electric Utilities – 0.5%** | **Electric Utilities – 0.5%** |  |
| 7835 | Alliant Energy Corp. | 562240 |
| 14717 | American Electric Power Co., Inc. | 1929104 |
| 7247 | Constellation Energy Corp. | 2023725 |
| 20305 | Duke Energy Corp. | 2658737 |
| 5247 | Edison International | 383975 |
| 12472 | Entergy Corp. | 1401354 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Electric Utilities – (continued)** | **Electric Utilities – (continued)** |  |
| 7962 | Evergy, Inc. | $652247 |
| 10844 | Eversource Energy | 751272 |
| 29331 | Exelon Corp. | 1437806 |
| 16938 | FirstEnergy Corp. | 858079 |
| 5536 | Genie Energy Ltd. Class B | 78279 |
| 15289 | Hawaiian Electric Industries, Inc.\* | 226889 |
| 2844 | IDACORP, Inc. | 406607 |
| 2956 | MGE Energy, Inc. | 228469 |
| 81210 | NextEra Energy, Inc. | 7542785 |
| 5633 | NRG Energy, Inc. | 823207 |
| 7882 | OGE Energy Corp. | 378021 |
| 1215 | Oklo, Inc.\* | 60252 |
| 2545 | Otter Tail Corp. | 223375 |
| 114378 | PG&E Corp. | 2009621 |
| 3802 | Pinnacle West Capital Corp. | 383051 |
| 5689 | Portland General Electric Co. | 300208 |
| 21496 | PPL Corp. | 821147 |
| 28375 | Southern Co. | 2738755 |
| 6563 | TXNM Energy, Inc. | 383673 |
| 16176 | Xcel Energy, Inc. | 1285021 |
|  |  | 30547899 |
| **Electrical Equipment – 0.4%** | **Electrical Equipment – 0.4%** |  |
| 765 | Acuity, Inc. | 214368 |
| 2161 | Allient, Inc. | 127693 |
| 212 | American Superconductor Corp.\* | 7176 |
| 5621 | AMETEK, Inc. | 1204918 |
| 536 | Amprius Technologies, Inc.\* | 9037 |
| 2388 | Array Technologies, Inc.\* | 17265 |
| 1100 | Atkore, Inc. | 64801 |
| 5862 | Babcock & Wilcox Enterprises, Inc.\* | 86113 |
| 60252 | Blink Charging Co.\* | 34157 |
| 4155 | Bloom Energy Corp. Class A\* | 562961 |
| 4933 | ChargePoint Holdings, Inc.\*<sup>(a)</sup> | 23974 |
| 9070 | Eaton Corp. PLC | 3244067 |
| 13079 | Emerson Electric Co. | 1713611 |
| 9186 | Energy Vault Holdings, Inc.\* | 30314 |
| 1553 | EnerSys | 269787 |
| 819 | Enovix Corp.\* | 4242 |
| 3993 | Eos Energy Enterprises, Inc.\* | 19805 |
| 251 | Fluence Energy, Inc.\* | 3454 |
| 708 | FuelCell Energy, Inc.\* | 4623 |
| 7764 | GE Vernova, Inc. | 6777196 |
| 512 | Generac Holdings, Inc.\* | 100009 |
| 3425 | Hubbell, Inc. | 1680784 |
| 12030 | Hyliion Holdings Corp.\* | 21173 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Electrical Equipment – (continued)** | **Electrical Equipment – (continued)** |  |
| 4864 | KULR Technology Group, Inc.\*<sup>(a)</sup> | $11528 |
| 4259 | LSI Industries, Inc. | 79217 |
| 183 | NANO Nuclear Energy, Inc.\*<sup>(a)</sup> | 3748 |
| 4040 | Nextpower, Inc. Class A\* | 487022 |
| 615 | NuScale Power Corp.\* | 6667 |
| 3317 | nVent Electric PLC | 392335 |
| 184 | Powell Industries, Inc. | 99559 |
| 153 | Power Solutions International, Inc.\* | 9315 |
| 624 | Preformed Line Products Co. | 168948 |
| 912 | Regal Rexnord Corp. | 170781 |
| 2830 | Rockwell Automation, Inc. | 1015630 |
| 2570 | Sensata Technologies Holding PLC | 90515 |
| 6299 | SES AI Corp.\* | 6060 |
| 7289 | Shoals Technologies Group, Inc. Class A\* | 47962 |
| 49411 | SKYX Platforms Corp.\* | 55340 |
| 5396 | Stem, Inc.\* | 47701 |
| 71 | SunPower, Inc.\* | 90 |
| 2866 | Sunrun, Inc.\* | 38863 |
| 1419 | T1 Energy, Inc.\* | 6229 |
| 1705 | Thermon Group Holdings, Inc.\* | 85932 |
| 18598 | Vertiv Holdings Co. Class A | 4660287 |
| 849 | Vicor Corp.\* | 136689 |
|  |  | 23841946 |
| **Electronic Equipment, Instruments & Components – 0.4%** | **Electronic Equipment, Instruments & Components – 0.4%** | **Electronic Equipment, Instruments & Components – 0.4%** |
| 18204 | 908 Devices, Inc.\* | 111408 |
| 802 | Advanced Energy Industries, Inc. | 258813 |
| 1385 | Aeva Technologies, Inc.\* | 18227 |
| 57174 | Amphenol Corp. Class A | 7223935 |
| 5382 | Arlo Technologies, Inc.\* | 76586 |
| 851 | Arrow Electronics, Inc.\* | 122042 |
| 2039 | Avnet, Inc. | 125643 |
| 752 | Badger Meter, Inc. | 114567 |
| 612 | Bel Fuse, Inc. Class B | 121164 |
| 595 | Belden, Inc. | 68324 |
| 46 | Benchmark Electronics, Inc. | 2579 |
| 1903 | CDW Corp. | 230301 |
| 1584 | Climb Global Solutions, Inc. | 31395 |
| 613 | Cognex Corp. | 30031 |
| 1423 | Coherent Corp.\* | 338973 |
| 18937 | Corning, Inc. | 2574864 |
| 586 | Crane NXT Co. | 23786 |
| 1810 | CTS Corp. | 86446 |
| 2070 | Daktronics, Inc.\* | 40468 |
| 508 | ePlus, Inc. | 38227 |
| 10230 | Evolv Technologies Holdings, Inc.\* | 61891 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Electronic Equipment, Instruments & Components – (continued)** | **Electronic Equipment, Instruments & Components – (continued)** | **Electronic Equipment, Instruments & Components – (continued)** |
| 767 | Fabrinet\* | $400006 |
| 8960 | Flex Ltd.\* | 586522 |
| 3961 | Frequency Electronics, Inc.\* | 175314 |
| 27358 | Identiv, Inc.\* | 101225 |
| 548 | Insight Enterprises, Inc.\* | 36721 |
| 634 | Itron, Inc.\* | 56825 |
| 2967 | Jabil, Inc. | 788124 |
| 9159 | Keysight Technologies, Inc.\* | 2586227 |
| 4584 | Kimball Electronics, Inc.\* | 108595 |
| 3192 | Knowles Corp.\* | 81971 |
| 8314 | LightPath Technologies, Inc. Class A\* | 83389 |
| 9784 | Lightwave Logic, Inc.\* | 68781 |
| 203 | Littelfuse, Inc. | 68888 |
| 79760 | MicroVision, Inc.\*<sup>(a)</sup> | 51142 |
| 4244 | Mirion Technologies, Inc.\* | 78896 |
| 12 | M-Tron Industries, Inc.\* | 802 |
| 2737 | Napco Security Technologies, Inc. | 107810 |
| 54 | Neonode, Inc.\* | 76 |
| 1409 | nLight, Inc.\* | 80341 |
| 305 | Novanta, Inc.\* | 36024 |
| 531 | OSI Systems, Inc.\* | 140986 |
| 309 | Ouster, Inc.\* | 5676 |
| 2613 | PC Connection, Inc. | 152756 |
| 306 | Plexus Corp.\* | 61977 |
| 2937 | Ralliant Corp. | 122150 |
| 2043 | Sanmina Corp.\* | 264854 |
| 272 | ScanSource, Inc.\* | 9874 |
| 25140 | SmartRent, Inc.\* | 37710 |
| 2304 | TD SYNNEX Corp. | 388708 |
| 7645 | TE Connectivity PLC | 1597958 |
| 1204 | Teledyne Technologies, Inc.\* | 728432 |
| 1486 | TTM Technologies, Inc.\* | 144766 |
| 1914 | Unusual Machines, Inc.\* | 23734 |
| 1859 | Vishay Precision Group, Inc.\* | 80718 |
| 2294 | Vontier Corp. | 81368 |
| 27032 | Vuzix Corp.\*<sup>(a)</sup> | 62444 |
| 440 | Zebra Technologies Corp. Class A\* | 91995 |
|  |  | 21193455 |
| **Energy Equipment & Services – 0.1%** | **Energy Equipment & Services – 0.1%** |  |
| 3337 | Archrock, Inc. | 116128 |
| 270 | Atlas Energy Solutions, Inc. | 3542 |
| 50755 | Baker Hughes Co. | 3098593 |
| 1823 | Bristow Group, Inc. | 85481 |
| 333 | Cactus, Inc. Class A | 15774 |
| 3709 | DMC Global, Inc.\* | 19324 |
| 57 | Energy Services of America Corp. | 748 |
| 4824 | Expro Group Holdings NV\* | 83986 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Energy Equipment & Services – (continued)** | **Energy Equipment & Services – (continued)** |  |
| 54 | Flowco Holdings, Inc. Class A | $1112 |
| 4070 | Forum Energy Technologies, Inc.\* | 238746 |
| 6633 | Geospace Technologies Corp.\* | 80923 |
| 14610 | Halliburton Co. | 569644 |
| 3563 | Helix Energy Solutions Group, Inc.\* | 35238 |
| 52 | Helmerich & Payne, Inc. | 1874 |
| 3862 | Innovex International, Inc.\* | 94194 |
| 410 | Kodiak Gas Services, Inc. | 23911 |
| 3773 | National Energy Services Reunited Corp.\* | 81006 |
| 3733 | Natural Gas Services Group, Inc. | 140884 |
| 784 | Noble Corp. PLC | 38471 |
| 9078 | NOV, Inc. | 170757 |
| 424 | Oceaneering International, Inc.\* | 15039 |
| 1223 | Oil States International, Inc.\* | 14236 |
| 9676 | Patterson-UTI Energy, Inc. | 104791 |
| 287 | ProPetro Holding Corp.\* | 4136 |
| 2786 | Ranger Energy Services, Inc. Class A | 47752 |
| 9394 | SEACOR Marine Holdings, Inc.\* | 67261 |
| 111 | Seadrill Ltd.\* | 5051 |
| 1008 | Select Water Solutions, Inc. | 15422 |
| 32333 | SLB Ltd. | 1661593 |
| 728 | Solaris Energy Infrastructure, Inc. | 41139 |
| 10184 | TechnipFMC PLC | 704020 |
| 7964 | TETRA Technologies, Inc.\* | 67853 |
| 1215 | Tidewater, Inc.\* | 101513 |
| 898 | Weatherford International PLC | 84933 |
|  |  | 7835075 |
| **Entertainment – 0.6%** | **Entertainment – 0.6%** |  |
| 6793 | Atlanta Braves Holdings, Inc. Class C\* | 290061 |
| 33 | Atlanta Braves Holdings, Inc. Class A\* | 1556 |
| 2679 | Cinemark Holdings, Inc. | 76405 |
| 32770 | CuriosityStream, Inc. | 96999 |
| 6004 | Electronic Arts, Inc. | 1224035 |
| 213 | IMAX Corp.\* | 8096 |
| 6518 | Liberty Media Corp.-Liberty Formula One Class C\* | 554160 |
| 1976 | Liberty Media Corp.-Liberty Formula One Class A\* | 154286 |
| 2590 | Lionsgate Studios Corp.\* | 24838 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Entertainment – (continued)** | **Entertainment – (continued)** |  |
| 4417 | Live Nation Entertainment, Inc.\* | $673637 |
| 2504 | Madison Square Garden Entertainment Corp.\* | 147511 |
| 898 | Madison Square Garden Sports Corp.\* | 288617 |
| 7103 | Marcus Corp. | 121959 |
| 9 | Meridian Holdings, Inc.\* | 65 |
| 189144 | Netflix, Inc.\* | 18186196 |
| 64723 | Playstudios, Inc.\* | 30368 |
| 96 | Playtika Holding Corp. | 267 |
| 14774 | Reservoir Media, Inc.\* | 144637 |
| 17940 | ROBLOX Corp. Class A\* | 1014686 |
| 2756 | Roku, Inc.\* | 260773 |
| 14904 | Skillz, Inc.\* | 38601 |
| 768 | Sphere Entertainment Co.\* | 90163 |
| 4523 | Spotify Technology SA\* | 2193248 |
| 21387 | Starz Entertainment Corp.\* | 245951 |
| 4890 | Take-Two Interactive Software, Inc.\* | 965775 |
| 2172 | TKO Group Holdings, Inc. | 437984 |
| 3672 | Vivid Seats, Inc. Class A\*<sup>(a)</sup> | 21702 |
| 72051 | Walt Disney Co. | 6944275 |
| 56335 | Warner Bros Discovery, Inc.\* | 1546959 |
| 4464 | Warner Music Group Corp. Class A | 114011 |
|  |  | 35897821 |
| **Financial Services – 1.4%** | **Financial Services – 1.4%** |  |
| 21044 | Acacia Research Corp.\* | 101222 |
| 1504 | Affirm Holdings, Inc.\* | 68913 |
| 6358 | Alerus Financial Corp. | 150748 |
| 22434 | Apollo Global Management, Inc. | 2499596 |
| 6217 | Banco Latinoamericano de Comercio Exterior SA | 317564 |
| 51337 | Berkshire Hathaway, Inc. Class B\* | 24600690 |
| 543 | Better Home & Finance Holding Co.\*<sup>(a)</sup> | 19342 |
| 9495 | Block, Inc.\* | 571409 |
| 621 | Burford Capital Ltd. | 2807 |
| 9455 | Cannae Holdings, Inc. | 107503 |
| 16785 | Cantaloupe, Inc.\* | 181446 |
| 5973 | Cass Information Systems, Inc. | 262931 |
| 770 | Chime Financial, Inc. Class A\* | 14422 |
| 7925 | Corebridge Financial, Inc. | 189091 |
| 5217 | Corpay, Inc.\* | 1518095 |
| 4516 | Enact Holdings, Inc. | 184298 |
| 6396 | Equitable Holdings, Inc. | 237356 |
| 5188 | Essent Group Ltd. | 303187 |
| 809 | Euronet Worldwide, Inc.\* | 53693 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Financial Services – (continued)** | **Financial Services – (continued)** |  |
| 3203 | EVERTEC, Inc. | $90389 |
| 578 | Federal Agricultural Mortgage Corp. Class C | 85746 |
| 2418 | Finance of America Cos., Inc. Class A\* | 40139 |
| 8986 | Fiserv, Inc.\* | 501419 |
| 515 | Flywire Corp.\* | 5995 |
| 3311 | Global Payments, Inc. | 222830 |
| 732 | International Money Express, Inc.\* | 11566 |
| 1822 | Jack Henry & Associates, Inc. | 287949 |
| 1535 | Jackson Financial, Inc. Class A | 162280 |
| 214 | loanDepot, Inc. Class A\* | 304 |
| 8827 | Marqeta, Inc. Class A\* | 36014 |
| 35617 | Mastercard, Inc. Class A | 17796390 |
| 928 | Merchants Bancorp | 39820 |
| 10997 | MGIC Investment Corp. | 288671 |
| 2164 | NCR Atleos Corp.\* | 94307 |
| 9229 | NewtekOne, Inc. | 101058 |
| 4004 | NMI Holdings, Inc.\* | 150190 |
| 2318 | Onity Group, Inc.\* | 91028 |
| 539 | Pagseguro Digital Ltd. Class A | 5401 |
| 1352 | Payoneer Global, Inc.\* | 6530 |
| 19646 | PayPal Holdings, Inc. | 888589 |
| 20922 | Paysign, Inc.\* | 123440 |
| 1704 | PennyMac Financial Services, Inc. | 148930 |
| 133 | Priority Technology Holdings, Inc.\* | 628 |
| 6051 | Radian Group, Inc. | 200167 |
| 820 | Remitly Global, Inc.\* | 12849 |
| 10108 | Repay Holdings Corp.\* | 26281 |
| 17217 | Rocket Cos., Inc. Class A\* | 245342 |
| 9219 | Security National Financial Corp. Class A\* | 87396 |
| 72 | Sezzle, Inc.\* | 4557 |
| 346 | Shift4 Payments, Inc. Class A\*<sup>(a)</sup> | 15131 |
| 1220 | StoneCo Ltd. Class A\* | 17226 |
| 5274 | Toast, Inc. Class A\* | 139814 |
| 329518 | Triller Group, Inc.\*<sup>(a)</sup> | 79051 |
| 93 | UWM Holdings Corp. | 337 |
| 10020 | Velocity Financial, Inc.\* | 181262 |
| 74110 | Visa, Inc. Class A | 22399006 |
| 2061 | Voya Financial, Inc. | 140808 |
| 248 | Walker & Dunlop, Inc. | 11006 |
| 12011 | Waterstone Financial, Inc. | 216558 |
| 12236 | Western Union Co. | 106820 |
| 97 | WEX, Inc.\* | 14845 |
|  |  | 76462382 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Food Products – 0.2%** | **Food Products – 0.2%** |  |
| 7322 | Alico, Inc. | $302106 |
| 14879 | Archer-Daniels-Midland Co. | 1081555 |
| 5193 | B&G Foods, Inc.<sup>(a)</sup> | 24978 |
| 156 | Beyond Meat, Inc.\*<sup>(a)</sup> | 109 |
| 46730 | BRC, Inc. Class A\*<sup>(a)</sup> | 36272 |
| 3871 | Bunge Global SA | 492391 |
| 4383 | Calavo Growers, Inc. | 113038 |
| 2767 | Cal-Maine Foods, Inc. | 219008 |
| 4967 | Campbell's Co.<sup>(a)</sup> | 110615 |
| 13766 | Conagra Brands, Inc. | 216402 |
| 4211 | Darling Ingredients, Inc.\* | 260450 |
| 9379 | Dole PLC | 134026 |
| 12639 | Flowers Foods, Inc. | 103008 |
| 25 | Forafric Global PLC\* | 241 |
| 7180 | Fresh Del Monte Produce, Inc. | 289067 |
| 65 | Freshpet, Inc.\* | 3832 |
| 12565 | General Mills, Inc. | 467669 |
| 13238 | Hain Celestial Group, Inc.\* | 9237 |
| 3984 | Hershey Co. | 828234 |
| 6242 | Hormel Foods Corp. | 141381 |
| 2120 | Ingredion, Inc. | 238839 |
| 1531 | J&J Snack Foods Corp. | 121362 |
| 2830 | J.M. Smucker Co. | 272925 |
| 2572 | John B Sanfilippo & Son, Inc. | 204037 |
| 21283 | Kraft Heinz Co. | 478655 |
| 2138 | Lamb Weston Holdings, Inc. | 90352 |
| 8790 | Lifeway Foods, Inc.\* | 169999 |
| 13651 | Limoneira Co. | 183196 |
| 15611 | Mama's Creations, Inc.\* | 239473 |
| 1077 | Marzetti Co. | 148981 |
| 5463 | McCormick & Co., Inc. | 275554 |
| 6731 | Mission Produce, Inc.\* | 92619 |
| 32135 | Mondelez International, Inc. Class A | 1852261 |
| 1660 | Pilgrim's Pride Corp. | 62682 |
| 2369 | Post Holdings, Inc.\* | 234199 |
| 62 | Seaboard Corp. | 350549 |
| 2625 | Seneca Foods Corp. Class A\* | 396690 |
| 4122 | Simply Good Foods Co.\* | 59151 |
| 10144 | Smithfield Foods, Inc. | 283728 |
| 465 | SunOpta, Inc.\* | 3013 |
| 6886 | Tootsie Roll Industries, Inc. | 294170 |
| 3056 | TreeHouse Foods, Inc.\* | 5898 |
| 7365 | Tyson Foods, Inc. Class A | 471876 |
| 8580 | Utz Brands, Inc. | 67954 |
| 2160 | Vital Farms, Inc.\* | 30499 |
| 12225 | Westrock Coffee Co.\*<sup>(a)</sup> | 51956 |
|  |  | 11514237 |
| **Gas Utilities – 0.1%** | **Gas Utilities – 0.1%** |  |
| 4806 | Atmos Energy Corp. | 887764 |
| 2091 | Chesapeake Utilities Corp. | 264240 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Gas Utilities – (continued)** | **Gas Utilities – (continued)** |  |
| 10023 | MDU Resources Group, Inc. | $207676 |
| 4735 | National Fuel Gas Co. | 444901 |
| 5042 | New Jersey Resources Corp. | 276907 |
| 6384 | Northwest Natural Holding Co. | 339756 |
| 3744 | ONE Gas, Inc. | 322471 |
| 2 | RGC Resources, Inc. | 44 |
| 3110 | Southwest Gas Holdings, Inc. | 270259 |
| 4291 | Spire, Inc. | 388507 |
| 16378 | Star Group LP | 201122 |
| 10284 | UGI Corp. | 374543 |
|  |  | 3978190 |
| **Ground Transportation – 0.3%** | **Ground Transportation – 0.3%** |  |
| 188 | ArcBest Corp. | 18492 |
| 392 | Avis Budget Group, Inc.\*<sup>(a)</sup> | 57173 |
| 3920 | Covenant Logistics Group, Inc. | 106428 |
| 44311 | CSX Corp. | 1818967 |
| 2498 | FTAI Infrastructure, Inc. | 12340 |
| 9006 | Heartland Express, Inc. | 93662 |
| 6488 | Hertz Global Holdings, Inc.\*<sup>(a)</sup> | 29910 |
| 1238 | JB Hunt Transport Services, Inc. | 262332 |
| 1166 | Knight-Swift Transportation Holdings, Inc. | 67138 |
| 887 | Landstar System, Inc. | 142195 |
| 9109 | Lyft, Inc. Class A\* | 121150 |
| 13086 | Marten Transport Ltd. | 171819 |
| 6018 | Norfolk Southern Corp. | 1727166 |
| 2214 | Old Dominion Freight Line, Inc. | 432616 |
| 5216 | PAMT Corp.\* | 44075 |
| 47 | RXO, Inc.\* | 687 |
| 643 | Ryder System, Inc. | 131629 |
| 591 | Schneider National, Inc. Class B | 15579 |
| 58842 | Uber Technologies, Inc.\* | 4232505 |
| 1372 | U-Haul Holding Co.\* | 65554 |
| 2107 | U-Haul Holding Co. | 94120 |
| 25600 | Union Pacific Corp. | 6211072 |
| 175 | Universal Logistics Holdings, Inc. | 3699 |
| 1075 | Werner Enterprises, Inc. | 31616 |
| 8397 | XPO, Inc.\* | 1633636 |
|  |  | 17525560 |
| **Health Care Equipment & Supplies – 0.7%** | **Health Care Equipment & Supplies – 0.7%** |  |
| 69672 | Abbott Laboratories | 7153224 |
| 29121 | Accuray, Inc.\* | 11302 |
| 5478 | Align Technology, Inc.\* | 939094 |
| 8272 | Alphatec Holdings, Inc.\* | 89999 |
| 12169 | AngioDynamics, Inc.\* | 138362 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Health Care Equipment & Supplies – (continued)** | **Health Care Equipment & Supplies – (continued)** |  |
| 165 | Anteris Technologies Global Corp.\* | $916 |
| 4938 | Artivion, Inc.\* | 180830 |
| 1618 | AtriCure, Inc.\* | 46162 |
| 4331 | Avanos Medical, Inc.\* | 60677 |
| 4761 | Axogen, Inc.\* | 157732 |
| 4579 | Baxter International, Inc. | 76927 |
| 6449 | Becton Dickinson & Co. | 1013976 |
| 399 | Beta Bionics, Inc.\* | 3998 |
| 1569 | Bioventus, Inc. Class A\* | 14325 |
| 38321 | Boston Scientific Corp.\* | 2404643 |
| 951 | Butterfly Network, Inc.\* | 3842 |
| 19 | CapsoVision, Inc.\* | 138 |
| 36514 | Cerus Corp.\* | 66455 |
| 6866 | ClearPoint Neuro, Inc.\* | 62481 |
| 550 | CONMED Corp. | 19448 |
| 2446 | Cooper Cos., Inc.\* | 174889 |
| 8844 | CVRx, Inc.\* | 83664 |
| 6355 | Delcath Systems, Inc.\* | 58974 |
| 1445 | Dentsply Sirona, Inc. | 16762 |
| 6649 | Dexcom, Inc.\* | 417557 |
| 15600 | Edwards Lifesciences Corp.\* | 1249248 |
| 4410 | Electromed, Inc.\* | 103238 |
| 1871 | Embecta Corp. | 16540 |
| 3861 | Envista Holdings Corp.\* | 97954 |
| 14317 | Fractyl Health, Inc.\* | 6554 |
| 9550 | GE HealthCare Technologies, Inc. | 679769 |
| 479 | Glaukos Corp.\* | 51569 |
| 1056 | Globus Medical, Inc. Class A\* | 90985 |
| 594 | Haemonetics Corp.\* | 33478 |
| 6163 | Hologic, Inc.\* | 465861 |
| 191 | ICU Medical, Inc.\* | 24668 |
| 2434 | IDEXX Laboratories, Inc.\* | 1367640 |
| 15487 | Inogen, Inc.\* | 95710 |
| 135 | Inspire Medical Systems, Inc.\* | 6963 |
| 2083 | Insulet Corp.\* | 437097 |
| 710 | Integer Holdings Corp.\* | 62480 |
| 10182 | Intuitive Surgical, Inc.\* | 4693800 |
| 3278 | iRadimed Corp. | 315540 |
| 1644 | IRhythm Holdings, Inc.\* | 194025 |
| 1382 | Kestra Medical Technologies Ltd.\* | 27543 |
| 210 | KORU Medical Systems, Inc.\* | 907 |
| 1389 | Lantheus Holdings, Inc.\* | 105356 |
| 1603 | LeMaitre Vascular, Inc. | 174999 |
| 46 | LENSAR, Inc.\* | 274 |
| 188 | Lucid Diagnostics, Inc.\* | 216 |
| 618 | Masimo Corp.\* | 109924 |
| 62918 | Medtronic PLC | 5451845 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Health Care Equipment & Supplies – (continued)** | **Health Care Equipment & Supplies – (continued)** |  |
| 1447 | Merit Medical Systems, Inc.\* | $99742 |
| 172 | Myomo, Inc.\* | 116 |
| 100993 | Neuronetics, Inc.\*<sup>(a)</sup> | 146440 |
| 5653 | NeuroPace, Inc.\* | 74337 |
| 1010 | Novocure Ltd.\* | 11009 |
| 652 | Omnicell, Inc.\* | 21764 |
| 26509 | OraSure Technologies, Inc.\* | 79527 |
| 10303 | Orchestra BioMed Holdings, Inc.\* | 43788 |
| 8915 | Orthofix Medical, Inc.\* | 102255 |
| 5569 | OrthoPediatrics Corp.\* | 88380 |
| 7142 | Outset Medical, Inc.\* | 27425 |
| 4719 | Paragon 28, Inc.\*<sup>(b)</sup> | 425 |
| 703 | Penumbra, Inc.\* | 230844 |
| 16 | Picard Medical, Inc.\* | 17 |
| 565 | PROCEPT BioRobotics Corp.\* | 14131 |
| 10 | Pro-Dex, Inc.\* | 491 |
| 188 | Pulmonx Corp.\* | 243 |
| 1720 | Pulse Biosciences, Inc.\*<sup>(a)</sup> | 37135 |
| 142 | QuidelOrtho Corp.\* | 2333 |
| 3892 | ResMed, Inc. | 873676 |
| 1837 | RxSight, Inc.\* | 11316 |
| 6003 | Sanara Medtech, Inc.\* | 103132 |
| 3842 | SANUWAVE Health, Inc.\*<sup>(a)</sup> | 66428 |
| 10185 | Senseonics Holdings, Inc.\*<sup>(a)</sup> | 67832 |
| 6917 | SI-BONE, Inc.\* | 87362 |
| 13320 | Sight Sciences, Inc.\* | 50216 |
| 2984 | Solventum Corp.\* | 194855 |
| 10588 | SS Innovations International, Inc.\*<sup>(a)</sup> | 52940 |
| 1362 | STAAR Surgical Co.\* | 25469 |
| 63982 | Stereotaxis, Inc.\* | 117727 |
| 7937 | STERIS PLC | 1755109 |
| 11 | Strive, Inc. Class A\* | 110 |
| 8824 | Stryker Corp. | 2899478 |
| 4461 | Tactile Systems Technology, Inc.\* | 116566 |
| 335 | Tandem Diabetes Care, Inc.\* | 6422 |
| 620 | Teleflex, Inc. | 74158 |
| 977 | TransMedics Group, Inc.\* | 97124 |
| 39004 | Treace Medical Concepts, Inc.\* | 52265 |
| 37 | UFP Technologies, Inc.\* | 7163 |
| 4276 | Utah Medical Products, Inc. | 265069 |
| 3888 | Zimmer Biomet Holdings, Inc. | 351553 |
|  |  | 37316932 |
| **Health Care Providers & Services – 0.7%** | **Health Care Providers & Services – 0.7%** |  |
| 29357 | Accendra Health, Inc.\* | 66934 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Health Care Providers & Services – (continued)** | **Health Care Providers & Services – (continued)** |  |
| 15966 | AdaptHealth Corp.\* | $189995 |
| 1153 | Addus HomeCare Corp.\* | 107978 |
| 59 | agilon health, Inc.\* | 467 |
| 24308 | AirSculpt Technologies, Inc.\*<sup>(a)</sup> | 68792 |
| 11655 | Alignment Healthcare, Inc.\* | 205361 |
| 1878 | AMN Healthcare Services, Inc.\* | 34443 |
| 10358 | Ardent Health, Inc.\* | 88664 |
| 3971 | Astrana Health, Inc.\* | 97369 |
| 15031 | Aveanna Healthcare Holdings, Inc.\* | 96800 |
| 8487 | BrightSpring Health Services, Inc.\* | 361631 |
| 20381 | Brookdale Senior Living, Inc.\* | 278812 |
| 7848 | Cardinal Health, Inc. | 1658361 |
| 1290 | Castle Biosciences, Inc.\* | 31670 |
| 6045 | Cencora, Inc. | 1898976 |
| 9012 | Centene Corp.\* | 295053 |
| 340 | Chemed Corp. | 128432 |
| 6338 | Cigna Group | 1690662 |
| 9205 | Clover Health Investments Corp.\* | 16201 |
| 10122 | Community Health Systems, Inc.\* | 29759 |
| 4636 | Concentra Group Holdings Parent, Inc. | 99442 |
| 1789 | CorVel Corp.\* | 97769 |
| 24182 | Cross Country Healthcare, Inc.\* | 227311 |
| 34174 | CVS Health Corp. | 2454377 |
| 1251 | DaVita, Inc.\* | 192266 |
| 11347 | Elevance Health, Inc. | 3321834 |
| 3743 | Encompass Health Corp. | 362060 |
| 9665 | Enhabit, Inc.\* | 136180 |
| 2744 | Ensign Group, Inc. | 552916 |
| 3220 | Fulgent Genetics, Inc.\* | 51198 |
| 687 | GeneDx Holdings Corp.\* | 44119 |
| 3529 | Guardant Health, Inc.\* | 325974 |
| 3879 | Guardian Pharmacy Services, Inc. Class A\* | 146083 |
| 7974 | HCA Healthcare, Inc. | 3773616 |
| 1744 | HealthEquity, Inc.\* | 145746 |
| 3682 | Henry Schein, Inc.\* | 271363 |
| 2488 | Hims & Hers Health, Inc.\* | 51651 |
| 43 | Hinge Health, Inc. Class A\* | 1658 |
| 2735 | Humana, Inc. | 474222 |
| 11675 | InfuSystem Holdings, Inc.\* | 107760 |
| 79 | Innovage Holding Corp.\* | 634 |
| 21142 | Joint Corp.\* | 187107 |
| 2617 | Labcorp Holdings, Inc. | 698242 |
| 6674 | LifeStance Health Group, Inc.\* | 42513 |
| 3970 | McKesson Corp. | 3435479 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Health Care Providers & Services – (continued)** | **Health Care Providers & Services – (continued)** |  |
| 533 | Molina Healthcare, Inc.\* | $71049 |
| 74 | Nano-X Imaging Ltd.\* | 168 |
| 1077 | National HealthCare Corp. | 171997 |
| 9481 | National Research Corp. | 160987 |
| 60 | NeoGenomics, Inc.\* | 445 |
| 988 | Nutex Health, Inc.\*<sup>(a)</sup> | 93900 |
| 6632 | Omada Health, Inc.\* | 83364 |
| 41378 | Oncology Institute, Inc.\* | 127030 |
| 64894 | OPKO Health, Inc.\* | 73979 |
| 9863 | Option Care Health, Inc.\* | 265512 |
| 3898 | PACS Group, Inc.\* | 125204 |
| 12147 | Pediatrix Medical Group, Inc.\* | 259824 |
| 1780 | Pennant Group, Inc.\* | 54254 |
| 7466 | Privia Health Group, Inc.\* | 153576 |
| 8425 | Progyny, Inc.\* | 143057 |
| 3883 | Quest Diagnostics, Inc. | 760990 |
| 663 | RadNet, Inc.\* | 37055 |
| 3 | SBC Medical Group Holdings, Inc.\* | 13 |
| 5522 | Select Medical Holdings Corp. | 89953 |
| 6336 | Sonida Senior Living, Inc.\* | 204336 |
| 14029 | Strata Critical Medical, Inc.\* | 58641 |
| 6251 | Surgery Partners, Inc.\* | 74512 |
| 35677 | Talkspace, Inc.\* | 184628 |
| 2782 | Tenet Healthcare Corp.\* | 524991 |
| 1223 | U.S. Physical Therapy, Inc. | 91676 |
| 35807 | UnitedHealth Group, Inc. | 9689016 |
| 1794 | Universal Health Services, Inc. Class B | 321072 |
| 31989 | Viemed Healthcare, Inc.\* | 294619 |
|  |  | 38663728 |
| **Health Care REITs – 0.2%** | **Health Care REITs – 0.2%** |  |
| 2449 | Alexandria Real Estate Equities, Inc. | 113682 |
| 7666 | American Healthcare REIT, Inc. | 361528 |
| 10137 | CareTrust REIT, Inc. | 371521 |
| 4462 | Chiron Real Estate, Inc. | 147603 |
| 14108 | Community Healthcare Trust, Inc. | 224176 |
| 33970 | Diversified Healthcare Trust | 225561 |
| 14309 | Healthcare Realty Trust, Inc. | 243110 |
| 14004 | Healthpeak Properties, Inc. | 230086 |
| 6913 | LTC Properties, Inc. | 256887 |
| 13674 | Medical Properties Trust, Inc. | 63311 |
| 3347 | National Health Investors, Inc. | 270638 |
| 9912 | Omega Healthcare Investors, Inc. | 434344 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Health Care REITs – (continued)** | **Health Care REITs – (continued)** |  |
| 11992 | Sabra Health Care REIT, Inc. | $230606 |
| 8445 | Sila Realty Trust, Inc. | 199978 |
| 34 | Strawberry Fields REIT, Inc. | 405 |
| 7626 | Universal Health Realty Income Trust | 308624 |
| 13428 | Ventas, Inc. | 1098142 |
| 17608 | Welltower, Inc. | 3481278 |
|  |  | 8261480 |
| **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** |  |
| 2920 | Certara, Inc.\* | 16644 |
| 2309 | Claritev Corp.\* | 37729 |
| 2722 | Doximity, Inc. Class A\* | 63423 |
| 349 | Evolent Health, Inc. Class A\* | 796 |
| 11730 | GoodRx Holdings, Inc. Class A\* | 22991 |
| 17012 | Health Catalyst, Inc.\* | 21605 |
| 6662 | HealthStream, Inc. | 137970 |
| 587 | HeartFlow, Inc.\* | 14282 |
| 16953 | LifeMD, Inc.\* | 61200 |
| 8594 | OptimizeRx Corp.\* | 53970 |
| 4257 | Phreesia, Inc.\* | 35674 |
| 836 | Schrodinger, Inc.\* | 9497 |
| 1705 | Simulations Plus, Inc.\* | 20153 |
| 5681 | Teladoc Health, Inc.\* | 30961 |
| 6114 | TruBridge, Inc.\* | 89509 |
| 4625 | Veeva Systems, Inc. Class A\* | 812427 |
| 4696 | Waystar Holding Corp.\* | 113221 |
|  |  | 1542052 |
| **Hotel & Resort REITs – 0.0%** | **Hotel & Resort REITs – 0.0%** |  |
| 5672 | Apple Hospitality REIT, Inc. | 65285 |
| 18426 | Braemar Hotels & Resorts, Inc. | 43485 |
| 17638 | Chatham Lodging Trust | 138811 |
| 7373 | DiamondRock Hospitality Co. | 69085 |
| 15559 | Host Hotels & Resorts, Inc. | 298110 |
| 3045 | Park Hotels & Resorts, Inc. | 32064 |
| 3664 | Pebblebrook Hotel Trust | 46276 |
| 3294 | RLJ Lodging Trust | 24442 |
| 1223 | Ryman Hospitality Properties, Inc. | 112846 |
| 4728 | Sunstone Hotel Investors, Inc. | 42599 |
| 2066 | Xenia Hotels & Resorts, Inc. | 30639 |
|  |  | 903642 |
| **Hotels, Restaurants & Leisure – 0.7%** | **Hotels, Restaurants & Leisure – 0.7%** |  |
| 10966 | Accel Entertainment, Inc.\* | 119639 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Hotels, Restaurants & Leisure – (continued)** | **Hotels, Restaurants & Leisure – (continued)** |  |
| 10811 | Airbnb, Inc. Class A\* | $1365213 |
| 5745 | Aramark | 232902 |
| 47 | Bally's Corp.\* | 453 |
| 605 | BJ's Restaurants, Inc.\* | 21236 |
| 3721 | Black Rock Coffee Bar, Inc. Class A\* | 48075 |
| 2131 | Bloomin' Brands, Inc. | 11507 |
| 1591 | Booking Holdings, Inc. | 6698619 |
| 2465 | Boyd Gaming Corp. | 202574 |
| 683 | Brinker International, Inc.\* | 97512 |
| 4245 | Caesars Entertainment, Inc.\* | 112195 |
| 23301 | Carnival Corp. | 603030 |
| 490 | Cava Group, Inc.\* | 39641 |
| 13987 | Century Casinos, Inc.\* | 19442 |
| 752 | Cheesecake Factory, Inc. | 41172 |
| 28048 | Chipotle Mexican Grill, Inc.\* | 897816 |
| 1498 | Choice Hotels International, Inc.<sup>(a)</sup> | 155043 |
| 1117 | Churchill Downs, Inc. | 100340 |
| 30 | Cracker Barrel Old Country Store, Inc. | 843 |
| 3663 | Darden Restaurants, Inc. | 718095 |
| 957 | Dine Brands Global, Inc. | 25112 |
| 709 | Domino's Pizza, Inc. | 254382 |
| 9812 | DoorDash, Inc. Class A\* | 1473272 |
| 4899 | DraftKings, Inc. Class A\* | 105916 |
| 575 | Dutch Bros, Inc. Class A\* | 29130 |
| 6930 | El Pollo Loco Holdings, Inc.\* | 96050 |
| 3345 | Expedia Group, Inc. | 772327 |
| 2282 | First Watch Restaurant Group, Inc.\* | 23915 |
| 3740 | Flutter Entertainment PLC\* | 381293 |
| 1062 | Genius Sports Ltd.\* | 4705 |
| 3460 | Global Business Travel Group I\* | 19307 |
| 635 | Golden Entertainment, Inc. | 16948 |
| 1347 | Hilton Grand Vacations, Inc.\* | 52695 |
| 11934 | Hilton Worldwide Holdings, Inc. | 3628891 |
| 355 | Hyatt Hotels Corp. Class A | 51045 |
| 11067 | Inspired Entertainment, Inc.\* | 78908 |
| 72 | Jack in the Box, Inc.\* | 696 |
| 47 | Krispy Kreme, Inc. | 159 |
| 30 | Kura Sushi USA, Inc. Class A\* | 2094 |
| 8359 | Las Vegas Sands Corp. | 450383 |
| 1787 | Life Time Group Holdings, Inc.\* | 48142 |
| 3860 | Lindblad Expeditions Holdings, Inc.\* | 66778 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Hotels, Restaurants & Leisure – (continued)** | **Hotels, Restaurants & Leisure – (continued)** |  |
| 793 | Lucky Strike Entertainment Corp.<sup>(a)</sup> | $6598 |
| 11035 | Marriott International, Inc. Class A | 3609217 |
| 17897 | McDonald's Corp. | 5562209 |
| 3744 | MGM Resorts International\* | 138565 |
| 1701 | Monarch Casino & Resort, Inc. | 162616 |
| 3155 | Nathan's Famous, Inc. | 317803 |
| 146 | Navan, Inc. Class A\* | 1933 |
| 2976 | Norwegian Cruise Line Holdings Ltd.\* | 55651 |
| 533 | Papa John's International, Inc. | 17275 |
| 1779 | Planet Fitness, Inc. Class A\* | 132322 |
| 7565 | Portillo's, Inc. Class A\* | 40019 |
| 3597 | Pursuit Attractions & Hospitality, Inc.\* | 131758 |
| 1498 | RCI Hospitality Holdings, Inc. | 34169 |
| 18432 | Red Robin Gourmet Burgers, Inc.\* | 54006 |
| 1586 | Red Rock Resorts, Inc. Class A | 84629 |
| 16756 | Restaurant Brands International, Inc. | 1238268 |
| 6736 | Royal Caribbean Cruises Ltd. | 1853612 |
| 1264 | Rush Street Interactive, Inc.\* | 27492 |
| 19725 | Sabre Corp.\* | 28601 |
| 270 | Serve Robotics, Inc.\*<sup>(a)</sup> | 2279 |
| 189 | Shake Shack, Inc. Class A\* | 16721 |
| 1752 | SHARPLINK, Inc.\* | 11300 |
| 372 | Six Flags Entertainment Corp.\* | 6603 |
| 25009 | Starbucks Corp. | 2240556 |
| 773 | Super Group SGHC Ltd. | 8348 |
| 503 | Sweetgreen, Inc. Class A\* | 2611 |
| 1125 | Target Hospitality Corp.\* | 10440 |
| 1479 | Texas Roadhouse, Inc. | 244242 |
| 2136 | Travel & Leisure Co. | 147790 |
| 125 | United Parks & Resorts, Inc.\* | 4083 |
| 790 | Vail Resorts, Inc. | 101373 |
| 3236 | Viking Holdings Ltd.\* | 237781 |
| 4995 | Wendy's Co. | 34715 |
| 235 | Wingstop, Inc. | 36418 |
| 1495 | Wyndham Hotels & Resorts, Inc. | 121439 |
| 2067 | Wynn Resorts Ltd. | 209904 |
| 5550 | Xponential Fitness, Inc. Class A\* | 33411 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Hotels, Restaurants & Leisure – (continued)** | **Hotels, Restaurants & Leisure – (continued)** |  |
| 7797 | Yum! Brands, Inc. | $1212278 |
|  |  | 37246530 |
| **Household Durables – 0.1%** | **Household Durables – 0.1%** |  |
| 222 | Cavco Industries, Inc.\* | 107512 |
| 1118 | Century Communities, Inc. | 64151 |
| 720 | Champion Homes, Inc.\* | 53546 |
| 11590 | Cricut, Inc. Class A | 43347 |
| 5933 | DR Horton, Inc. | 814126 |
| 34 | Dream Finders Homes, Inc. Class A\* | 473 |
| 6562 | Ethan Allen Interiors, Inc. | 146070 |
| 568 | Flexsteel Industries, Inc. | 25526 |
| 49238 | GoPro, Inc. Class A\* | 37913 |
| 730 | Green Brick Partners, Inc.\* | 47049 |
| 3193 | Hamilton Beach Brands Holding Co. Class A | 60507 |
| 157 | Helen of Troy Ltd.\* | 2264 |
| 6955 | Hooker Furnishings Corp.<sup>(a)</sup> | 89580 |
| 365 | Hovnanian Enterprises, Inc. Class A\* | 40482 |
| 516 | Installed Building Products, Inc. | 136817 |
| 1628 | KB Home | 84249 |
| 518 | La-Z-Boy, Inc. | 16649 |
| 6699 | Legacy Housing Corp.\* | 136861 |
| 6540 | Leggett & Platt, Inc. | 64615 |
| 3464 | Lennar Corp. Class A | 300814 |
| 5467 | Lifetime Brands, Inc. | 31381 |
| 3629 | Lovesac Co.\* | 53600 |
| 680 | M/I Homes, Inc.\* | 83266 |
| 444 | Meritage Homes Corp. | 27457 |
| 1188 | Mohawk Industries, Inc.\* | 116970 |
| 57 | NVR, Inc.\* | 375620 |
| 4270 | PulteGroup, Inc. | 502195 |
| 90709 | Purple Innovation, Inc.\* | 59977 |
| 538 | SharkNinja, Inc.\* | 56974 |
| 1418 | Smith Douglas Homes Corp.\* | 18150 |
| 7193 | Somnigroup International, Inc. | 531707 |
| 2898 | Sonos, Inc.\* | 38833 |
| 2450 | Taylor Morrison Home Corp.\* | 142688 |
| 1702 | Toll Brothers, Inc. | 232272 |
| 632 | TopBuild Corp.\* | 222022 |
| 331 | Traeger, Inc.\* | 9599 |
| 2667 | Tri Pointe Homes, Inc.\* | 124629 |
| 93 | Whirlpool Corp. | 5015 |
|  |  | 4904906 |
| **Household Products – 0.2%** | **Household Products – 0.2%** |  |
| 2958 | Central Garden & Pet Co. Class A\* | 95898 |
| 5668 | Church & Dwight Co., Inc. | 528938 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Household Products – (continued)** | **Household Products – (continued)** |  |
| 2705 | Clorox Co. | $280319 |
| 21656 | Colgate-Palmolive Co. | 1845741 |
| 2076 | Energizer Holdings, Inc. | 34088 |
| 7851 | Kimberly-Clark Corp. | 757386 |
| 5042 | Oil-Dri Corp. of America | 328184 |
| 57284 | Procter & Gamble Co. | 8274101 |
| 5093 | Reynolds Consumer Products, Inc. | 107870 |
| 567 | Spectrum Brands Holdings, Inc. | 41788 |
| 1425 | WD-40 Co. | 290614 |
|  |  | 12584927 |
| **Independent Power and Renewable Electricity Producers – 0.1%** | **Independent Power and Renewable Electricity Producers – 0.1%** | **Independent Power and Renewable Electricity Producers – 0.1%** |
| 12025 | AES Corp. | 169432 |
| 5453 | Brookfield Renewable Corp. | 217193 |
| 6546 | Clearway Energy, Inc. Class C | 257192 |
| 6037 | Clearway Energy, Inc. Class A | 236469 |
| 3386 | Hallador Energy Co.\* | 55124 |
| 11551 | Montauk Renewables, Inc.\* | 13284 |
| 3174 | Ormat Technologies, Inc. | 355234 |
| 950 | Talen Energy Corp.\* | 303269 |
| 8703 | Vistra Corp. | 1308322 |
|  |  | 2915519 |
| **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** |  |
| 13387 | 3M Co. | 1944194 |
| 40 | Brookfield Business Corp. Class A | 1265 |
| 25493 | Honeywell International, Inc. | 5762183 |
|  |  | 7707642 |
| **Industrial REITs – 0.1%** | **Industrial REITs – 0.1%** |  |
| 6969 | Americold Realty Trust, Inc. | 79865 |
| 1581 | EastGroup Properties, Inc. | 292627 |
| 4288 | First Industrial Realty Trust, Inc. | 248061 |
| 24629 | Industrial Logistics Properties Trust | 139893 |
| 389 | Lineage, Inc. | 12744 |
| 4107 | LXP Industrial Trust | 189990 |
| 11784 | One Liberty Properties, Inc. | 252885 |
| 22715 | Prologis, Inc. | 3002469 |
| 5028 | Rexford Industrial Realty, Inc. | 164566 |
| 6793 | STAG Industrial, Inc. | 244955 |
| 2446 | Terreno Realty Corp. | 150233 |
|  |  | 4778288 |
| **Insurance – 0.7%** | **Insurance – 0.7%** |  |
| 1479 | Abacus Global Management, Inc.<sup>(a)</sup> | 11655 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Insurance – (continued)** | **Insurance – (continued)** |  |
| 2829 | Accelerant Holdings Class A\* | $37795 |
| 13403 | Aflac, Inc. | 1470443 |
| 7114 | Allstate Corp. | 1475017 |
| 11366 | American Coastal Insurance Corp. | 127868 |
| 2674 | American Financial Group, Inc. | 341497 |
| 15616 | American International Group, Inc. | 1175104 |
| 6383 | AMERISAFE, Inc. | 212745 |
| 5747 | Aon PLC Class A | 1855017 |
| 9539 | Arch Capital Group Ltd.\* | 915649 |
| 5819 | Arthur J Gallagher & Co. | 1260279 |
| 1666 | Assurant, Inc. | 362871 |
| 1817 | Assured Guaranty Ltd. | 148049 |
| 16671 | Aviva PLC | 133791 |
| 3585 | Axis Capital Holdings Ltd. | 363555 |
| 347 | Baldwin Insurance Group, Inc.\* | 7613 |
| 3499 | Bowhead Specialty Holdings, Inc.\* | 78483 |
| 2979 | Brighthouse Financial, Inc.\* | 178383 |
| 22405 | Brown & Brown, Inc. | 1461030 |
| 4655 | Cincinnati Financial Corp. | 732464 |
| 16318 | Citizens, Inc.\*<sup>(a)</sup> | 82080 |
| 4757 | CNA Financial Corp. | 218441 |
| 5409 | CNO Financial Group, Inc. | 222094 |
| 11450 | Crawford & Co. Class A | 114157 |
| 14737 | Donegal Group, Inc. Class A | 253182 |
| 3285 | eHealth, Inc.\* | 4238 |
| 3505 | Employers Holdings, Inc. | 144196 |
| 338 | Erie Indemnity Co. Class A | 84943 |
| 1011 | Everest Group Ltd. | 330445 |
| 3782 | F&G Annuities & Life, Inc. | 95760 |
| 7013 | Fidelity National Financial, Inc. | 325263 |
| 3042 | First American Financial Corp. | 183402 |
| 23358 | Genworth Financial, Inc.\* | 189667 |
| 3224 | Global Indemnity Group LLC Class A | 87790 |
| 3829 | Globe Life, Inc. | 532882 |
| 196 | Goosehead Insurance, Inc. Class A\* | 8361 |
| 16402 | Greenlight Capital Re Ltd. Class A\* | 283591 |
| 7355 | Hagerty, Inc. Class A\* | 77448 |
| 11327 | Hamilton Insurance Group Ltd. Class B | 337884 |
| 2066 | Hanover Insurance Group, Inc. | 358141 |
| 8411 | Hartford Insurance Group, Inc. | 1137420 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Insurance – (continued)** | **Insurance – (continued)** |  |
| 1745 | HCI Group, Inc. | $269794 |
| 8305 | Heritage Insurance Holdings, Inc.\* | 218006 |
| 3939 | Hippo Holdings, Inc.\* | 102650 |
| 6996 | Horace Mann Educators Corp. | 298589 |
| 605 | Investors Title Co. | 131491 |
| 18411 | James River Group Holdings, Inc. | 115989 |
| 1852 | Kemper Corp. | 56597 |
| 10 | Kestrel Group Ltd.\* | 108 |
| 3816 | Kingstone Cos., Inc. | 55599 |
| 20363 | Kingsway Financial Services, Inc.\* | 212386 |
| 387 | Kinsale Capital Group, Inc. | 132222 |
| 1094 | Lemonade, Inc.\* | 68572 |
| 8190 | Lincoln National Corp. | 290745 |
| 6556 | Loews Corp. | 699787 |
| 426 | Markel Group, Inc.\* | 815394 |
| 12035 | Marsh & McLennan Cos., Inc. | 2087471 |
| 17087 | MBIA, Inc.\* | 100984 |
| 2041 | Mercury General Corp. | 179914 |
| 14193 | MetLife, Inc. | 1003729 |
| 6233 | Neptune Insurance Holdings, Inc. Class A\* | 150776 |
| 12282 | NI Holdings, Inc.\* | 158315 |
| 3593 | Octave Specialty Group, Inc.\* | 16707 |
| 10828 | Old Republic International Corp. | 432037 |
| 960 | Oscar Health, Inc. Class A\* | 11011 |
| 1012 | Palomar Holdings, Inc.\* | 120934 |
| 789 | Primerica, Inc. | 197629 |
| 6253 | Principal Financial Group, Inc. | 563458 |
| 11623 | ProAssurance Corp.\* | 287321 |
| 26312 | Progressive Corp. | 5216091 |
| 8427 | Prudential Financial, Inc. | 823234 |
| 1533 | Reinsurance Group of America, Inc. | 312977 |
| 1556 | RenaissanceRe Holdings Ltd. | 462490 |
| 2576 | RLI Corp. | 146935 |
| 60 | Root, Inc. Class A\* | 2650 |
| 2452 | Ryan Specialty Holdings, Inc. | 82731 |
| 2395 | Safety Insurance Group, Inc. | 173973 |
| 2060 | Selective Insurance Group, Inc. | 155303 |
| 7563 | Selectquote, Inc.\* | 4761 |
| 11380 | SiriusPoint Ltd.\* | 245125 |
| 1208 | Skyward Specialty Insurance Group, Inc.\* | 52765 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Insurance – (continued)** | **Insurance – (continued)** |  |
| 7104 | Slide Insurance Holdings, Inc.\* | $127872 |
| 1077 | Stewart Information Services Corp. | 66322 |
| 1607 | Tiptree, Inc. | 27190 |
| 6141 | Travelers Cos., Inc. | 1791207 |
| 180 | Trupanion, Inc.\* | 4610 |
| 3328 | TWFG, Inc.\* | 61202 |
| 6000 | United Fire Group, Inc. | 222360 |
| 8879 | Universal Insurance Holdings, Inc. | 303307 |
| 5146 | Unum Group | 375812 |
| 11040 | W.R. Berkley Corp. | 731731 |
| 78 | White Mountains Insurance Group Ltd. | 171363 |
| 2766 | Willis Towers Watson PLC | 804076 |
|  |  | 38564995 |
| **Interactive Media & Services – 2.4%** | **Interactive Media & Services – 2.4%** |  |
| 138123 | Alphabet, Inc. Class C | 39621964 |
| 160466 | Alphabet, Inc. Class A | 46143603 |
| 574 | Angi, Inc. | 3932 |
| 26271 | Arena Group Holdings, Inc.\* | 57008 |
| 7305 | Bumble, Inc. Class A\* | 23814 |
| 1539 | Cargurus, Inc.\* | 52403 |
| 3772 | EverQuote, Inc. Class A\* | 58164 |
| 6403 | fuboTV, Inc. Class A\*<sup>(a)</sup> | 60572 |
| 177 | Grindr, Inc.\* | 2140 |
| 1214 | IAC, Inc.\* | 48596 |
| 6011 | Match Group, Inc. | 184598 |
| 4255 | MediaAlpha, Inc. Class A\* | 39572 |
| 86482 | Meta Platforms, Inc. Class A | 49478947 |
| 15326 | Nextdoor Holdings, Inc.\* | 21456 |
| 7537 | Pinterest, Inc. Class A\* | 138229 |
| 322 | QuinStreet, Inc.\* | 3867 |
| 2653 | Reddit, Inc. Class A\* | 357227 |
| 121 | Rumble, Inc.\* | 617 |
| 43 | Shutterstock, Inc. | 714 |
| 4120 | Snap, Inc. Class A\* | 18952 |
| 13201 | Taboola.com Ltd.\* | 40923 |
| 8279 | Travelzoo\* | 49012 |
| 3234 | TripAdvisor, Inc.\* | 34474 |
| 427 | Trump Media & Technology Group Corp.\* | 3963 |
| 3676 | Webtoon Entertainment, Inc.\*<sup>(a)</sup> | 33782 |
| 2542 | Yelp, Inc.\* | 62889 |
| 1431 | Ziff Davis, Inc.\* | 60045 |
| 6341 | ZipRecruiter, Inc. Class A\* | 11667 |
| 4914 | ZoomInfo Technologies, Inc.\* | 29386 |
|  |  | 136642516 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **IT Services – 0.4%** | **IT Services – 0.4%** |  |
| 14463 | Accenture PLC Class A | $2867868 |
| 22180 | Akamai Technologies, Inc.\* | 2547373 |
| 3609 | Amdocs Ltd. | 235523 |
| 2881 | Applied Digital Corp.\* | 68395 |
| 1120 | ASGN, Inc.\* | 43355 |
| 18170 | Backblaze, Inc. Class A\* | 62686 |
| 492 | BigBear.ai Holdings, Inc.\*<sup>(a)</sup> | 1732 |
| 8599 | Cloudflare, Inc. Class A\* | 1774318 |
| 11893 | Cognizant Technology Solutions Corp. Class A | 729636 |
| 14077 | Commerce.com, Inc.\* | 37586 |
| 666 | CoreWeave, Inc. Class A\* | 51595 |
| 84 | Crexendo, Inc.\* | 518 |
| 29 | CSP, Inc. | 251 |
| 332 | DigitalOcean Holdings, Inc.\* | 28479 |
| 4635 | DXC Technology Co.\* | 58262 |
| 551 | EPAM Systems, Inc.\* | 74605 |
| 1176 | Gartner, Inc.\* | 186208 |
| 738 | Globant SA\* | 34029 |
| 2392 | GoDaddy, Inc. Class A\* | 197747 |
| 263 | Grid Dynamics Holdings, Inc.\* | 1499 |
| 12417 | Hackett Group, Inc. | 161545 |
| 39808 | Information Services Group, Inc. | 152863 |
| 38352 | International Business Machines Corp. | 9296141 |
| 1728 | Kyndryl Holdings, Inc.\* | 22671 |
| 1301 | MongoDB, Inc.\* | 318446 |
| 3816 | Okta, Inc.\* | 300357 |
| 6943 | Rackspace Technology, Inc.\*<sup>(a)</sup> | 6803 |
| 9150 | Snowflake, Inc.\* | 1380003 |
| 7395 | TSS, Inc.\*<sup>(a)</sup> | 96209 |
| 6548 | Tucows, Inc. Class A\* | 112364 |
| 3023 | Twilio, Inc. Class A\* | 380354 |
| 35536 | Unisys Corp.\* | 73559 |
| 2566 | VeriSign, Inc. | 637292 |
| 273 | VTEX Class A\* | 1092 |
| 2934 | Whitefiber, Inc.\*<sup>(a)</sup> | 34944 |
|  |  | 21976308 |
| **Leisure Products – 0.0%** | **Leisure Products – 0.0%** |  |
| 1614 | Acushnet Holdings Corp. | 150877 |
| 1062 | Brunswick Corp. | 77271 |
| 2712 | Callaway Golf Co.\* | 37643 |
| 31052 | Clarus Corp. | 84461 |
| 5271 | Escalade, Inc. | 90503 |
| 9735 | Funko, Inc. Class A\* | 30665 |
| 3667 | Hasbro, Inc. | 343231 |
| 3150 | JAKKS Pacific, Inc. | 62748 |
| 3597 | Johnson Outdoors, Inc. Class A | 167296 |
| 192 | Latham Group, Inc.\* | 1031 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Leisure Products – (continued)** | **Leisure Products – (continued)** |  |
| 15073 | Marine Products Corp. | $109581 |
| 4309 | MasterCraft Boat Holdings, Inc.\* | 88378 |
| 6637 | Mattel, Inc.\* | 96436 |
| 688 | Peloton Interactive, Inc. Class A\* | 2952 |
| 1520 | Polaris, Inc. | 82840 |
| 12989 | Smith & Wesson Brands, Inc. | 186132 |
| 4925 | Sturm Ruger & Co., Inc. | 197443 |
| 103 | YETI Holdings, Inc.\* | 3769 |
|  |  | 1813257 |
| **Life Sciences Tools & Services – 0.3%** | **Life Sciences Tools & Services – 0.3%** |  |
| 140 | 10X Genomics, Inc. Class A\* | 2972 |
| 6717 | Adaptive Biotechnologies Corp.\* | 93232 |
| 17144 | Agilent Technologies, Inc. | 1954073 |
| 10144 | Alpha Teknova, Inc.\*<sup>(a)</sup> | 29316 |
| 15 | Atlantic International Corp.\* | 45 |
| 12335 | Avantor, Inc.\* | 96706 |
| 1798 | BioLife Solutions, Inc.\* | 34306 |
| 269 | Bio-Rad Laboratories, Inc. Class A\* | 74984 |
| 1089 | Bio-Techne Corp. | 56911 |
| 692 | Charles River Laboratories International, Inc.\* | 119370 |
| 46905 | Codexis, Inc.\* | 76455 |
| 2858 | CryoPort, Inc.\* | 23664 |
| 1115 | Cytek Biosciences, Inc.\* | 4873 |
| 25269 | Danaher Corp. | 4791002 |
| 2689 | Ginkgo Bioworks Holdings, Inc.\* | 16484 |
| 1097 | ICON PLC\* | 121394 |
| 2100 | Illumina, Inc.\* | 258846 |
| 3987 | IQVIA Holdings, Inc.\* | 679943 |
| 11890 | Lifecore Biomedical, Inc.\* | 44231 |
| 36872 | MaxCyte, Inc.\* | 25903 |
| 747 | Medpace Holdings, Inc.\* | 358702 |
| 217 | Mesa Laboratories, Inc. | 19187 |
| 506 | Mettler-Toledo International, Inc.\* | 638167 |
| 16822 | Nautilus Biotechnology, Inc.\* | 65269 |
| 23271 | OmniAb, Inc.\* | 36535 |
| 10983 | Pacific Biosciences of California, Inc.\* | 14498 |
| 2606 | Personalis, Inc.\* | 16600 |
| 2860 | Quanterix Corp.\* | 10067 |
| 36210 | Quantum-Si, Inc.\* | 28027 |
| 179 | Repligen Corp.\* | 21090 |
| 1423 | Revvity, Inc. | 124669 |
| 59854 | Seer, Inc.\* | 100555 |
| 5265 | Sotera Health Co.\* | 75500 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Life Sciences Tools & Services – (continued)** | **Life Sciences Tools & Services – (continued)** |  |
| 10077 | Standard BioTools, Inc.\* | $9264 |
| 1042 | Tempus AI, Inc. Class A\* | 47119 |
| 15174 | Thermo Fisher Scientific, Inc. | 7458476 |
| 2197 | Waters Corp.\* | 654267 |
| 889 | West Pharmaceutical Services, Inc. | 222819 |
|  |  | 18405521 |
| **Machinery – 0.6%** | **Machinery – 0.6%** |  |
| 22005 | 3D Systems Corp.\* | 41369 |
| 13 | Aebi Schmidt Holding AG | 126 |
| 1874 | AGCO Corp. | 217140 |
| 11961 | AirJoule Technologies Corp.\* | 30022 |
| 651 | Alamo Group, Inc. | 107395 |
| 44 | Albany International Corp. Class A | 2297 |
| 49 | Alliance Laundry Holdings, Inc.\* | 1016 |
| 1178 | Allison Transmission Holdings, Inc. | 137897 |
| 1797 | Astec Industries, Inc. | 96750 |
| 2957 | Atmus Filtration Technologies, Inc. | 167869 |
| 2362 | Blue Bird Corp.\* | 134138 |
| 11796 | Caterpillar, Inc. | 8356994 |
| 1896 | CECO Environmental Corp.\* | 112964 |
| 898 | Chart Industries, Inc.\* | 185661 |
| 18303 | CNH Industrial NV | 201333 |
| 1071 | Crane Co. | 183141 |
| 3374 | Cummins, Inc. | 1815279 |
| 5974 | Deere & Co. | 3365154 |
| 4140 | Donaldson Co., Inc. | 351362 |
| 8612 | Douglas Dynamics, Inc. | 362479 |
| 2566 | Dover Corp. | 534883 |
| 10331 | Energy Recovery, Inc.\* | 104033 |
| 3531 | Enerpac Tool Group Corp. | 128776 |
| 462 | Enpro, Inc. | 115800 |
| 423 | Esab Corp. | 40887 |
| 1137 | ESCO Technologies, Inc. | 319918 |
| 1664 | Federal Signal Corp. | 179945 |
| 2600 | Flowserve Corp. | 191126 |
| 5824 | Fortive Corp. | 321951 |
| 1857 | Franklin Electric Co., Inc. | 171160 |
| 2924 | Gates Industrial Corp. PLC\* | 66112 |
| 6077 | Gencor Industries, Inc.\* | 91155 |
| 3393 | Gorman-Rupp Co. | 210807 |
| 3631 | Graco, Inc. | 307364 |
| 1543 | Graham Corp.\* | 121774 |
| 280 | Greenbrier Cos., Inc. | 14742 |
| 165 | Hillman Solutions Corp.\* | 1373 |
| 510 | Hyster-Yale, Inc. | 16580 |
| 967 | IDEX Corp. | 183295 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Machinery – (continued)** | **Machinery – (continued)** |  |
| 7266 | Illinois Tool Works, Inc. | $1891267 |
| 6322 | Ingersoll Rand, Inc. | 506519 |
| 2053 | ITT, Inc. | 391158 |
| 1313 | JBT Marel Corp. | 167893 |
| 154 | Kadant, Inc. | 45022 |
| 1359 | Kennametal, Inc. | 49101 |
| 3099 | L.B. Foster Co. Class A\* | 86462 |
| 1280 | Lincoln Electric Holdings, Inc. | 318822 |
| 1431 | Lindsay Corp. | 170389 |
| 7924 | Luxfer Holdings PLC | 96514 |
| 3252 | Manitowoc Co., Inc.\* | 37886 |
| 2341 | Mayville Engineering Co., Inc.\* | 42021 |
| 23420 | Microvast Holdings, Inc.\* | 35130 |
| 732 | Middleby Corp.\* | 97049 |
| 2027 | Miller Industries, Inc. | 92330 |
| 3671 | Mueller Industries, Inc. | 406747 |
| 3610 | Mueller Water Products, Inc. Class A | 99239 |
| 805 | Nordson Corp. | 214178 |
| 7041 | Omega Flex, Inc. | 218553 |
| 1907 | Oshkosh Corp. | 280729 |
| 9133 | Otis Worldwide Corp. | 703972 |
| 11546 | PACCAR, Inc. | 1333563 |
| 12141 | Palladyne AI Corp.\*<sup>(a)</sup> | 73696 |
| 5117 | Parker-Hannifin Corp. | 4580943 |
| 3813 | Park-Ohio Holdings Corp. | 91665 |
| 3552 | Pentair PLC | 309415 |
| 1703 | Proto Labs, Inc.\* | 97105 |
| 907 | RBC Bearings, Inc.\* | 492610 |
| 2124 | Richtech Robotics, Inc. Class B\*<sup>(a)</sup> | 4439 |
| 1216 | Snap-on, Inc. | 441675 |
| 1312 | SPX Technologies, Inc.\* | 262321 |
| 486 | Standex International Corp. | 123862 |
| 1141 | Stanley Black & Decker, Inc. | 81079 |
| 3060 | Stratasys Ltd.\* | 23899 |
| 1165 | Symbotic, Inc.\* | 61978 |
| 2303 | Tennant Co. | 152919 |
| 1813 | Terex Corp. | 107148 |
| 1236 | Timken Co. | 124305 |
| 3246 | Titan International, Inc.\* | 22430 |
| 1858 | Toro Co. | 173612 |
| 4014 | Trinity Industries, Inc. | 129171 |
| 293 | Wabash National Corp. | 2526 |
| 1257 | Watts Water Technologies, Inc. Class A | 364895 |
| 3975 | Westinghouse Air Brake Technologies Corp. | 993392 |
| 2459 | Worthington Enterprises, Inc. | 128212 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Machinery – (continued)** | **Machinery – (continued)** |  |
| 6501 | Xylem, Inc. | $776869 |
|  |  | 35896777 |
| **Marine Transportation – 0.0%** | **Marine Transportation – 0.0%** |  |
| 12232 | Costamare Bulkers Holdings Ltd.\* | 189229 |
| 12015 | Costamare, Inc. | 203053 |
| 8056 | Genco Shipping & Trading Ltd. | 181663 |
| 6155 | Global Ship Lease, Inc. Class A | 229151 |
| 587 | Kirby Corp.\* | 78001 |
| 282 | Matson, Inc. | 46231 |
| 2930 | Pangaea Logistics Solutions Ltd. | 20744 |
| 36837 | Safe Bulkers, Inc. | 233178 |
| 5866 | Star Bulk Carriers Corp. | 134742 |
|  |  | 1315992 |
| **Media – 0.1%** | **Media – 0.1%** |  |
| 2661 | AMC Networks, Inc. Class A\* | 18068 |
| 15304 | Boston Omaha Corp. Class A\* | 178751 |
| 308 | Cable One, Inc.\* | 28093 |
| 38051 | Cardlytics, Inc.\* | 39953 |
| 1441 | Charter Communications, Inc. Class A\* | 311083 |
| 23727 | Clear Channel Outdoor Holdings, Inc.\*<sup>(a)</sup> | 56233 |
| 2304 | DoubleVerify Holdings, Inc.\* | 21888 |
| 2163 | EchoStar Corp. Class A\* | 253222 |
| 7705 | Emerald Holding, Inc. | 34749 |
| 39237 | Entravision Communications Corp. Class A | 116534 |
| 9184 | EW Scripps Co. Class A\* | 34164 |
| 4688 | Fox Corp. Class A | 273779 |
| 4072 | Fox Corp. Class B | 216223 |
| 7556 | Gambling.com Group Ltd.\* | 29317 |
| 10852 | Gray Media, Inc. | 47098 |
| 262 | Ibotta, Inc. Class A\* | 7852 |
| 24066 | iHeartMedia, Inc. Class A | 70273 |
| 2030 | John Wiley & Sons, Inc. Class A | 77343 |
| 552 | Liberty Broadband Corp. Class C\* | 27766 |
| 17 | Liberty Broadband Corp. Class A\* | 854 |
| 1684 | Magnite, Inc.\* | 20006 |
| 4750 | MNTN, Inc. Class A\* | 41800 |
| 9300 | National CineMedia, Inc. | 28365 |
| 5509 | New York Times Co. Class A | 461269 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Media – (continued)** | **Media – (continued)** |  |
| 7817 | News Corp. Class A | $194878 |
| 4024 | News Corp. Class B | 114724 |
| 24807 | Newsmax, Inc.\*<sup>(a)</sup> | 129492 |
| 1368 | Nexstar Media Group, Inc. | 247375 |
| 167 | NIQ Global Intelligence PLC\* | 1899 |
| 5089 | Omnicom Group, Inc. | 383253 |
| 28302 | Paramount Skydance Corp. Class B<sup>(a)</sup> | 255284 |
| 3494 | Scholastic Corp.<sup>(a)</sup> | 136476 |
| 1879 | Sinclair, Inc. | 24314 |
| 6922 | Sirius XM Holdings, Inc. | 159760 |
| 3069 | TechTarget, Inc.\* | 11908 |
| 3894 | Thryv Holdings, Inc.\* | 10670 |
| 4648 | Trade Desk, Inc. Class A\* | 105463 |
| 789 | USA TODAY Co., Inc.\* | 5562 |
| 3380 | Versant Media Group, Inc.\* | 125128 |
|  |  | 4300869 |
| **Metals & Mining – 0.2%** | **Metals & Mining – 0.2%** |  |
| 2700 | Alcoa Corp. | 179091 |
| 17 | Alpha Metallurgical Resources, Inc.\* | 3490 |
| 10100 | American Battery Technology Co.\* | 28179 |
| 300 | Anglogold Ashanti PLC | 29208 |
| 3158 | Aura Minerals, Inc. | 257693 |
| 256 | Century Aluminum Co.\* | 15025 |
| 520 | Cleveland-Cliffs, Inc.\* | 4394 |
| 18645 | Coeur Mining, Inc.\* | 349967 |
| 1516 | Commercial Metals Co. | 93128 |
| 5281 | Compass Minerals International, Inc.\* | 123311 |
| 246 | Constellium SE\* | 6047 |
| 4600 | Contango Silver & Gold, Inc.\* | 86250 |
| 654 | Critical Metals Corp.\*<sup>(a)</sup> | 5193 |
| 23201 | Dakota Gold Corp.\* | 117165 |
| 7048 | Evraz PLC\*<sup>(b)</sup> |  |
| 29011 | Freeport-McMoRan, Inc. | 1705267 |
| 13499 | Hecla Mining Co. | 251486 |
| 60831 | i-80 Gold Corp.\* | 92463 |
| 3317 | Idaho Strategic Resources, Inc.\* | 106542 |
| 1410 | Ivanhoe Electric, Inc.\* | 16666 |
| 408 | Kaiser Aluminum Corp. | 49168 |
| 135 | Lifezone Metals Ltd.\* | 454 |
| 179 | Materion Corp. | 25892 |
| 5289 | McEwen, Inc.\* | 108001 |
| 3969 | Metallus, Inc.\* | 64853 |
| 2472 | MP Materials Corp.\*<sup>(a)</sup> | 119299 |
| 47844 | Newmont Corp. | 5179113 |
| 8667 | NioCorp Developments Ltd.\* | 38655 |
| 1369 | Novagold Resources, Inc.\* | 12294 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Metals & Mining – (continued)** | **Metals & Mining – (continued)** |  |
| 4723 | Nucor Corp. | $798659 |
| 2507 | Perpetua Resources Corp.\* | 70497 |
| 134 | Ramaco Resources, Inc. Class B | 1367 |
| 932 | Ramaco Resources, Inc. Class A\* | 14409 |
| 1183 | Reliance, Inc. | 359537 |
| 2060 | Royal Gold, Inc. | 524249 |
| 3477 | Ryerson Holding Corp. | 78163 |
| 2119 | Southern Copper Corp. | 364595 |
| 3027 | Steel Dynamics, Inc. | 544860 |
| 9146 | SunCoke Energy, Inc. | 59540 |
| 8705 | Tredegar Corp.\* | 69205 |
| 5200 | U.S. Antimony Corp.\*<sup>(a)</sup> | 45396 |
| 58 | U.S. Gold Corp.\* | 881 |
| 11 | U.S. Goldmining, Inc.\* | 128 |
| 4373 | USA Rare Earth, Inc.\* | 66185 |
| 289 | Vox Royalty Corp. | 1514 |
|  |  | 12067479 |
| **Mortgage Real Estate Investment Trusts (REITs) – 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.1%** |
| 4 | ACRES Commercial Realty Corp.\* | 77 |
| 26111 | Adamas Trust, Inc. | 192177 |
| 47279 | AGNC Investment Corp. | 474208 |
| 18078 | Angel Oak Mortgage REIT, Inc. | 148601 |
| 27656 | Annaly Capital Management, Inc. | 584924 |
| 24841 | Apollo Commercial Real Estate Finance, Inc. | 262321 |
| 5332 | Arbor Realty Trust, Inc. | 41110 |
| 21240 | ARES Commercial Real Estate Corp. | 101952 |
| 9417 | ARMOUR Residential REIT, Inc. | 157076 |
| 9851 | Blackstone Mortgage Trust, Inc. Class A | 188647 |
| 38053 | BrightSpire Capital, Inc. | 213097 |
| 7109 | Chimera Investment Corp. | 89218 |
| 20995 | Dynex Capital, Inc. | 267896 |
| 21392 | Ellington Financial, Inc. | 253495 |
| 16597 | Franklin BSP Realty Trust, Inc. | 140909 |
| 31045 | Granite Point Mortgage Trust, Inc. | 45015 |
| 25548 | Invesco Mortgage Capital, Inc. | 206428 |
| 19851 | KKR Real Estate Finance Trust, Inc. | 121488 |
| 17671 | Ladder Capital Corp. | 172646 |
| 13023 | MFA Financial, Inc. | 124760 |
| 10041 | Nexpoint Real Estate Finance, Inc. | 135252 |
| 30263 | Orchid Island Capital, Inc. | 212749 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Mortgage Real Estate Investment Trusts (REITs) – (continued)** | **Mortgage Real Estate Investment Trusts (REITs) – (continued)** | **Mortgage Real Estate Investment Trusts (REITs) – (continued)** |
| 14977 | PennyMac Mortgage Investment Trust | $174632 |
| 13782 | Ready Capital Corp. | 22327 |
| 24813 | Redwood Trust, Inc. | 139201 |
| 30754 | Rithm Capital Corp. | 291548 |
| 10676 | Rithm Property Trust, Inc. | 142952 |
| 14237 | Starwood Property Trust, Inc. | 245161 |
| 8267 | Sunrise Realty Trust, Inc.<sup>(a)</sup> | 63408 |
| 24062 | TPG RE Finance Trust, Inc. | 187924 |
| 19401 | Two Harbors Investment Corp. | 221559 |
|  |  | 5622758 |
| **Multi-Utilities – 0.2%** | **Multi-Utilities – 0.2%** |  |
| 7901 | Ameren Corp. | 868478 |
| 7192 | Avista Corp. | 288687 |
| 3889 | Black Hills Corp. | 269935 |
| 20258 | CenterPoint Energy, Inc. | 874335 |
| 8945 | CMS Energy Corp. | 693953 |
| 9966 | Consolidated Edison, Inc. | 1127952 |
| 22113 | Dominion Energy, Inc. | 1367026 |
| 6076 | DTE Energy Co. | 888433 |
| 14566 | NiSource, Inc. | 679650 |
| 4896 | Northwestern Energy Group, Inc. | 322842 |
| 11650 | Public Service Enterprise Group, Inc. | 943067 |
| 15536 | Sempra | 1509633 |
| 5446 | Unitil Corp. | 284499 |
| 9401 | WEC Energy Group, Inc. | 1088354 |
|  |  | 11206844 |
| **Office REITs – 0.0%** | **Office REITs – 0.0%** |  |
| 14657 | Brandywine Realty Trust | 39721 |
| 2460 | BXP, Inc. | 127674 |
| 5216 | COPT Defense Properties | 159610 |
| 4397 | Cousins Properties, Inc. | 99240 |
| 3701 | Douglas Emmett, Inc. | 34863 |
| 3498 | Easterly Government Properties, Inc. | 74962 |
| 4052 | Empire State Realty Trust, Inc. Class A | 21070 |
| 75618 | Franklin Street Properties Corp. | 50248 |
| 4312 | Highwoods Properties, Inc. | 92320 |
| 37 | Hudson Pacific Properties, Inc.\* | 219 |
| 6966 | JBG SMITH Properties | 101773 |
| 4853 | Kilroy Realty Corp. | 136903 |
| 10547 | NET Lease Office Properties | 121502 |
| 13556 | Peakstone Realty Trust | 283185 |
| 5211 | Piedmont Realty Trust, Inc.\* | 34236 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Office REITs – (continued)** | **Office REITs – (continued)** |  |
| 22913 | Postal Realty Trust, Inc. Class A | $425265 |
| 831 | SL Green Realty Corp. | 30697 |
| 2934 | Vornado Realty Trust | 76255 |
|  |  | 1909743 |
| **Oil, Gas & Consumable Fuels – 1.5%** | **Oil, Gas & Consumable Fuels – 1.5%** |  |
| 31557 | Aemetis, Inc.\* | 100667 |
| 4302 | Amplify Energy Corp.\* | 26844 |
| 14682 | Antero Midstream Corp. | 334750 |
| 6642 | Antero Resources Corp.\* | 281886 |
| 9116 | APA Corp. | 386883 |
| 12610 | Ardmore Shipping Corp. | 192303 |
| 2047 | California Resources Corp. | 141693 |
| 39 | Calumet, Inc.\* | 1400 |
| 345 | Centrus Energy Corp. Class A\* | 59889 |
| 5473 | Cheniere Energy, Inc. | 1553018 |
| 72408 | Chevron Corp. | 14981215 |
| 1217 | Chord Energy Corp. | 173033 |
| 1514 | Clean Energy Fuels Corp.\* | 3755 |
| 3192 | CNX Resources Corp.\* | 123052 |
| 3399 | Comstock Resources, Inc.\* | 71651 |
| 49864 | ConocoPhillips | 6582048 |
| 465 | Core Natural Resources, Inc. | 48699 |
| 19063 | Coterra Energy, Inc. | 669874 |
| 4077 | CVR Energy, Inc.\* | 137191 |
| 2589 | Delek U.S. Holdings, Inc. | 116686 |
| 12384 | Devon Energy Corp. | 623163 |
| 18175 | DHT Holdings, Inc. | 332057 |
| 2829 | Diamondback Energy, Inc. | 559548 |
| 4333 | Dorian LPG Ltd. | 148189 |
| 2800 | DT Midstream, Inc. | 377076 |
| 17126 | Empire Petroleum Corp.\*<sup>(a)</sup> | 50693 |
| 4953 | Energy Fuels, Inc.\* | 90392 |
| 25467 | EOG Resources, Inc. | 3681764 |
| 8 | Epsilon Energy Ltd. | 49 |
| 16408 | EQT Corp. | 1044205 |
| 65641 | Evolution Petroleum Corp.<sup>(a)</sup> | 300636 |
| 37 | Excelerate Energy, Inc. Class A | 1237 |
| 5894 | Expand Energy Corp. | 647043 |
| 145552 | Exxon Mobil Corp. | 24694352 |
| 8496 | FLEX LNG Ltd.\*<sup>(a)</sup> | 252416 |
| 10721 | Frontline PLC | 373734 |
| 45997 | FutureFuel Corp. | 177088 |
| 16814 | Gevo, Inc.\* | 45902 |
| 22794 | Granite Ridge Resources, Inc. | 133801 |
| 656 | Gulfport Energy Corp.\* | 138790 |
| 6945 | HF Sinclair Corp. | 433299 |
| 3912 | Infinity Natural Resources, Inc. Class A\* | 68890 |
| 2947 | International Seaways, Inc. | 214777 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Oil, Gas & Consumable Fuels – (continued)** | **Oil, Gas & Consumable Fuels – (continued)** |  |
| 98804 | Kinder Morgan, Inc. | $3312898 |
| 323 | Kinetik Holdings, Inc.<sup>(a)</sup> | 15636 |
| 31 | Kolibri Global Energy, Inc.\* | 170 |
| 1909 | Lightbridge Corp.\* | 20350 |
| 2289 | Magnolia Oil & Gas Corp. Class A | 72264 |
| 7881 | Marathon Petroleum Corp. | 1924383 |
| 1855 | Matador Resources Co. | 117199 |
| 2970 | Murphy Oil Corp. | 122513 |
| 7211 | Navigator Holdings Ltd. | 139389 |
| 659 | NextDecade Corp.\* | 5048 |
| 54074 | NextNRG, Inc.\*<sup>(a)</sup> | 21630 |
| 68814 | Nordic American Tankers Ltd. | 403250 |
| 15240 | Occidental Petroleum Corp. | 990600 |
| 11902 | ONEOK, Inc. | 1075822 |
| 4238 | Ovintiv, Inc. | 251568 |
| 6650 | Par Pacific Holdings, Inc.\* | 416556 |
| 252 | PBF Energy, Inc. Class A | 12000 |
| 2726 | Peabody Energy Corp. | 89822 |
| 70146 | Permian Resources Corp. Class A | 1495513 |
| 9586 | Phillips 66 | 1746377 |
| 88 | PrimeEnergy Resources Corp.\* | 20491 |
| 5790 | Range Resources Corp. | 261592 |
| 7586 | REX American Resources Corp.\* | 345694 |
| 2331 | Riley Exploration Permian, Inc. | 84965 |
| 369 | Sable Offshore Corp.\* | 6096 |
| 12489 | SandRidge Energy, Inc. | 203696 |
| 4005 | Scorpio Tankers, Inc. | 299013 |
| 8347 | SFL Corp. Ltd. | 90064 |
| 7202 | Talos Energy, Inc.\* | 113504 |
| 4774 | Tamboran Resources Corp.\* | 238652 |
| 4900 | Targa Resources Corp. | 1228577 |
| 27326 | Teekay Corp. Ltd. | 333650 |
| 2924 | Teekay Tankers Ltd. Class A | 214388 |
| 632 | Texas Pacific Land Corp. | 299922 |
| 5858 | Tsakos Energy Navigation Ltd.<sup>(a)</sup> | 231157 |
| 8658 | Uranium Energy Corp.\* | 116883 |
| 33917 | Ur-Energy, Inc.\* | 50536 |
| 31633 | VAALCO Energy, Inc. | 200553 |
| 7907 | Valero Energy Corp. | 1953662 |
| 10986 | Venture Global, Inc. Class A | 173139 |
| 20 | Verde Clean Fuels, Inc.\* | 34 |
| 2024 | Viper Energy, Inc. Class A | 95108 |
| 6749 | Vitesse Energy, Inc.<sup>(a)</sup> | 122562 |
| 51897 | W&T Offshore, Inc. | 176969 |
| 54289 | Williams Cos., Inc. | 3951153 |
| 4632 | World Kinect Corp. | 106860 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Oil, Gas & Consumable Fuels – (continued)** | **Oil, Gas & Consumable Fuels – (continued)** |  |
| 69 | XCF Global, Inc. Class A\* | $25 |
|  |  | 83527571 |
| **Paper & Forest Products – 0.0%** | **Paper & Forest Products – 0.0%** |  |
| 3425 | Clearwater Paper Corp.\* | 49251 |
| 642 | Louisiana-Pacific Corp. | 46706 |
| 45 | Sylvamo Corp. | 1901 |
|  |  | 97858 |
| **Passenger Airlines – 0.1%** | **Passenger Airlines – 0.1%** |  |
| 655 | Alaska Air Group, Inc.\* | 24091 |
| 12 | Allegiant Travel Co.\* | 972 |
| 8735 | American Airlines Group, Inc.\* | 93814 |
| 1955 | Copa Holdings SA Class A | 222107 |
| 33677 | Delta Air Lines, Inc. | 2238847 |
| 6 | flyExclusive, Inc.\* | 14 |
| 278 | Frontier Group Holdings, Inc.\* | 981 |
| 5818 | Joby Aviation, Inc.\* | 48057 |
| 691 | SkyWest, Inc.\* | 63454 |
| 6716 | Southwest Airlines Co. | 252320 |
| 505 | Sun Country Airlines Holdings, Inc.\* | 8343 |
| 6309 | United Airlines Holdings, Inc.\* | 580870 |
|  |  | 3533870 |
| **Personal Products – 0.0%** | **Personal Products – 0.0%** |  |
| 17676 | Beauty Health Co.\* | 15732 |
| 425 | BellRing Brands, Inc.\* | 6838 |
| 26513 | Coty, Inc. Class A\* | 53291 |
| 2001 | Edgewell Personal Care Co. | 42701 |
| 2 | elf Beauty, Inc.\* | 121 |
| 4722 | Estee Lauder Cos., Inc. Class A | 338898 |
| 19 | FitLife Brands, Inc.\* | 270 |
| 9199 | Herbalife Ltd.\* | 135409 |
| 20252 | Honest Co., Inc.\* | 59541 |
| 1202 | Interparfums, Inc. | 109190 |
| 34873 | Kenvue, Inc. | 601211 |
| 6901 | Lifevantage Corp.<sup>(a)</sup> | 29812 |
| 14223 | Medifast, Inc.\* | 144932 |
| 3327 | Nature's Sunshine Products, Inc.\* | 79815 |
| 6839 | Niagen Bioscience, Inc.\* | 30160 |
| 19661 | Nu Skin Enterprises, Inc. Class A | 143132 |
| 12882 | Olaplex Holdings, Inc.\* | 26151 |
| 9173 | Upexi, Inc.\*<sup>(a)</sup> | 9041 |
| 2426 | USANA Health Sciences, Inc.\* | 42382 |
| 9066 | Waldencast PLC Class A\* | 8610 |
|  |  | 1877237 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Pharmaceuticals – 1.1%** | **Pharmaceuticals – 1.1%** |  |
| 16207 | Aclaris Therapeutics, Inc.\* | $60776 |
| 8369 | Alto Neuroscience, Inc.\* | 188135 |
| 20093 | Amneal Pharmaceuticals, Inc.\* | 249756 |
| 877 | Amphastar Pharmaceuticals, Inc.\* | 17180 |
| 7532 | Amylyx Pharmaceuticals, Inc.\* | 104695 |
| 3520 | ANI Pharmaceuticals, Inc.\* | 270688 |
| 11977 | Aquestive Therapeutics, Inc.\* | 49705 |
| 32 | Arvinas, Inc.\* | 339 |
| 4900 | Assertio Holdings, Inc.\* | 93394 |
| 56937 | Atea Pharmaceuticals, Inc.\* | 306321 |
| 9781 | Avadel Pharmaceuticals PLC\* | 6260 |
| 1874 | Axsome Therapeutics, Inc.\* | 316743 |
| 42 | Biote Corp. Class A\* | 57 |
| 51912 | Bristol-Myers Squibb Co. | 3148463 |
| 4387 | Collegium Pharmaceutical, Inc.\* | 145078 |
| 3412 | Contineum Therapeutics, Inc. Class A\* | 44561 |
| 2617 | Corcept Therapeutics, Inc.\* | 105491 |
| 6485 | CorMedix, Inc.\* | 44033 |
| 475 | Crinetics Pharmaceuticals, Inc.\* | 17252 |
| 3837 | Definium Therapeutics, Inc.\* | 72519 |
| 328 | Edgewise Therapeutics, Inc.\* | 10332 |
| 17757 | Elanco Animal Health, Inc.\* | 424925 |
| 24679 | Eli Lilly & Co. | 22699004 |
| 191 | Enliven Therapeutics, Inc.\* | 7487 |
| 11990 | Esperion Therapeutics, Inc.\* | 32853 |
| 10731 | Eton Pharmaceuticals, Inc.\* | 264841 |
| 11677 | Evolus, Inc.\* | 47992 |
| 900 | EyePoint, Inc.\* | 11601 |
| 22379 | Filana Therapeutics, Inc.\* | 37820 |
| 11674 | Fulcrum Therapeutics, Inc.\* | 89540 |
| 1379 | Harmony Biosciences Holdings, Inc.\* | 38626 |
| 730 | Harrow, Inc.\* | 25740 |
| 48197 | Ikena Oncology, Inc.\*<sup>(b)</sup> |  |
| 6812 | Indivior Pharmaceuticals, Inc.\* | 207630 |
| 8548 | Innoviva, Inc.\* | 199168 |
| 2199 | Jazz Pharmaceuticals PLC\* | 415721 |
| 60326 | Johnson & Johnson | 14746087 |
| 70 | Journey Medical Corp.\* | 328 |
| 49 | LB Pharmaceuticals, Inc.\* | 1208 |
| 78 | LENZ Therapeutics, Inc.\* | 714 |
| 61875 | Lexicon Pharmaceuticals, Inc.\* | 96525 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Pharmaceuticals – (continued)** | **Pharmaceuticals – (continued)** |  |
| 1274 | Ligand Pharmaceuticals, Inc.\* | $254354 |
| 3321 | Liquidia Corp.\* | 125335 |
| 266 | Maze Therapeutics, Inc.\* | 7940 |
| 44 | MediWound Ltd.\* | 709 |
| 60740 | Merck & Co., Inc. | 7306415 |
| 324 | Nektar Therapeutics\* | 23312 |
| 3032 | Neumora Therapeutics, Inc.\* | 5912 |
| 7730 | Nuvation Bio, Inc.\* | 33162 |
| 3100 | Ocular Therapeutix, Inc.\* | 26257 |
| 284 | Omeros Corp.\* | 2999 |
| 14851 | Organon & Co. | 88957 |
| 10138 | Pacira BioSciences, Inc.\* | 229119 |
| 6619 | Perrigo Co. PLC | 71088 |
| 142183 | Pfizer, Inc. | 3992499 |
| 7027 | Phathom Pharmaceuticals, Inc.\* | 78070 |
| 3768 | Phibro Animal Health Corp. Class A | 208408 |
| 27883 | Pliant Therapeutics, Inc.\* | 35133 |
| 1818 | Prestige Consumer Healthcare, Inc.\* | 107753 |
| 1182 | Rapport Therapeutics, Inc.\* | 36985 |
| 16695 | Royalty Pharma PLC Class A | 800859 |
| 22737 | scPharmaceuticals, Inc.\*<sup>(a)(b)</sup> | 7276 |
| 259 | Septerna, Inc.\* | 6224 |
| 27433 | SIGA Technologies, Inc. | 146767 |
| 5068 | Supernus Pharmaceuticals, Inc.\* | 261965 |
| 2708 | Tarsus Pharmaceuticals, Inc.\* | 189966 |
| 2717 | Terns Pharmaceuticals, Inc.\* | 143240 |
| 8783 | Theravance Biopharma, Inc.\* | 142548 |
| 7399 | Third Harmonic Bio, Inc.\*<sup>(b)</sup> |  |
| 10265 | Trevi Therapeutics, Inc.\* | 122461 |
| 3 | Tvardi Therapeutics, Inc.\* | 10 |
| 30171 | Viatris, Inc. | 407610 |
| 497 | WaVe Life Sciences Ltd.\* | 3603 |
| 31372 | Xeris Biopharma Holdings, Inc.\* | 181958 |
| 13571 | Zevra Therapeutics, Inc.\* | 126482 |
| 11292 | Zoetis, Inc. | 1334827 |
|  |  | 61109791 |
| **Professional Services – 0.2%** | **Professional Services – 0.2%** |  |
| 7978 | Alight, Inc. Class A | 4649 |
| 5311 | Amentum Holdings, Inc.\* | 138511 |
| 10817 | Asure Software, Inc.\* | 93026 |
| 11483 | Automatic Data Processing, Inc. | 2333116 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Professional Services – (continued)** | **Professional Services – (continued)** |  |
| 6481 | Barrett Business Services, Inc. | $189116 |
| 2487 | BlackSky Technology, Inc.\* | 62573 |
| 2418 | Booz Allen Hamilton Holding Corp. | 188677 |
| 3464 | Broadridge Financial Solutions, Inc. | 562831 |
| 827 | CACI International, Inc. Class A\* | 449780 |
| 539 | CBIZ, Inc.\* | 14472 |
| 20134 | Clarivate PLC\* | 50939 |
| 2991 | Concentrix Corp. | 81834 |
| 26969 | Conduent, Inc.\* | 34520 |
| 961 | CRA International, Inc. | 155567 |
| 4127 | CSG Systems International, Inc. | 329912 |
| 4737 | DLH Holdings Corp.\* | 27569 |
| 1979 | Equifax, Inc. | 356359 |
| 4266 | ExlService Holdings, Inc.\* | 129900 |
| 3048 | Exponent, Inc. | 198882 |
| 54 | Falcon's Beyond Global, Inc. Class A\* | 761 |
| 262 | First Advantage Corp.\* | 3081 |
| 8265 | Forrester Research, Inc.\* | 46780 |
| 4047 | Franklin Covey Co.\* | 63902 |
| 1043 | FTI Consulting, Inc.\* | 184371 |
| 26093 | Genpact Ltd. | 971964 |
| 5284 | HireQuest, Inc. | 52734 |
| 1512 | Huron Consulting Group, Inc.\* | 192765 |
| 5410 | IBEX Holdings Ltd.\* | 145096 |
| 623 | ICF International, Inc. | 40676 |
| 384 | Innodata, Inc.\* | 14830 |
| 647 | Insperity, Inc. | 17495 |
| 3583 | Jacobs Solutions, Inc. | 456044 |
| 2617 | KBR, Inc. | 96463 |
| 7757 | Kelly Services, Inc. Class A | 68649 |
| 1397 | Kforce, Inc. | 40848 |
| 1650 | Korn Ferry | 103867 |
| 12200 | Legalzoom.com, Inc.\* | 69174 |
| 4053 | Leidos Holdings, Inc. | 630323 |
| 595 | ManpowerGroup, Inc. | 17529 |
| 3922 | Maximus, Inc. | 251400 |
| 13865 | Mistras Group, Inc.\* | 204925 |
| 989 | Parsons Corp.\* | 53574 |
| 7137 | Paychex, Inc. | 657460 |
| 622 | Paycom Software, Inc. | 75598 |
| 845 | Paylocity Holding Corp.\* | 91294 |
| 7465 | Planet Labs PBC\* | 208647 |
| 24 | RCM Technologies, Inc.\* | 459 |
| 504 | Resolute Holdings Management, Inc.\* | 81799 |
| 23062 | Resources Connection, Inc. | 86021 |
| 2271 | Robert Half, Inc. | 57683 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Professional Services – (continued)** | **Professional Services – (continued)** |  |
| 1130 | Science Applications International Corp. | $107260 |
| 2888 | Skillsoft Corp.\*<sup>(a)</sup> | 12390 |
| 4285 | Spire Global, Inc.\* | 53905 |
| 6634 | SS&C Technologies Holdings, Inc. | 448259 |
| 1753 | TaskUS, Inc. Class A | 11763 |
| 227 | TIC Solutions, Inc.\* | 1494 |
| 1801 | TransUnion | 124611 |
| 713 | TriNet Group, Inc. | 25975 |
| 15478 | TrueBlue, Inc.\* | 60519 |
| 778 | TTEC Holdings, Inc.\* | 1945 |
| 3458 | UL Solutions, Inc. Class A | 296385 |
| 603 | Upwork, Inc.\* | 6609 |
| 3140 | Verisk Analytics, Inc. | 595815 |
| 6562 | Verra Mobility Corp.\* | 93771 |
| 1521 | Willdan Group, Inc.\* | 116448 |
|  |  | 12345594 |
| **Real Estate Management & Development – 0.1%** | **Real Estate Management & Development – 0.1%** |  |
| 7530 | CBRE Group, Inc. Class A\* | 1020014 |
| 23982 | Compass, Inc. Class A\* | 175308 |
| 8061 | CoStar Group, Inc.\* | 325181 |
| 33263 | Douglas Elliman, Inc.\* | 54551 |
| 444 | eXp World Holdings, Inc. | 2660 |
| 30493 | Five Point Holdings LLC Class A\* | 147586 |
| 2183 | Forestar Group, Inc.\* | 53353 |
| 9961 | FRP Holdings, Inc.\* | 217947 |
| 683 | Howard Hughes Holdings, Inc.\* | 43207 |
| 5308 | Jones Lang LaSalle, Inc.\* | 1615331 |
| 2590 | Kennedy-Wilson Holdings, Inc. | 28024 |
| 3237 | Marcus & Millichap, Inc. | 86072 |
| 5284 | Maui Land & Pineapple Co., Inc.\* | 81321 |
| 1476 | Newmark Group, Inc. Class A | 22125 |
| 33949 | Opendoor Technologies, Inc.\* | 158881 |
| 3067 | RE/MAX Holdings, Inc. Class A\* | 17666 |
| 8493 | Real Brokerage, Inc.\* | 21232 |
| 9941 | RMR Group, Inc. Class A | 153787 |
| 5944 | Seaport Entertainment Group, Inc.\* | 127677 |
| 40977 | Seritage Growth Properties Class A\* | 115145 |
| 3251 | St. Joe Co. | 204163 |
| 11741 | Star Holdings\* | 88879 |
| 3247 | Stratus Properties, Inc.\* | 99098 |
| 19381 | Tejon Ranch Co.\* | 365138 |
| 3076 | Transcontinental Realty Investors, Inc.\* | 107291 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Real Estate Management & Development – (continued)** | **Real Estate Management & Development – (continued)** |  |
| 1445 | Zillow Group, Inc. Class C\* | $59794 |
| 486 | Zillow Group, Inc. Class A\* | 20116 |
|  |  | 5411547 |
| **Residential REITs – 0.1%** | **Residential REITs – 0.1%** |  |
| 7968 | American Homes 4 Rent Class A | 222467 |
| 47010 | Apartment Investment & Management Co. Class A | 191331 |
| 2839 | AvalonBay Communities, Inc. | 463751 |
| 11326 | BRT Apartments Corp. | 151089 |
| 2200 | Camden Property Trust | 214852 |
| 3768 | Centerspace | 216472 |
| 5 | Clipper Realty, Inc. | 15 |
| 4452 | Equity LifeStyle Properties, Inc. | 277894 |
| 6801 | Equity Residential | 402279 |
| 1265 | Essex Property Trust, Inc. | 306130 |
| 6738 | Independence Realty Trust, Inc. | 100329 |
| 11338 | Invitation Homes, Inc. | 281749 |
| 2186 | Mid-America Apartment Communities, Inc. | 266954 |
| 4581 | NexPoint Residential Trust, Inc. | 114525 |
| 3876 | Sun Communities, Inc. | 488221 |
| 5357 | UDR, Inc. | 180959 |
| 15733 | UMH Properties, Inc. | 227027 |
| 9790 | Veris Residential, Inc. | 184737 |
|  |  | 4290781 |
| **Retail REITs – 0.1%** | **Retail REITs – 0.1%** |  |
| 5611 | Acadia Realty Trust | 107282 |
| 3859 | Agree Realty Corp. | 290892 |
| 1074 | Alexander's, Inc. | 253679 |
| 6705 | Brixmor Property Group, Inc. | 193104 |
| 3116 | CBL & Associates Properties, Inc. | 119748 |
| 7203 | Curbline Properties Corp. | 185765 |
| 1658 | Federal Realty Investment Trust | 176096 |
| 12009 | FrontView REIT, Inc. | 185779 |
| 8320 | Getty Realty Corp. | 264576 |
| 6169 | InvenTrust Properties Corp. | 187908 |
| 12075 | Kimco Realty Corp. | 271325 |
| 4854 | Kite Realty Group Trust | 119166 |
| 16308 | NETSTREIT Corp. | 307080 |
| 6009 | NNN REIT, Inc. | 252558 |
| 4670 | Phillips Edison & Co., Inc. | 174751 |
| 24233 | Realty Income Corp. | 1482575 |
| 4389 | Regency Centers Corp. | 332072 |
| 7476 | Saul Centers, Inc. | 243568 |
| 8217 | Simon Property Group, Inc. | 1532717 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Retail REITs – (continued)** | **Retail REITs – (continued)** |  |
| 34519 | SITE Centers Corp. | $186403 |
| 4809 | Tanger, Inc. | 163410 |
| 7130 | Urban Edge Properties | 142457 |
| 16813 | Whitestone REIT | 271530 |
|  |  | 7444441 |
| **Semiconductors & Semiconductor Equipment – 4.2%** | **Semiconductors & Semiconductor Equipment – 4.2%** | **Semiconductors & Semiconductor Equipment – 4.2%** |
| 944 | ACM Research, Inc. Class A\* | 37146 |
| 43261 | Advanced Micro Devices, Inc.\* | 8800585 |
| 1577 | Aehr Test Systems\* | 58475 |
| 4362 | Aeluma, Inc.\* | 57099 |
| 198 | Ambarella, Inc.\* | 10192 |
| 2752 | Ambiq Micro, Inc.\* | 69928 |
| 2067 | Amkor Technology, Inc. | 93077 |
| 20043 | Analog Devices, Inc. | 6376480 |
| 20246 | Applied Materials, Inc. | 6919880 |
| 1974 | Astera Labs, Inc.\* | 216350 |
| 15306 | Atomera, Inc.\* | 58316 |
| 11 | Axcelis Technologies, Inc.\* | 1024 |
| 3520 | AXT, Inc.\* | 200570 |
| 8010 | Blaize Holdings, Inc.\*<sup>(a)</sup> | 14578 |
| 134826 | Broadcom, Inc. | 41729995 |
| 2217 | CEVA, Inc.\* | 41414 |
| 1077 | Cirrus Logic, Inc.\* | 155756 |
| 676 | Cohu, Inc.\* | 20699 |
| 745 | Credo Technology Group Holding Ltd.\* | 69933 |
| 672 | Diodes, Inc.\* | 45871 |
| 1173 | Enphase Energy, Inc.\* | 44351 |
| 424 | Entegris, Inc. | 49710 |
| 8107 | First Solar, Inc.\* | 1599187 |
| 492 | FormFactor, Inc.\* | 47719 |
| 43804 | GCT Semiconductor Holding, Inc.\*<sup>(a)</sup> | 49937 |
| 1647 | GLOBALFOUNDRIES, Inc.\* | 73259 |
| 13583 | GSI Technology, Inc.\* | 69817 |
| 131 | Impinj, Inc.\* | 13454 |
| 2932 | indie Semiconductor, Inc. Class A\*<sup>(a)</sup> | 9441 |
| 110289 | Intel Corp.\* | 4867054 |
| 5911 | KLA Corp. | 8703415 |
| 25120 | Kopin Corp.\* | 56520 |
| 595 | Kulicke & Soffa Industries, Inc. | 39103 |
| 36395 | Lam Research Corp. | 7776156 |
| 935 | Lattice Semiconductor Corp.\* | 86731 |
| 469 | MACOM Technology Solutions Holdings, Inc.\* | 104151 |
| 16966 | Marvell Technology, Inc. | 1680482 |
| 52 | MaxLinear, Inc.\* | 904 |
| 6790 | Microchip Technology, Inc. | 438702 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Semiconductors & Semiconductor Equipment – (continued)** | **Semiconductors & Semiconductor Equipment – (continued)** | **Semiconductors & Semiconductor Equipment – (continued)** |
| 26634 | Micron Technology, Inc. | $8998030 |
| 726 | MKS, Inc. | 166842 |
| 1207 | Monolithic Power Systems, Inc. | 1319673 |
| 130 | Navitas Semiconductor Corp.\* | 1140 |
| 2907 | NVE Corp. | 190408 |
| 680437 | NVIDIA Corp. | 118668213 |
| 19952 | ON Semiconductor Corp.\* | 1235428 |
| 53 | Onto Innovation, Inc.\* | 10869 |
| 1952 | PDF Solutions, Inc.\* | 63850 |
| 272 | Power Integrations, Inc. | 13926 |
| 2287 | Qorvo, Inc.\* | 177014 |
| 46134 | QUALCOMM, Inc. | 5941136 |
| 1745 | Rambus, Inc.\* | 150122 |
| 3779 | Rigetti Computing, Inc.\* | 53057 |
| 2176 | SEALSQ Corp.\* | 5701 |
| 424 | Semtech Corp.\* | 32601 |
| 324 | Silicon Laboratories, Inc.\* | 67441 |
| 125 | SiTime Corp.\* | 43169 |
| 502 | SkyWater Technology, Inc.\* | 13760 |
| 1555 | Skyworks Solutions, Inc. | 83270 |
| 1424 | SolarEdge Technologies, Inc.\* | 72695 |
| 17 | Synaptics, Inc.\* | 1191 |
| 3208 | Teradyne, Inc. | 951044 |
| 36970 | Texas Instruments, Inc. | 7177356 |
| 15 | Ultra Clean Holdings, Inc.\* | 933 |
| 209 | Universal Display Corp. | 19157 |
| 58 | Veeco Instruments, Inc.\* | 1964 |
|  |  | 236147451 |
| **Software – 3.0%** | **Software – 3.0%** |  |
| 12264 | 8x8, Inc.\* | 20358 |
| 8952 | A10 Networks, Inc. | 206970 |
| 1960 | ACI Worldwide, Inc.\* | 80380 |
| 462 | Adeia, Inc. | 11102 |
| 21115 | Adobe, Inc.\* | 5132634 |
| 159 | Agilysys, Inc.\* | 11311 |
| 88 | Airship AI Holdings, Inc.\* | 199 |
| 2199 | Alarm.com Holdings, Inc.\* | 94975 |
| 960 | Alkami Technology, Inc.\* | 15043 |
| 3365 | Amplitude, Inc. Class A\* | 22949 |
| 348 | Appfolio, Inc. Class A\* | 54921 |
| 197 | Appian Corp. Class A\* | 4750 |
| 7062 | AppLovin Corp. Class A\* | 2810676 |
| 4708 | Arteris, Inc.\* | 77400 |
| 433 | Asana, Inc. Class A\* | 2771 |
| 2324 | Atlassian Corp. Class A\* | 158613 |
| 7150 | AudioEye, Inc.\* | 45545 |
| 6165 | Autodesk, Inc.\* | 1475901 |
| 1501 | AvePoint, Inc.\* | 14275 |
| 4918 | Bentley Systems, Inc. Class B | 172720 |
| 1145 | Bill Holdings, Inc.\* | 43853 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Software – (continued)** | **Software – (continued)** |  |
| 479 | Bitdeer Technologies Group Class A\* | $4143 |
| 2954 | BitMine Immersion Technologies, Inc. | 58430 |
| 1332 | Blackbaud, Inc.\* | 51429 |
| 1311 | BlackLine, Inc.\* | 48507 |
| 15396 | Blend Labs, Inc. Class A\* | 26173 |
| 5158 | Box, Inc. Class A\* | 121935 |
| 416 | Braze, Inc. Class A\* | 9822 |
| 611 | C3.ai, Inc. Class A\* | 5145 |
| 7608 | Cadence Design Systems, Inc.\* | 2114035 |
| 9111 | CCC Intelligent Solutions Holdings, Inc.\* | 54666 |
| 61 | Cerence, Inc.\* | 385 |
| 13 | Chaince Digital Holdings, Inc.\* | 52 |
| 445 | Cipher Digital, Inc.\* | 5727 |
| 386 | Circle Internet Group, Inc.\* | 36828 |
| 5315 | Clear Secure, Inc. Class A | 257299 |
| 3515 | Clearwater Analytics Holdings, Inc. Class A\* | 83130 |
| 336 | Commvault Systems, Inc.\* | 26171 |
| 3976 | Consensus Cloud Solutions, Inc.\* | 94390 |
| 1928 | Core Scientific, Inc.\* | 28843 |
| 7087 | Crowdstrike Holdings, Inc. Class A | 2766836 |
| 23454 | CS Disco, Inc.\* | 89594 |
| 74 | Daily Journal Corp.\* | 35693 |
| 7696 | Datadog, Inc. Class A\* | 908513 |
| 9264 | Digimarc Corp.\*<sup>(a)</sup> | 45486 |
| 5831 | Digital Turbine, Inc.\* | 16793 |
| 2883 | Docusign, Inc.\* | 136683 |
| 2064 | Dolby Laboratories, Inc. Class A | 123964 |
| 9265 | Domo, Inc. Class B\* | 28351 |
| 5089 | Dropbox, Inc. Class A\* | 115622 |
| 4437 | D-Wave Quantum, Inc.\* | 64026 |
| 4933 | Dynatrace, Inc.\* | 182422 |
| 16530 | eGain Corp.\* | 130422 |
| 541 | Elastic NV\* | 27045 |
| 367 | EverCommerce, Inc.\*<sup>(a)</sup> | 4195 |
| 3077 | Exodus Movement, Inc. Class A\* | 20001 |
| 17930 | Expensify, Inc. Class A\* | 15597 |
| 455 | Fair Isaac Corp.\* | 485731 |
| 906 | Figma, Inc. Class A\* | 19153 |
| 376 | Five9, Inc.\* | 5704 |
| 15836 | Fortinet, Inc.\* | 1294118 |
| 2231 | Freshworks, Inc. Class A\* | 17915 |
| 66268 | Gen Digital, Inc. | 1247826 |
| 690 | Gitlab, Inc. Class A\* | 14932 |
| 1897 | Guidewire Software, Inc.\* | 283715 |
| 640 | HubSpot, Inc.\* | 156224 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Software – (continued)** | **Software – (continued)** |  |
| 7057 | I3 Verticals, Inc. Class A\* | $157795 |
| 787 | Intapp, Inc.\* | 20218 |
| 1026 | InterDigital, Inc. | 309852 |
| 14925 | Intuit, Inc. | 6453271 |
| 1994 | JFrog Ltd.\* | 93578 |
| 33236 | Kaltura, Inc.\* | 40548 |
| 7 | Klaviyo, Inc. Class A\* | 136 |
| 1417 | Life360, Inc.\*<sup>(a)</sup> | 57842 |
| 561 | LiveRamp Holdings, Inc.\* | 14878 |
| 698 | Manhattan Associates, Inc.\* | 92918 |
| 274076 | Microsoft Corp. | 101454713 |
| 10118 | Mitek Systems, Inc.\* | 136593 |
| 578 | nCino, Inc.\* | 8658 |
| 3730 | NCR Voyix Corp.\* | 23611 |
| 859 | Netskope, Inc. Class A\* | 7293 |
| 460 | NextNav, Inc.\* | 7369 |
| 3985 | Nutanix, Inc. Class A\* | 151470 |
| 29444 | ON24, Inc.\* | 238496 |
| 3673 | OneSpan, Inc. | 38677 |
| 2 | Onestream, Inc.\* | 48 |
| 16996 | Ooma, Inc.\* | 247292 |
| 48353 | Oracle Corp. | 7113210 |
| 2447 | Pagaya Technologies Ltd. Class A\* | 28508 |
| 434 | PagerDuty, Inc.\* | 2695 |
| 61761 | Palantir Technologies, Inc. Class A\* | 9034399 |
| 19762 | Palo Alto Networks, Inc.\* | 3168244 |
| 113 | PAR Technology Corp.\* | 1506 |
| 1664 | Pegasystems, Inc. | 70820 |
| 6611 | Porch Group, Inc.\* | 47401 |
| 1117 | Procore Technologies, Inc.\* | 63669 |
| 1122 | Progress Software Corp.\* | 28779 |
| 2516 | PTC, Inc.\* | 358505 |
| 608 | Q2 Holdings, Inc.\* | 28758 |
| 873 | Qualys, Inc.\* | 76693 |
| 310 | Rapid7, Inc.\* | 1708 |
| 4127 | Red Violet, Inc.\* | 142794 |
| 58508 | Rekor Systems, Inc.\* | 47977 |
| 15518 | ReposiTrak, Inc.<sup>(a)</sup> | 117937 |
| 871 | Rezolve AI PLC\*<sup>(a)</sup> | 2230 |
| 42450 | Rimini Street, Inc.\* | 139236 |
| 416 | RingCentral, Inc. Class A | 15471 |
| 1264 | Riot Platforms, Inc.\* | 15623 |
| 50279 | Roadzen, Inc.\* | 60335 |
| 2410 | Roper Technologies, Inc. | 852803 |
| 1759 | Rubrik, Inc. Class A\* | 86138 |
| 41830 | Salesforce, Inc. | 7808406 |
| 3048 | Samsara, Inc. Class A\* | 96591 |
| 499 | Sapiens International Corp. NV\*<sup>(b)</sup> | 21682 |
| 264 | SEMrush Holdings, Inc. Class A\* | 3152 |
| 2779 | SentinelOne, Inc. Class A\* | 35794 |
| 54457 | ServiceNow, Inc.\* | 5693479 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Software – (continued)** | **Software – (continued)** |  |
| 368 | ServiceTitan, Inc. Class A\* | $23353 |
| 18661 | Silvaco Group, Inc.\* | 132120 |
| 2073 | SoundHound AI, Inc. Class A\*<sup>(a)</sup> | 14242 |
| 13023 | SoundThinking, Inc.\* | 86212 |
| 3375 | Sprinklr, Inc. Class A\* | 20250 |
| 3732 | Sprout Social, Inc. Class A\* | 21272 |
| 186 | SPS Commerce, Inc.\* | 10355 |
| 3441 | Strategy, Inc.\* | 429437 |
| 4192 | Synopsys, Inc.\* | 1662044 |
| 16030 | Telos Corp.\* | 67166 |
| 3735 | Tenable Holdings, Inc.\* | 63178 |
| 588 | Teradata Corp.\* | 15070 |
| 3461 | Terawulf, Inc.\* | 49942 |
| 4909 | Trimble, Inc.\* | 320214 |
| 811 | Tyler Technologies, Inc.\* | 277670 |
| 445 | UiPath, Inc. Class A\* | 4940 |
| 5038 | Unity Software, Inc.\* | 110534 |
| 565 | Varonis Systems, Inc.\* | 12131 |
| 14673 | Veritone, Inc.\*<sup>(a)</sup> | 28906 |
| 588 | Vertex, Inc. Class A\* | 6991 |
| 138 | Via Transportation, Inc. Class A\* | 2070 |
| 72 | Viant Technology, Inc. Class A\* | 806 |
| 8504 | Weave Communications, Inc.\* | 39288 |
| 64516 | WM Technology, Inc.\* | 42477 |
| 5714 | Workday, Inc. Class A\* | 742363 |
| 348 | Workiva, Inc.\* | 20751 |
| 23896 | Xperi, Inc.\* | 133818 |
| 7304 | Yext, Inc.\* | 28047 |
| 923 | Zeta Global Holdings Corp. Class A\* | 14694 |
| 6524 | Zoom Communications, Inc.\* | 524464 |
| 2877 | Zscaler, Inc.\* | 403614 |
|  |  | 171749235 |
| **Specialized REITs – 0.2%** | **Specialized REITs – 0.2%** |  |
| 13431 | American Tower Corp. | 2317922 |
| 9819 | Crown Castle, Inc. | 798383 |
| 4665 | CubeSmart | 170972 |
| 7695 | Digital Realty Trust, Inc. | 1386716 |
| 4783 | EPR Properties | 238959 |
| 2180 | Equinix, Inc. | 2136923 |
| 4234 | Extra Space Storage, Inc. | 555205 |
| 30963 | Farmland Partners, Inc. | 347715 |
| 9125 | Four Corners Property Trust, Inc. | 215806 |
| 6766 | Gaming & Leisure Properties, Inc. | 300207 |
| 25900 | Gladstone Land Corp. | 264180 |
| 4307 | Iron Mountain, Inc. | 439917 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Specialized REITs – (continued)** | **Specialized REITs – (continued)** |  |
| 2279 | Lamar Advertising Co. Class A | $288658 |
| 1527 | Millrose Properties, Inc. | 42756 |
| 2927 | National Storage Affiliates Trust | 110465 |
| 2996 | Outfront Media, Inc. | 79394 |
| 3662 | Public Storage | 991963 |
| 13806 | Rayonier, Inc. | 284680 |
| 3591 | Safehold, Inc. | 48586 |
| 2393 | SBA Communications Corp. | 411859 |
| 5903 | Smartstop Self Storage REIT, Inc. | 178743 |
| 29144 | VICI Properties, Inc. | 796214 |
| 9461 | Weyerhaeuser Co. | 231132 |
|  |  | 12637355 |
| **Specialty Retail – 0.7%** | **Specialty Retail – 0.7%** |  |
| 16204 | 1-800-Flowers.com, Inc. Class A\*<sup>(a)</sup> | 49260 |
| 1086 | Abercrombie & Fitch Co. Class A\* | 99228 |
| 1493 | Academy Sports & Outdoors, Inc. | 84280 |
| 873 | Advance Auto Parts, Inc. | 46051 |
| 630 | American Eagle Outfitters, Inc. | 10521 |
| 1455 | America's Car-Mart, Inc.\* | 18522 |
| 251 | Arhaus, Inc. | 1702 |
| 45 | Arko Corp. | 250 |
| 526 | Asbury Automotive Group, Inc.\* | 102786 |
| 859 | AutoNation, Inc.\* | 167728 |
| 931 | AutoZone, Inc.\* | 3144713 |
| 131833 | BARK, Inc.\* | 66787 |
| 5086 | Barnes & Noble Education, Inc.\* | 44909 |
| 2749 | Bath & Body Works, Inc. | 51324 |
| 9838 | Bed Bath & Beyond, Inc.\* | 45648 |
| 3638 | Best Buy Co., Inc. | 233560 |
| 603 | Boot Barn Holdings, Inc.\* | 88255 |
| 4116 | Buckle, Inc. | 207282 |
| 2178 | Build-A-Bear Workshop, Inc. | 81566 |
| 1216 | Burlington Stores, Inc.\* | 395662 |
| 1852 | Caleres, Inc. | 19520 |
| 293 | Camping World Holdings, Inc. Class A | 2001 |
| 3779 | CarMax, Inc.\* | 157131 |
| 8942 | Carvana Co.\* | 2811186 |
| 5337 | Chewy, Inc. Class A\* | 144099 |
| 8157 | Children's Place, Inc.\* | 27408 |
| 3226 | Citi Trends, Inc.\* | 139750 |
| 1713 | Designer Brands, Inc. Class A | 9747 |
| 9774 | Destination XL Group, Inc.\* | 4985 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Specialty Retail – (continued)** | **Specialty Retail – (continued)** |  |
| 1024 | Dick's Sporting Goods, Inc. | $203049 |
| 17142 | Duluth Holdings, Inc. Class B\* | 54169 |
| 32 | Envela Corp.\* | 533 |
| 95 | EVgo, Inc.\* | 163 |
| 1438 | Five Below, Inc.\* | 328554 |
| 566 | Floor & Decor Holdings, Inc. Class A\* | 28753 |
| 6199 | GameStop Corp. Class A\* | 142825 |
| 4867 | Gap, Inc. | 117781 |
| 995 | Genesco, Inc.\* | 28845 |
| 371 | Group 1 Automotive, Inc. | 122664 |
| 4952 | Haverty Furniture Cos., Inc. | 104883 |
| 27977 | Home Depot, Inc. | 9201356 |
| 3807 | J Jill, Inc. | 43628 |
| 3510 | Lands' End, Inc.\*<sup>(a)</sup> | 39452 |
| 307 | Lithia Motors, Inc. | 76664 |
| 13561 | Lowe's Cos., Inc. | 3204193 |
| 5 | MarineMax, Inc.\* | 135 |
| 378 | Murphy USA, Inc. | 186721 |
| 6425 | National Vision Holdings, Inc.\* | 166407 |
| 1876 | OneWater Marine, Inc. Class A\* | 17728 |
| 25974 | O'Reilly Automotive, Inc.\* | 2397660 |
| 66474 | Outdoor Holding Co.\* | 133613 |
| 996 | Penske Automotive Group, Inc. | 148922 |
| 14573 | Petco Health & Wellness Co., Inc.\* | 40513 |
| 5357 | RealReal, Inc.\* | 48642 |
| 203 | Revolve Group, Inc.\* | 4590 |
| 13 | RH\* | 1818 |
| 1520 | RideNow Group, Inc.\* | 10731 |
| 8569 | Ross Stores, Inc. | 1856302 |
| 5525 | Sally Beauty Holdings, Inc.\* | 76521 |
| 148 | Shoe Carnival, Inc. | 2307 |
| 1897 | Signet Jewelers Ltd. | 160562 |
| 11081 | Sleep Number Corp.\* | 19890 |
| 1065 | Sonic Automotive, Inc. Class A | 73027 |
| 31163 | Sportsman's Warehouse Holdings, Inc.\* | 43940 |
| 6405 | Stitch Fix, Inc. Class A\* | 21201 |
| 18994 | ThredUp, Inc. Class A\* | 62300 |
| 13669 | Tile Shop Holdings, Inc.\*<sup>(a)</sup> | 41376 |
| 50417 | TJX Cos., Inc. | 8051595 |
| 68728 | Torrid Holdings, Inc.\*<sup>(a)</sup> | 122336 |
| 15353 | Tractor Supply Co. | 695491 |
| 1381 | Ulta Beauty, Inc.\* | 721863 |
| 97 | Upbound Group, Inc. | 1751 |
| 3049 | Urban Outfitters, Inc.\* | 193154 |
| 5424 | Valvoline, Inc.\* | 182680 |
| 1460 | Victoria's Secret & Co.\* | 67686 |
| 487 | Warby Parker, Inc. Class A\* | 10261 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Specialty Retail – (continued)** | **Specialty Retail – (continued)** |  |
| 2279 | Wayfair, Inc. Class A\* | $171404 |
| 2768 | Williams-Sonoma, Inc. | 504689 |
| 574 | Winmark Corp. | 245414 |
| 2061 | Zumiez, Inc.\* | 45672 |
|  |  | 38482275 |
| **Technology Hardware, Storage & Peripherals – 2.4%** | **Technology Hardware, Storage & Peripherals – 2.4%** |  |
| 506130 | Apple, Inc. | 128450733 |
| 2338 | CPI Card Group, Inc.\* | 33924 |
| 6402 | Dell Technologies, Inc. Class C | 1050760 |
| 2681 | Diebold Nixdorf, Inc.\* | 202255 |
| 6939 | Everpure, Inc. Class A\* | 409679 |
| 6945 | GPGI, Inc. Class A | 118759 |
| 25742 | Hewlett Packard Enterprise Co. | 612917 |
| 12832 | HP, Inc. | 246503 |
| 13719 | Immersion Corp. | 74906 |
| 3918 | IonQ, Inc.\* | 112956 |
| 3990 | NetApp, Inc. | 408536 |
| 979 | Quantum Computing, Inc.\* | 6706 |
| 1729 | Sandisk Corp.\* | 1098503 |
| 4587 | Seagate Technology Holdings PLC | 1797003 |
| 5865 | Super Micro Computer, Inc.\* | 133546 |
| 3603 | Turtle Beach Corp.\* | 36534 |
| 7779 | Western Digital Corp. | 2104142 |
|  |  | 136898362 |
| **Textiles, Apparel & Luxury Goods – 0.1%** | **Textiles, Apparel & Luxury Goods – 0.1%** |  |
| 680 | Birkenstock Holding PLC\* | 24364 |
| 1 | Capri Holdings Ltd.\* | 18 |
| 2 | Carter's, Inc. | 72 |
| 23 | Columbia Sportswear Co. | 1261 |
| 1076 | Crocs, Inc.\* | 89330 |
| 2071 | Deckers Outdoor Corp.\* | 207286 |
| 7967 | Ermenegildo Zegna NV | 83016 |
| 9321 | Figs, Inc. Class A\* | 137671 |
| 1955 | G-III Apparel Group Ltd. | 54153 |
| 321 | Kontoor Brands, Inc. | 22563 |
| 2053 | Levi Strauss & Co. Class A | 37960 |
| 1469 | Lululemon Athletica, Inc.\* | 224904 |
| 6381 | Movado Group, Inc. | 155824 |
| 24854 | NIKE, Inc. Class B | 1312788 |
| 1095 | On Holding AG Class A\* | 37252 |
| 443 | Oxford Industries, Inc. | 17060 |
| 1413 | PVH Corp. | 98571 |
| 3771 | Ralph Lauren Corp. | 1297186 |
| 4386 | Rocky Brands, Inc. | 169826 |
| 34 | Steven Madden Ltd. | 1153 |
| 11622 | Superior Group of Cos., Inc. | 118079 |
| 15696 | Tapestry, Inc. | 2214863 |
| 16 | Under Armour, Inc. Class A\* | 95 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Textiles, Apparel & Luxury Goods – (continued)** | **Textiles, Apparel & Luxury Goods – (continued)** |  |
| 14 | Under Armour, Inc. Class C\* | $81 |
| 20037 | Unifi, Inc.\* | 71532 |
| 492 | VF Corp. | 8359 |
| 393 | Wolverine World Wide, Inc. | 6414 |
|  |  | 6391681 |
| **Tobacco – 0.2%** | **Tobacco – 0.2%** |  |
| 43960 | Altria Group, Inc. | 2900921 |
| 26083 | Ispire Technology, Inc.\* | 47993 |
| 39188 | Philip Morris International, Inc. | 6479344 |
| 2385 | Turning Point Brands, Inc. | 206994 |
| 4002 | Universal Corp. | 210905 |
|  |  | 9846157 |
| **Trading Companies & Distributors – 0.2%** | **Trading Companies & Distributors – 0.2%** |  |
| 5124 | AerCap Holdings NV | 702910 |
| 3829 | Air Lease Corp. | 248655 |
| 20883 | Alta Equipment Group, Inc. | 112142 |
| 605 | Applied Industrial Technologies, Inc. | 160519 |
| 692 | BlueLinx Holdings, Inc.\* | 37493 |
| 502 | Boise Cascade Co. | 38077 |
| 2127 | Core & Main, Inc. Class A\* | 105074 |
| 1126 | Distribution Solutions Group, Inc.\* | 29546 |
| 2380 | DNOW, Inc.\* | 28346 |
| 1085 | DXP Enterprises, Inc.\* | 151607 |
| 4527 | EVI Industries, Inc. | 93166 |
| 33189 | Fastenal Co. | 1539970 |
| 4761 | Ferguson Enterprises, Inc. | 1110551 |
| 1249 | GATX Corp. | 213254 |
| 2561 | Global Industrial Co. | 80723 |
| 159 | Herc Holdings, Inc. | 15828 |
| 18507 | Hudson Technologies, Inc.\* | 108821 |
| 9530 | Karat Packaging, Inc. | 266078 |
| 1766 | McGrath RentCorp | 194754 |
| 2236 | MSC Industrial Direct Co., Inc. Class A | 206316 |
| 12342 | NPK International, Inc.\* | 178836 |
| 5589 | QXO, Inc.\* | 108538 |
| 1959 | Rush Enterprises, Inc. Class A | 129509 |
| 23 | Rush Enterprises, Inc. Class B | 1480 |
| 529 | SiteOne Landscape Supply, Inc.\* | 70415 |
| 2755 | Titan Machinery, Inc.\* | 46064 |
| 500 | Transcat, Inc.\* | 36725 |
| 1350 | United Rentals, Inc. | 983556 |
| 410 | Watsco, Inc. | 149154 |
| 1017 | WESCO International, Inc. | 278271 |
| 134 | Willis Lease Finance Corp. | 22815 |
| 1130 | WW Grainger, Inc. | 1232615 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Trading Companies & Distributors – (continued)** | **Trading Companies & Distributors – (continued)** | **Trading Companies & Distributors – (continued)** |
| 1305 | Xometry, Inc. Class A\* | $53296 |
|  |  | 8735104 |
| **Transportation Infrastructure\*<sup>(a)</sup> – 0.0%** | **Transportation Infrastructure\*<sup>(a)</sup> – 0.0%** |  |
| 13135 | Sky Harbour Group Corp. | 126490 |
| **Water Utilities – 0.1%** | **Water Utilities – 0.1%** |  |
| 3378 | American States Water Co. | 255444 |
| 5289 | American Water Works Co., Inc. | 719780 |
| 7175 | Artesian Resources Corp. Class A | 228524 |
| 14491 | Cadiz, Inc.\* | 71151 |
| 5040 | California Water Service Group | 228514 |
| 9486 | Consolidated Water Co. Ltd. | 314176 |
| 9077 | Essential Utilities, Inc. | 365531 |
| &nbsp;&nbsp;&nbsp;&nbsp;24906 | Global Water Resources, Inc. | 189036 |
| 4346 | H2O America | 254980 |
| 3056 | Middlesex Water Co. | 159065 |
| 15623 | Pure Cycle Corp.\* | 157167 |
| 10333 | York Water Co. | 314640 |
|  |  | 3258008 |
| **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** |
| 2770 | Array Digital Infrastructure, Inc. | 127808 |
| 3526 | Gogo, Inc.\* | 14175 |
| 21713 | Spok Holdings, Inc. | 236672 |
| 4955 | Telephone & Data Systems, Inc. | 208605 |
| 11241 | T-Mobile U.S., Inc. | 2360947 |
|  |  | 2948207 |
| **TOTAL COMMON STOCKS**<br> **(Cost $1,772,062,913)** | **TOTAL COMMON STOCKS**<br> **(Cost $1,772,062,913)** | $2057696062 |
| **Units** | **Expiration<br>Date** | **Value** |
| **Rights\* – 0.0%** | **Rights\* – 0.0%** |  |
| M-Tron Industries, Inc. | M-Tron Industries, Inc. |  |
| 12 | 04/15/26 | $25 |
| **(Cost $—)** | **(Cost $—)** |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Interest<br>Rate** | **Maturity<br>Date** | **Value** |
| **U.S. Treasury Obligations<sup>(c)</sup> – 2.7%** | **U.S. Treasury Obligations<sup>(c)</sup> – 2.7%** | **U.S. Treasury Obligations<sup>(c)</sup> – 2.7%** | **U.S. Treasury Obligations<sup>(c)</sup> – 2.7%** |
|  U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| $150000000 | 0.000% | 04/23/26 | $149667340 |
| **(Cost $149,666,792)** | **(Cost $149,666,792)** | **(Cost $149,666,792)** | **(Cost $149,666,792)** |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> **Description** | **Value** |
| **Exchange Traded Funds – 32.3%** | **Exchange Traded Funds – 32.3%** |  |
| 1633300 | Goldman Sachs Access U.S. Preferred Stock & Hybrid ETF<sup>(d)</sup> | $81362840 |
| 658900 | iShares Convertible Bond ETF<sup>(a)</sup> | 67069431 |
| 4484627 | iShares Core MSCI Emerging Markets ETF | 312802733 |
| 33900 | iShares Global Clean Energy ETF<sup>(a)</sup> | 620031 |
| 61000 | iShares JP Morgan USD Emerging Markets Bond ETF<sup>(a)</sup> | 5729730 |
| 1739314 | State Street Blackstone Senior Loan ETF<sup>(a)</sup> | 69816064 |
| 646200 | State Street Energy Select Sector SPDR ETF | 39586212 |
| 59800 | State Street Financial Select Sector SPDR ETF | 2952326 |
| 630400 | State Street Health Care Select Sector SPDR ETF | 92422944 |
| 882800 | State Street Industrial Select Sector SPDR ETF<sup>(a)</sup> | 142775244 |
| 994300 | State Street Materials Select Sector SPDR ETF<sup>(a)</sup> | 49685171 |
| 337922 | State Street SPDR Bloomberg Convertible Securities ETF<sup>(a)</sup> | 30926621 |
| 6129100 | State Street SPDR Portfolio Emerging Markets ETF<sup>(a)</sup> | 287516081 |
| 681200 | State Street Technology Select Sector SPDR ETF | 90531480 |
| 570300 | VanEck Fallen Angel High Yield Bond ETF | 16379016 |
| 236400 | Vanguard Real Estate ETF | 20968680 |
| 10284100 | Vanguard Short-Term Inflation-Protected Securities ETF | 513690795 |
| **TOTAL EXCHANGE TRADED FUNDS**<br> **(Cost $1,709,021,005)** | **TOTAL EXCHANGE TRADED FUNDS**<br> **(Cost $1,709,021,005)** | $1824835399 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Dividend**<br> **Rate** | **Value** |
| **Investment Company<sup>(d)</sup> – 22.6%** | **Investment Company<sup>(d)</sup> – 22.6%** | **Investment Company<sup>(d)</sup> – 22.6%** |
|  Goldman Sachs Financial Square Government Fund — Institutional Shares | Goldman Sachs Financial Square Government Fund — Institutional Shares | Goldman Sachs Financial Square Government Fund — Institutional Shares |
| 1276521653 | 3.553% | $1276521653 |
| **(Cost $1,276,521,653)** | **(Cost $1,276,521,653)** | **(Cost $1,276,521,653)** |
| **Securities Lending Reinvestment Vehicle<sup>(d)</sup> – 3.5%** | **Securities Lending Reinvestment Vehicle<sup>(d)</sup> – 3.5%** | **Securities Lending Reinvestment Vehicle<sup>(d)</sup> – 3.5%** |
|  Goldman Sachs Financial Square Government Fund — Institutional Shares | Goldman Sachs Financial Square Government Fund — Institutional Shares | Goldman Sachs Financial Square Government Fund — Institutional Shares |
| &nbsp;&nbsp;&nbsp;&nbsp;196053340 | 3.553% | $196053340 |
| **(Cost $196,053,340)** | **(Cost $196,053,340)** | **(Cost $196,053,340)** |
| **TOTAL INVESTMENTS – 97.6%**<br> **(Cost $5,103,325,703)** | **TOTAL INVESTMENTS – 97.6%**<br> **(Cost $5,103,325,703)** | $5504773819 |
| **OTHER ASSETS IN EXCESS OF**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**LIABILITIES – 2.4%** | **OTHER ASSETS IN EXCESS OF**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**LIABILITIES – 2.4%** | 137727166 |
| **NET ASSETS – 100.0%** | **NET ASSETS – 100.0%** | $5642500985 |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets. | The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets. |
| \* | Non-income producing security. |
| (a) | All or a portion of security is on loan. |
| (b) | Significant unobservable inputs were used in the valuation of this portfolio security; i.e., Level 3. |
| (c) | Issued with a zero coupon. Income is recognized through the accretion of discount. |
| (d) | Represents an affiliated issuer. |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION** 

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** — At March 31, 2026, the Fund had the following forward foreign currency exchange contracts:

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | **Currency<br>Sold** | **Currency<br>Sold** | **Settlement<br>Date** | **Unrealized<br>Gain** |
|  JPMorgan Securities, Inc. | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101620000 | USD | 19028145 | 06/17/26 | $253996 |
|  | USD | 33167136 | CAD | 45840000 | 06/17/26 | 102898 |
|  | USD | 73755472 | CHF | 57430000 | 06/17/26 | 1317658 |
|  | USD | 69369080 | GBP | 51790000 | 06/17/26 | 836054 |
|  | USD | 21367005 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362193390000 | 06/17/26 | 79627 |
|  | USD | 29260078 | INR | 2722470000 | 06/17/26 | 578850 |
|  | USD | 37523079 | JPY | 5839230000 | 06/17/26 | 489146 |
|  | USD | 13425755 | KRW | 19565830000 | 06/17/26 | 390067 |
|  | USD | 31565940 | NZD | 53950000 | 06/17/26 | 478675 |
|  | USD | 30208597 | PHP | 1823400000 | 06/17/26 | 275313 |
|  | USD | 32630988 | SEK | 298320000 | 06/17/26 | 994335 |
|  | USD | 17711460 | TWD | 560830000 | 06/17/26 | 260869 |
|  **TOTAL** |  |  |  |  |  | $6057488 |

---

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | **Currency**<br> **Sold** | **Currency**<br> **Sold** | **Settlement<br>Date** | **Unrealized<br>Loss** |
|  JPMorgan Securities, Inc. | AUD | 55660000 | USD | 39323701 | 06/17/26 | $(965107) |
|  | CAD | 73610000 | USD | 54225806 | 06/17/26 | (1131161) |
|  | CHF | 27980000 | USD | 36272339 | 06/17/26 | (980505) |
|  | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12349100000 | USD | 13806979 | 06/17/26 | (465807) |
|  | CZK | 334410000 | USD | 15986916 | 06/17/26 | (224406) |
|  | EUR | 21550000 | USD | 25197350 | 06/17/26 | (200090) |
|  | GBP | 18540000 | USD | 24774316 | 06/17/26 | (240578) |
|  | HUF | 4491260000 | USD | 13542760 | 06/17/26 | (108791) |
|  | ILS | 56410000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18360222 | 06/17/26 | (377554) |
|  | JPY | 7788640000 | USD | 49845181 | 06/17/26 | (447577) |
|  | MXN | 391960000 | USD | 22118525 | 06/17/26 | (396814) |
|  | NOK | 480600000 | USD | 49994894 | 06/17/26 | (393699) |
|  | NZD | 131360000 | USD | 77937154 | 06/17/26 | (2244419) |
|  | PHP | 447420000 | USD | 7600561 | 06/17/26 | (255628) |
|  | PLN | 51940000 | USD | 14158086 | 06/17/26 | (170302) |
|  | SEK | 131430000 | USD | 14416080 | 06/17/26 | (478010) |
|  | USD | 63601742 | EUR | 54940000 | 06/17/26 | (126773) |
|  | ZAR | 234880000 | USD | 14272033 | 06/17/26 | (473057) |
|  **TOTAL** |  |  |  |  |  | $(9680278) |

---

**FUTURES CONTRACTS** — At March 31, 2026, the Fund had the following futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Long position contracts:** |  |  |  |  |
|  Australian 10 Year Government Bonds | 54 | 06/15/26 | $4014616 | $(1604) |
|  Brent Crude | 150 | 04/30/26 | 15595500 | 2420479 |
|  Cattle Feeder | 24 | 05/21/26 | 4397700 | 200319 |
|  CBOE Volatility Index | 27 | 04/15/26 | 675605 | 2036 |
|  Coffee | 13 | 12/18/26 | 1311131 | (53361) |
|  Copper | 26 | 05/27/26 | 3649100 | (125522) |
|  Copper | 28 | 07/29/26 | 3965850 | (177990) |
|  Corn | 127 | 12/14/26 | 3074988 | (38582) |
|  Cotton No.2 | 25 | 12/08/26 | 929250 | 50046 |
|  Dollar Index | 216 | 06/15/26 | 21547944 | 167838 |
|  E-Mini Nasdaq 100 Index | 17 | 06/18/26 | 8131100 | (333273) |
|  E-Mini Russell 2000 Index | 172 | 06/18/26 | 21604920 | 132827 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Long position contracts (continued):** |  |  |  |  |
|  Euro BTP | 145 | 06/08/26 | $19488328 | $(335241) |
|  Euro Stoxx 50 Index | 4104 | 06/19/26 | 260661331 | (8710178) |
|  French 10 Year Government Bonds | 126 | 06/08/26 | 17285671 | (117139) |
|  FTSE 100 Index | 835 | 06/19/26 | 112719999 | (2361030) |
|  FTSE/JSE Top 40 Index | 49 | 06/18/26 | 3095170 | (72793) |
|  FTSE/MIB Index | 24 | 06/19/26 | 6044080 | (61917) |
|  Gasoline RBOB | 19 | 09/30/26 | 1926452 | 398859 |
|  Gasoline RBOB | 34 | 04/30/26 | 4575169 | 721903 |
|  Gold | 21 | 06/26/26 | 9825060 | (1070788) |
|  Hang Seng Index | 16 | 04/29/26 | 2525634 | (1531) |
|  IBEX 35 Index | 30 | 04/17/26 | 5883220 | (97868) |
|  Lean Hogs | 14 | 06/12/26 | 588280 | (30985) |
|  Lean Hogs | 20 | 07/15/26 | 857800 | (21664) |
|  Live Cattle | 35 | 06/30/26 | 3405850 | 124767 |
|  Live Cattle | 21 | 08/31/26 | 2014320 | 111522 |
|  LME Lead | 28 | 05/18/26 | 1319150 | 665 |
|  LME Lead | 29 | 06/15/26 | 1375238 | (117603) |
|  LME Lead | 16 | 08/17/26 | 769928 | (55348) |
|  LME Lead | 54 | 10/19/26 | 2629800 | (164170) |
|  LME Lead | 307 | 04/13/26 | 14397149 | (437187) |
|  LME Lead | 19 | 01/18/27 | 942875 | (26315) |
|  LME Nickel | 86 | 04/13/26 | 8745276 | (33237) |
|  LME Nickel | 77 | 05/18/26 | 7866451 | (81123) |
|  LME Nickel | 40 | 06/15/26 | 4100638 | 341278 |
|  LME Nickel | 22 | 08/17/26 | 2271699 | 191261 |
|  LME Nickel | 32 | 09/14/26 | 3314688 | 313737 |
|  LME Nickel | 40 | 12/14/26 | 4187520 | (72513) |
|  LME Nickel | 16 | 01/18/27 | 1681248 | (77614) |
|  LME Nickel | 8 | 02/15/27 | 842880 | (33918) |
|  LME Primary Aluminum | 355 | 05/18/26 | 31098355 | 2454499 |
|  LME Primary Aluminum | 80 | 07/13/26 | 6900900 | 1121491 |
|  LME Primary Aluminum | 100 | 12/14/26 | 8164250 | 347624 |
|  LME Primary Aluminum | 199 | 04/13/26 | 17519015 | 1957345 |
|  LME Primary Aluminum | 26 | 01/18/27 | 2094105 | (57626) |
|  LME Zinc | 184 | 05/18/26 | 14908324 | 122754 |
|  LME Zinc | 185 | 04/13/26 | 14930194 | (292687) |
|  LME Zinc | 55 | 11/16/26 | 4428188 | (200269) |
|  LME Zinc | 22 | 12/14/26 | 1768250 | (91758) |
|  LME Zinc | 11 | 01/18/27 | 882819 | (23480) |
|  Low Sulphur Gas Oil | 33 | 05/12/26 | 4089525 | 951159 |
|  Natural Gas | 56 | 02/24/27 | 1958320 | (103005) |
|  NY Harbor ULSD | 20 | 04/30/26 | 3455592 | 680177 |
|  Omxs30 Index | 247 | 04/17/26 | 7618746 | (188550) |
|  S&P 500 E-Mini Index | 1860 | 06/18/26 | 611079750 | (17235899) |
|  S&P Mid 400 Emini | 91 | 06/18/26 | 30908150 | 284726 |
|  S&P Toronto Stock Exchange 60 Index | 36 | 06/18/26 | 9874315 | (51888) |
|  Silver | 9 | 05/27/26 | 3371355 | (426515) |
|  Soybean | 63 | 07/14/26 | 3735900 | 155717 |
|  Soybean | 205 | 05/14/26 | 12002750 | (203311) |
|  Soybean Meal | 60 | 07/14/26 | 1885800 | 40602 |
|  Soybean Oil | 60 | 07/14/26 | 2479680 | 414522 |
|  Sugar 11 | 138 | 02/26/27 | 2579606 | 311048 |
|  TOPIX Futures | 590 | 06/11/26 | 130264327 | (5255960) |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Long position contracts (continued):** |  |  |  |  |
|  VSTOXX Index | 2007 | 04/15/26 | $6565010 | $309208 |
|  Wheat | 108 | 07/14/26 | 3429825 | 452268 |
|  Wheat | 79 | 05/14/26 | 2434188 | 49802 |
|  WTI Crude | 20 | 04/21/26 | 2027600 | 277145 |
|  WTI Crude | 75 | 05/19/26 | 6987000 | 2274273 |
|  **Total** |  |  |  | $(21459545) |
|  **Short position contracts:** |  |  |  |  |
|  10 Year U.K. Long Gilt | (423) | 06/26/26 | $(49152128) | $80471 |
|  10 Year U.S. Treasury Notes | (130) | 06/18/26 | (14436094) | (12591) |
|  2 Year U.S. Treasury Notes | (794) | 06/30/26 | (164711578) | 352200 |
|  20 Year U.S. Treasury Bonds | (200) | 06/18/26 | (22775000) | (183625) |
|  3 Month SOFR | (1196) | 12/15/26 | (288041650) | 558145 |
|  3 Month SOFR | (953) | 09/15/26 | (229518137) | 229164 |
|  3 Month SOFR | (899) | 06/15/27 | (216625287) | 135263 |
|  3 Month SOFR | (1110) | 03/16/27 | (267412875) | 385868 |
|  3 Month SOFR | (281) | 03/14/28 | (67857987) | (43218) |
|  3 Month SOFR | (486) | 12/14/27 | (117290025) | (55410) |
|  3 Month SOFR | (678) | 09/14/27 | (163474275) | (936) |
|  3 Month SOFR | (143) | 06/20/28 | (34532712) | (28707) |
|  30 Year German Euro-Buxl | (193) | 06/08/26 | (24596701) | (79118) |
|  3M CORRA | (209) | 09/15/26 | (36668149) | (24137) |
|  3M CORRA | (242) | 03/16/27 | (42296941) | (51290) |
|  3M CORRA | (239) | 12/15/26 | (41845617) | (39970) |
|  3M Euribor | (551) | 06/15/26 | (155237909) | 515446 |
|  3M Euribor | (601) | 03/15/27 | (168717000) | 397528 |
|  3M Euribor | (615) | 12/14/26 | (172700494) | 538004 |
|  3M Euribor | (586) | 09/14/26 | (164683892) | 674667 |
|  3M Euribor | (571) | 06/14/27 | (160328186) | 304478 |
|  3M Euribor | (549) | 09/13/27 | (154246102) | 194799 |
|  3M Euribor | (492) | 12/13/27 | (138309673) | 104938 |
|  3M Euribor | (389) | 03/13/28 | (109365840) | 63339 |
|  3M SARON | (144) | 09/15/26 | (45029265) | (5332) |
|  3M SARON | (177) | 12/15/26 | (55279296) | 7308 |
|  3M SARON | (170) | 03/16/27 | (53037300) | 11712 |
|  5 Year German Euro-Bund | (585) | 06/08/26 | (84785255) | 331713 |
|  5 Year U.S. Treasury Notes | (749) | 06/30/26 | (81026586) | (259979) |
|  ASX 90 Day Bank Accepted Bills | (457) | 06/11/26 | (311854621) | 324860 |
|  ASX 90 Day Bank Accepted Bills | (487) | 09/10/26 | (332123984) | 415041 |
|  ASX 90 Day Bank Accepted Bills | (535) | 12/10/26 | (364796759) | 370687 |
|  Brent Crude | (92) | 05/29/26 | (8847640) | (587885) |
|  CAC40 Index | (47) | 04/17/26 | (4250928) | (28058) |
|  Canada 10 Year Government Bonds | (249) | 06/19/26 | (21481195) | (144833) |
|  CBOE Volatility Index | (126) | 05/19/26 | (3075912) | (428829) |
|  CBOE Volatility Index | (96) | 06/17/26 | (2329219) | (35065) |
|  Coffee | (31) | 05/18/26 | (3468319) | (117124) |
|  Corn | (89) | 05/14/26 | (2036988) | (97017) |
|  Cotton No.2 | (69) | 05/06/26 | (2415000) | (202957) |
|  DAX Index | (8) | 06/19/26 | (5279230) | (31835) |
|  Euro-Bobl | (903) | 06/08/26 | (120478071) | 550510 |
|  Euro-Schatz | (1369) | 06/08/26 | (167334459) | 846657 |
|  HSCEI | (45) | 04/29/26 | (2398007) | 5423 |
|  ICE 3M Sonia Bonds | (211) | 09/14/27 | (66814176) | 90109 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**FUTURES CONTRACTS (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Short position contracts (continued):** |  |  |  |  |
|  ICE 3M Sonia Bonds | (242) | 03/14/28 | $(76762606) | $33919 |
|  ICE 3M Sonia Bonds | (232) | 12/14/27 | (73533021) | 61322 |
|  ICE 3M Sonia Bonds | (232) | 06/20/28 | (73613628) | 28547 |
|  Ice 3M Sonia Index | (318) | 09/15/26 | (100875132) | 357886 |
|  Ice 3M Sonia Index | (212) | 03/16/27 | (67092248) | 139365 |
|  Ice 3M Sonia Index | (253) | 12/15/26 | (80092751) | 248062 |
|  Ice 3M Sonia Index | (208) | 06/15/27 | (65826357) | 111745 |
|  Japan 10 Year Government Bond | (99) | 06/15/26 | (81287231) | 466723 |
|  LME Lead | (407) | 05/18/26 | (19174788) | 603846 |
|  LME Lead | (29) | 06/15/26 | (1375238) | 113699 |
|  LME Lead | (16) | 08/17/26 | (769928) | 66044 |
|  LME Lead | (54) | 10/19/26 | (2629800) | 100779 |
|  LME Lead | (307) | 04/13/26 | (14397149) | 633734 |
|  LME Lead | (19) | 01/18/27 | (942875) | 6190 |
|  LME Nickel | (86) | 04/13/26 | (8745276) | (1504) |
|  LME Nickel | (48) | 05/18/26 | (4903762) | 4504 |
|  LME Nickel | (40) | 06/15/26 | (4100638) | (341633) |
|  LME Nickel | (22) | 08/17/26 | (2271699) | (208497) |
|  LME Nickel | (32) | 09/14/26 | (3314688) | (377901) |
|  LME Nickel | (40) | 12/14/26 | (4187520) | 64597 |
|  LME Nickel | (16) | 01/18/27 | (1681248) | 45972 |
|  LME Primary Aluminum | (236) | 05/18/26 | (20673836) | (2905522) |
|  LME Primary Aluminum | (80) | 07/13/26 | (6900900) | (1084201) |
|  LME Primary Aluminum | (100) | 12/14/26 | (8164250) | (97201) |
|  LME Primary Aluminum | (199) | 04/13/26 | (17519015) | (333695) |
|  LME Zinc | (145) | 05/18/26 | (11748408) | (460783) |
|  LME Zinc | (185) | 04/13/26 | (14930194) | 38337 |
|  LME Zinc | (55) | 11/16/26 | (4428188) | 156140 |
|  LME Zinc | (22) | 12/14/26 | (1768250) | 38775 |
|  Natural Gas | (137) | 04/28/26 | (3951080) | 230411 |
|  Soybean Oil | (141) | 05/14/26 | (5197528) | (546782) |
|  Sugar 11 | (139) | 04/30/26 | (2416154) | (317619) |
|  Wheat | (45) | 05/14/26 | (1429875) | (188586) |
|  **Total** |  |  |  | $1717087 |
|  **TOTAL FUTURES CONTRACTS** |  |  |  | $(19742458) |

---

**SWAP CONTRACTS** — At March 31, 2026, the Fund had the following swap contracts:

**CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Referenced<br>Obligation/Index** | **Financing Rate<br>Received/(Paid) by<br>the Fund<sup>(a)</sup>** | **Credit<br>Spread at<br>March 31,<br>2026<sup>(b)</sup>** | **Termination<br>Date** | **Notional<br>Amount<br>(000s)** | **Value** | **Upfront<br>Premiums<br>(Received)<br>Paid** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Protection Purchased:** | **Protection Purchased:** | **Protection Purchased:** |  |  |  |  |  |
|  CDX.NA.IG Index 46 | (1.000)% | 0.632% | 06/20/31 | $338450 | $(5953482) | $(5920684) | $(32798) |
|  ICE CD ITXEB 45 | (1.000) | 0.714 | 06/20/31 | 148000 | (2405585) | (2694990) | 289405 |
|  **Protection Sold:** | **Protection Sold:** | **Protection Sold:** |  |  |  |  |  |
|  CDX.NA.HY Index 46 | 5.000 | 3.856 | 06/20/31 | $188950 | 9375541 | 7633826 | 1741715 |
|  ICE CD ITXEX 45 | 5.000 | 3.533 | 06/20/31 | 171550 | 12752328 | 14755914 | (2003586) |
|  **TOTAL** |  |  |  |  | $13768802 | $13774066 | $(5264) |

---

(a) Payments made quarterly.

(b) Credit spread on the referenced obligation, together with the term of the swap contract, are indicators of payment/performance risk. The likelihood of a credit event occurring which would require a fund or its
counterparty to make a payment or otherwise be required to perform under the swap contract is generally greater as the credit spread and the term of the swap contract increase.

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**OVER-THE-COUNTER TOTAL RETURN SWAP CONTRACTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/Index** | **Financing Rate<br>Paid/(Received) by<br>the Fund** | **Counterparty** | **Termination**<br> **Date<sup>#</sup>** | **Notional<br>Amount**<br> **(000s)** | **Unrealized<br>Appreciation/<br>(Depreciation)\*** |
|  Russell 3000 TR Index | 12M SOFR+0.510<sup>(a)</sup> | BofA Securities LLC | 03/09/27 | $521597 | $12644763 |
|  BCOMRS Index | 0.150<sup>(a)</sup> | Citibank NA | 05/29/26 | 14346 | 244415 |
|  BCOMRS Index | 0.000<sup>(a)</sup> | Citibank NA | 08/11/26 | 4885 | 83680 |
|  M1WO Index | 12M SOFR+0.350<sup>(a)</sup> | Citibank NA | 11/12/26 | 46196 | 1205799 |
|  M1WO Index | 12M SOFR+0.320<sup>(a)</sup> | Citibank NA | 12/10/26 | 49299 | 1286180 |
|  Russell 3000 TR Index | 12M SOFR+0.580<sup>(a)</sup> | Citibank NA | 02/17/27 | 764283 | 18550341 |
|  Russell 3000 TR Index | 12M SOFR+0.480<sup>(a)</sup> | Citibank NA | 03/10/27 | 130170 | 3154017 |
|  DBCDSBEF Index | 0.000<sup>(b)</sup> | Deutsche Bank AG (Singapore) | 04/10/26 | EUR 281,802 | (699438) |
|  DBCDSBUF Index | 0.000<sup>(b)</sup> | Deutsche Bank AG (Singapore) | 04/10/26 | 335122 | (598005) |
|  AMZX Index | 12M SOFR+0.350<sup>(b)</sup> | JPMorgan Securities, Inc. | 04/10/26 | 8648 | 23213 |
|  BCOMRS Index | 0.000<sup>(a),(b)</sup> | JPMorgan Securities, Inc. | 04/10/26-12/10/26 | 24748 | 423895 |
|  JCUBIXY1 Index | 0.000<sup>(a)</sup> | JPMorgan Securities, Inc. | 04/10/26 | 12468 | 133950 |
|  JPGSMARB Index | 12M SOFR+0.890<sup>(a)</sup> | JPMorgan Securities, Inc. | 04/09/26-02/10/27 | 55204 | 220426 |
|  JPOSCUVS Index | 0.000<sup>(b)</sup> | JPMorgan Securities, Inc. | 04/10/26 | 35298 | (725196) |
|  JPOSSVHY Index | 0.000<sup>(b)</sup> | JPMorgan Securities, Inc. | 04/10/26 | 19095 | (26824) |
|  JPOSSVV1 Index | 0.000<sup>(b)</sup> | JPMorgan Securities, Inc. | 04/10/26 | 34704 | 1239847 |
|  M1WO Index | 12M SOFR+0.240<sup>(a)</sup> | JPMorgan Securities, Inc. | 03/10/27 | 37996 | 990664 |
|  Russell 3000 TR Index | 12M SOFR+0.685<sup>(a)</sup> | JPMorgan Securities, Inc. | 10/08/26 | 294758 | 7167145 |
|  MSCBVMH3 Index | 0.000<sup>(b)</sup> | MS & Co. Int. PLC | 04/10/26 | 249163 | 1051489 |
|  MSFVWGTT Index | 0.000<sup>(b)</sup> | MS & Co. Int. PLC | 04/10/26 | 516495 | 1447981 |
|  MSVXCS01 Index | 0.000<sup>(b)</sup> | MS & Co. Int. PLC | 04/10/26 | 56375 | 1309366 |
|  Russell 3000 TR Index | 12M SOFR+0.720<sup>(a)</sup> | MS & Co. Int. PLC | 09/09/26 | 64393 | 1566683 |
|  **TOTAL** |  |  |  |  | $50694391 |

---

(a) Payments made monthly. (b)Payments made at maturity.

# The Fund pays/receives annual coupon payments in accordance with the swap contract(s). On the termination date of the swap contract(s), the Fund will either receive from or pay to the counterparty an amount equal to the net of the accrued financing fees and the value of the reference security subtracted from the original notional cost (notional multiplied by the price change of the reference security, converted to U.S. Dollars).

\* There are no upfront payments on the swap contracts March 31, 2026. Therefore the unrealized gain (loss) on the swap contracts is equal to their market value.

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **A basket (MSCBVMH3) of Options** |  | | | |
| **Common Stocks** | **Sector** | **Shares** | **Value** | **Weight** |
|  iShares iBoxx $ High Yield Corporate Bond ETF | Options | (1765) | $(140454) | (0.1)% |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (6478) | (5918) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (3439) | (3215) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (3017) | (2421) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (3666) | (2071) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (6031) | (2051) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (4722) | (2007) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (864) | (1201) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (2536) | (1129) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (3270) | (818) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (4979) | (672) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (1566) | (456) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (355) | (369) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (1216) | (346) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (186) | (343) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (9470) | (237) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (484) | (227) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (2658) | (226) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (270) | (215) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (281) | (195) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (270) | (190) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 05/15/26 | Options | (123) | (181) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (84) | (91) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (186) | (85) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (186) | (82) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (360) | (70) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (84) | (35) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (158) | (16) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 06/18/26 | Options | (56) | (9) | 0.0 |
|  iShares iBoxx $ High Yield Corporate Bond ETF, 04/17/26 | Options | (162) | (1) | 0.0 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**PURCHASED AND WRITTEN OPTIONS CONTRACTS** — At March 31, 2026, the Fund had the following purchased and written options:

**EXCHANGE TRADED OPTIONS ON EQUITY CONTRACTS** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Exercise**<br> **Price** | **Expiration**<br> **Date** | **Number of**<br> **Contracts** | **Notional**<br> **Amount** | **Market**<br> **Value** | **Premiums Paid<br>(Received)<br>by Fund** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Purchased option contracts** |  |  |  |  |  |  |  |
|  **Calls** |  |  |  |  |  |  |  |
|  CBOE Volatility Index | $23.000 | 04/15/2026 | 1370 | $3151000 | $455525 | $307223 | $148302 |
|  CBOE Volatility Index | 23.000 | 05/19/2026 | 1260 | 2898000 | 526050 | 343035 | 183015 |
|  CBOE Volatility Index | 25.000 | 06/17/2026 | 960 | 2400000 | 367200 | 347760 | 19440 |
|  **Total purchased option contracts** |  |  | 3590 |  | $1348775 | $998018 | $350757 |
|  **Written option contracts** |  |  |  |  |  |  |  |
|  **Calls** |  |  |  |  |  |  |  |
|  Euro Stoxx 50 Index | 6075.000 | 04/02/2026 | (40) | (24300000) | (46) | (6256) | 6210 |
|  Euro Stoxx 50 Index | 6075.000 | 04/10/2026 | (41) | (24907500) | (474) | (9428) | 8954 |
|  Euro Stoxx 50 Index | 5875.000 | 04/17/2026 | (42) | (24675000) | (12039) | (24353) | 12314 |
|  FTSE 100 Index | 10500.000 | 04/17/2026 | (5) | (5250000) | (4103) | (2445) | (1658) |
|  FTSE 100 Index | 10600.000 | 04/17/2026 | (7) | (7420000) | (3706) | (1625) | (2081) |
|  FTSE 100 Index | 10850.000 | 04/17/2026 | (6) | (6510000) | (953) | (2610) | 1657 |
|  FTSE 100 Index | 10975.000 | 04/17/2026 | (4) | (4390000) | (344) | (1306) | 962 |
|  FTSE 100 Index | 11300.000 | 04/17/2026 | (2) | (2260000) | (53) | (1048) | 995 |
|  FTSE 100 Index | 10675.000 | 05/15/2026 | (3) | (3202500) | (3137) | (1887) | (1250) |
|  Nikkei 225 Index | 57875.000 | 04/10/2026 | (4) | (23150000) | (832) | (2603) | 1771 |
|  Nikkei 225 Index | 60375.000 | 04/10/2026 | (4) | (24150000) | (202) | (4050) | 3848 |
|  Nikkei 225 Index | 60625.000 | 04/10/2026 | (4) | (24250000) | (176) | (10250) | 10074 |
|  Nikkei 225 Index | 63500.000 | 04/10/2026 | (1) | (6350000) | (12) | (1549) | 1537 |
|  Nikkei 225 Index | 65000.000 | 04/10/2026 | (2) | (13000000) | (25) | (3265) | 3240 |
|  Nikkei 225 Index | 60000.000 | 05/08/2026 | (2) | (12000000) | (1689) | (2387) | 698 |
|  Nikkei 225 Index | 60125.000 | 05/08/2026 | (3) | (18037500) | (2420) | (4598) | 2178 |
|  S&P 500 Index | $6770.000 | 04/01/2026 | (21) | $(14217000) | (263) | (43553) | 43290 |
|  S&P 500 Index | 7125.000 | 04/01/2026 | (13) | (9262500) | (33) | (21479) | 21446 |
|  S&P 500 Index | 6695.000 | 04/02/2026 | (21) | (14059500) | (2730) | (13584) | 10854 |
|  S&P 500 Index | 6625.000 | 04/06/2026 | (22) | (14575000) | (51370) | (16503) | (34867) |
|  S&P 500 Index | 7100.000 | 04/08/2026 | (15) | (10650000) | (188) | (17690) | 17502 |
|  S&P 500 Index | 7000.000 | 04/15/2026 | (15) | (10500000) | (1463) | (21585) | 20122 |
|  S&P 500 Index | 6900.000 | 04/22/2026 | (16) | (11040000) | (11760) | (41678) | 29918 |
|  |  |  | (293) |  | $(98018) | $(255732) | $157714 |
|  **Puts** |  |  |  |  |  |  |  |
|  Euro Stoxx 50 Index | 5250.000 | 04/02/2026 | (81) | (42525000) | (468) | (46565) | 46097 |
|  Euro Stoxx 50 Index | 5225.000 | 04/10/2026 | (82) | (42845000) | (19050) | (27632) | 8582 |
|  Euro Stoxx 50 Index | 4975.000 | 04/17/2026 | (85) | (42287500) | (17488) | (23946) | 6458 |
|  FTSE 100 Index | 9275.000 | 04/17/2026 | (11) | (10202500) | (3640) | (8873) | 5233 |
|  FTSE 100 Index | 9350.000 | 04/17/2026 | (15) | (14025000) | (5658) | (18008) | 12350 |
|  FTSE 100 Index | 9550.000 | 04/17/2026 | (12) | (11460000) | (6830) | (10458) | 3628 |
|  FTSE 100 Index | 9625.000 | 04/17/2026 | (8) | (7700000) | (5347) | (11719) | 6372 |
|  FTSE 100 Index | 10250.000 | 04/17/2026 | (3) | (3075000) | (8636) | (2016) | (6620) |
|  FTSE 100 Index | 9050.000 | 05/15/2026 | (5) | (4525000) | (3838) | (6097) | 2259 |
|  Nikkei 225 Index | 46500.000 | 04/10/2026 | (7) | (32550000) | (16760) | (24737) | 7977 |
|  Nikkei 225 Index | 48500.000 | 04/10/2026 | (6) | (29100000) | (25897) | (45435) | 19538 |
|  Nikkei 225 Index | 48625.000 | 04/10/2026 | (3) | (14587500) | (13421) | (12389) | (1032) |
|  Nikkei 225 Index | 48750.000 | 04/10/2026 | (9) | (43875000) | (41681) | (45639) | 3958 |

---

------

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**EXCHANGE TRADED OPTIONS ON EQUITY CONTRACTS (continued)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Exercise**<br> **Price** | **Expiration**<br> **Date** | **Number of**<br> **Contracts** | **Notional**<br> **Amount** | **Market**<br> **Value** | **Premiums Paid<br>(Received)<br>by Fund** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Written option contracts (continued)** |  |  |  |  |  |  |  |
|  **Puts (continued)** |  |  |  |  |  |  |  |
|  Nikkei 225 Index | 51375.000 | 04/10/2026 | (2) | (10275000) | $(20289) | $(7823) | $(12466) |
|  Nikkei 225 Index | 53000.000 | 04/10/2026 | (3) | (15900000) | (48014) | (11560) | (36454) |
|  Nikkei 225 Index | 46500.000 | 05/08/2026 | (7) | (32550000) | (48077) | (41990) | (6087) |
|  Nikkei 225 Index | 46750.000 | 05/08/2026 | (4) | (18700000) | (28607) | (35865) | 7258 |
|  S&P 500 Index | $6260.000 | 04/01/2026 | (42) | $(26292000) | (1575) | (55211) | 53636 |
|  S&P 500 Index | 6375.000 | 04/01/2026 | (26) | (16575000) | (5720) | (81689) | 75969 |
|  S&P 500 Index | 6210.000 | 04/02/2026 | (43) | (26703000) | (5805) | (98255) | 92450 |
|  S&P 500 Index | 6050.000 | 04/06/2026 | (43) | (26015000) | (10213) | (59223) | 49010 |
|  S&P 500 Index | 6300.000 | 04/08/2026 | (30) | (18900000) | (66600) | (137519) | 70919 |
|  S&P 500 Index | 6275.000 | 04/15/2026 | (31) | (19452500) | (128805) | (146149) | 17344 |
|  S&P 500 Index | 6025.000 | 04/22/2026 | (32) | (19280000) | (84960) | (104639) | 19679 |
|  |  |  | (590) |  | $(617379) | $(1063437) | $446058 |
|  **Total written option contracts** |  |  | (883) |  | $(715397) | $(1319169) | $603772 |
|  **TOTAL** |  |  | 2707 |  | $633378 | $(321151) | $954529 |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | — Australian Dollar |
| BRL | — Brazil Real |
| CAD | — Canadian Dollar |
| CHF | — Swiss Franc |
| CLP | — Chilean Peso |
| CZK | — Czech Republic Koruna |
| EUR | — Euro |
| GBP | — British Pound |
| HUF | — Hungarian Forint |
| IDR | — Indonesia Rupiah |
| ILS | — Israeli Shekel |
| INR | — Indian Rupee |
| JPY | — Japanese Yen |
| KRW | — South Korean Won |
| MXN | — Mexican Peso |
| NOK | — Norwegian Krone |
| NZD | — New Zealand Dollar |
| PHP | — Philippines Peso |
| PLN | — Polish Zloty |
| SEK | — Swedish Krona |
| TWD | — Taiwan Dollar |
| USD | — U.S. Dollar |
| ZAR | — South African Rand |
| **Investment Abbreviations:** | **Investment Abbreviations:** |
| CVR | — Contingent Value Rights |
| ETF | — Exchange Traded Fund |
| LLC | — Limited Liability Company |
| LP | — Limited Partnership |
| MSCI | — Morgan Stanley Capital International |
| NR | — Not Rated |
| PLC | — Public Limited Company |
| RB | — Revenue Bond |
| REIT | — Real Estate Investment Trust |
| **Abbreviations:** | **Abbreviations:** |
| CDX.NA.HY Ind 46 | — CDX North America High Yield Index 46 |
| ICE | — Inter-Continental Exchange |
| ICE CD ITXEB | — iTraxx Europe Index |
| ICE CD ITXEX | — iTraxx Europe Crossover Index |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

GOLDMAN SACHS COMMODITY STRATEGY FUND

## Consolidated Schedule of Investments
*March 31, 2026 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Dividend**<br> **Rate** | **Value** |
| **Investment Company<sup>(a)</sup> – 6.3%** | **Investment Company<sup>(a)</sup> – 6.3%** | **Investment Company<sup>(a)</sup> – 6.3%** |
| Goldman Sachs Financial Square Government Fund — Institutional<br>Shares | Goldman Sachs Financial Square Government Fund — Institutional<br>Shares | Goldman Sachs Financial Square Government Fund — Institutional<br>Shares |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23281008 | 3.553% | $23281008 |
| **(Cost $23,281,008)** | **(Cost $23,281,008)** | **(Cost $23,281,008)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Principal**<br> **Amount** | **Interest<br>Rate** | **Maturity<br>Date** | **Value** |
| **Short-term Investments<sup>(b)</sup> – 86.7%** | **Short-term Investments<sup>(b)</sup> – 86.7%** | **Short-term Investments<sup>(b)</sup> – 86.7%** | **Short-term Investments<sup>(b)</sup> – 86.7%** | **Short-term Investments<sup>(b)</sup> – 86.7%** |
|  **U.S. Treasury Obligations – 86.7%** | **U.S. Treasury Obligations – 86.7%** | **U.S. Treasury Obligations – 86.7%** | **U.S. Treasury Obligations – 86.7%** | **U.S. Treasury Obligations – 86.7%** |
|  U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
|  $ | 64400000 | 0.000% | 04/16/26 | $64302618 |
|  | 42000000 | 0.000 | 05/28/26 | 41758550 |
|  | 92100000 | 0.000 | 06/25/26 | 91320417 |
|  | 3000000 | 0.000 | 07/09/26 | 2970302 |
|  | 84100000 | 0.000 | 07/16/26 | 83213069 |
|  | 5100000 | 0.000 | 08/27/26 | 5024530 |
|  | 32400000 | 0.000 | 09/17/26 | 31853714 |
| **TOTAL SHORT-TERM INVESTMENTS**<br> **(Cost $320,489,699)** | **TOTAL SHORT-TERM INVESTMENTS**<br> **(Cost $320,489,699)** | **TOTAL SHORT-TERM INVESTMENTS**<br> **(Cost $320,489,699)** | **TOTAL SHORT-TERM INVESTMENTS**<br> **(Cost $320,489,699)** | $320443200 |
| **TOTAL INVESTMENTS – 93.0%**<br> **(Cost $343,770,707)** | **TOTAL INVESTMENTS – 93.0%**<br> **(Cost $343,770,707)** | **TOTAL INVESTMENTS – 93.0%**<br> **(Cost $343,770,707)** | **TOTAL INVESTMENTS – 93.0%**<br> **(Cost $343,770,707)** | $343724208 |
| **OTHER ASSETS IN EXCESS OF**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**LIABILITIES – 7.0%** | **OTHER ASSETS IN EXCESS OF**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**LIABILITIES – 7.0%** | **OTHER ASSETS IN EXCESS OF**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**LIABILITIES – 7.0%** | **OTHER ASSETS IN EXCESS OF**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**LIABILITIES – 7.0%** | 26054822 |
| **NET ASSETS – 100.0%** | **NET ASSETS – 100.0%** | **NET ASSETS – 100.0%** |  | $369779030 |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets. | The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets. |
| (a) | Represents an affiliated issuer. |
| (b) | Issued with a zero coupon. Income is recognized through the accretion of discount. |

---

------

GOLDMAN SACHS COMMODITY STRATEGY FUND

## Consolidated Schedule of Investments (continued)
*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION** 

**FUTURES CONTRACTS** — At March 31, 2026, the Fund had the following futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Long position contracts:** |  |  |  |  |
|  Brent Crude | 9 | 05/29/26 | $865530 | $45720 |
|  Brent Crude | 52 | 04/30/26 | 5406440 | 141251 |
|  Cattle Feeder | 4 | 08/27/26 | 728850 | 24216 |
|  Cattle Feeder | 3 | 05/21/26 | 549713 | 32321 |
|  Cocoa | 62 | 05/13/26 | 2046000 | (114732) |
|  Cocoa | 40 | 09/15/26 | 1366800 | 49501 |
|  Coffee | 13 | 05/18/26 | 1454456 | 33790 |
|  Coffee | 19 | 09/18/26 | 1981463 | (112505) |
|  Coffee | 20 | 09/24/26 | 668000 | (44226) |
|  Copper | 3 | 05/27/26 | 421050 | 9118 |
|  Copper | 9 | 09/28/26 | 1287000 | (14295) |
|  Corn | 25 | 09/14/26 | 587813 | (1502) |
|  Cotton No.2 | 41 | 12/08/26 | 1523970 | 103238 |
|  Gasoil | 49 | 09/10/26 | 4553325 | 780574 |
|  Gasoline RBOB | 13 | 04/30/26 | 1749329 | 117459 |
|  Gasoline RBOB | 39 | 08/31/26 | 4337096 | 509352 |
|  Gasoline RBOB | 7 | 07/31/26 | 815291 | 126813 |
|  Gold | 4 | 06/26/26 | 1871440 | (200859) |
|  Gold | 8 | 08/27/26 | 3770880 | (97046) |
|  Lean Hogs | 7 | 06/12/26 | 294140 | (2399) |
|  Lean Hogs | 25 | 08/14/26 | 1070750 | (34538) |
|  Live Cattle | 12 | 06/30/26 | 1167720 | 64997 |
|  Live Cattle | 14 | 08/31/26 | 1342880 | 50877 |
|  LME Copper | 8 | 07/13/26 | 2469270 | (131736) |
|  LME Copper | 2 | 04/13/26 | 614159 | (33324) |
|  LME Copper | 7 | 09/14/26 | 2165293 | (122039) |
|  LME Lead | 12 | 05/18/26 | 565350 | (53092) |
|  LME Lead | 51 | 07/13/26 | 2435977 | (197898) |
|  LME Lead | 48 | 09/14/26 | 2322000 | (64245) |
|  LME Nickel | 24 | 05/18/26 | 2451881 | 206374 |
|  LME Nickel | 3 | 06/15/26 | 307548 | (13633) |
|  LME Nickel | 32 | 09/14/26 | 3314688 | (37212) |
|  LME Nickel | 34 | 07/13/26 | 3497343 | (134558) |
|  LME Primary Aluminum | 93 | 05/18/26 | 8146893 | 1424178 |
|  LME Primary Aluminum | 30 | 06/15/26 | 2611605 | 256804 |
|  LME Primary Aluminum | 87 | 07/13/26 | 7504729 | 693745 |
|  LME Primary Aluminum | 59 | 09/14/26 | 4971783 | 212418 |
|  LME Tin | 3 | 07/13/26 | 701505 | (925) |
|  LME Tin | 3 | 09/14/26 | 702105 | (72785) |
|  LME Zinc | 31 | 05/18/26 | 2511729 | 114574 |
|  LME Zinc | 39 | 09/14/26 | 3149767 | (33649) |
|  LME Zinc | 43 | 07/13/26 | 3477657 | 15940 |
|  Low Sulphur Gas Oil | 5 | 05/12/26 | 619625 | 211118 |
|  Natural Gas | 42 | 04/28/26 | 1211280 | (47022) |
|  Natural Gas | 54 | 08/27/26 | 1768500 | (130975) |
|  Natural Gas | 24 | 07/29/26 | 792000 | (54816) |
|  NY Harbor ULSD | 12 | 04/30/26 | 2073355 | 192157 |
|  NY Harbor ULSD | 35 | 08/31/26 | 4654314 | 718598 |
|  NY Harbor ULSD | 6 | 07/31/26 | 825628 | 148919 |
|  Palladium | 12 | 06/26/26 | 1785000 | (40156) |
|  Platinum | 9 | 10/28/26 | 894375 | (69787) |
|  Silver | 8 | 05/27/26 | 2996760 | (117528) |
|  Silver | 8 | 09/28/26 | 3041320 | (254738) |
|  Soybean Oil | 21 | 11/13/26 | 1215375 | 20180 |
|  Soybean Oil | 66 | 12/14/26 | 2280740 | 56331 |
|  Sugar 11 | 67 | 09/30/26 | 1204392 | 68820 |
|  Wheat | 42 | 09/14/26 | 1367351 | 80647 |
|  White Sugar | 33 | 09/15/26 | 751410 | 77195 |
|  WTI Crude | 9 | 04/21/26 | 912420 | 65655 |
|  WTI Crude | 43 | 07/21/26 | 3510090 | 424915 |
|  **Total** |  |  |  | $4845575 |

---

------

GOLDMAN SACHS COMMODITY STRATEGY FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Short position contracts:** |  |  |  |  |
|  Brent Crude | (6) | 07/31/26 | $(515460) | $(18) |
|  Cocoa | (1) | 07/16/26 | (33670) | (2453) |
|  Copper | (1) | 07/29/26 | (141638) | 4923 |
|  Corn | (13) | 05/14/26 | (297538) | (1623) |
|  Corn | (4) | 07/14/26 | (93650) | (1111) |
|  Cotton No.2 | (68) | 05/06/26 | (2380000) | (160890) |
|  Cotton No.2 | (1) | 07/09/26 | (36065) | (3068) |
|  FCOJ-A | (7) | 05/08/26 | (199500) | (16165) |
|  Gasoil | (1) | 07/10/26 | (101200) | (20551) |
|  Gasoline RBOB | (1) | 06/30/26 | (122056) | (17621) |
|  Lean Hogs | (1) | 07/15/26 | (42890) | 1947 |
|  LME Copper | (2) | 04/13/26 | (614159) | 43770 |
|  LME Copper | (2) | 05/18/26 | (615577) | 33598 |
|  LME Copper | (8) | 07/13/26 | (2469270) | 134636 |
|  LME Lead | (19) | 05/18/26 | (895138) | 61075 |
|  LME Lead | (51) | 07/13/26 | (2435977) | 86140 |
|  LME Lead | (9) | 09/14/26 | (435375) | 5768 |
|  LME Nickel | (34) | 05/18/26 | (3473498) | 44148 |
|  LME Nickel | (3) | 06/15/26 | (307548) | (27422) |
|  LME Nickel | (9) | 09/14/26 | (932256) | 16738 |
|  LME Nickel | (34) | 07/13/26 | (3497343) | 50435 |
|  LME Primary Aluminum | (91) | 05/18/26 | (7971691) | (995467) |
|  LME Primary Aluminum | (30) | 06/15/26 | (2611605) | (366455) |
|  LME Primary Aluminum | (88) | 07/13/26 | (7590990) | (530181) |
|  LME Primary Aluminum | (21) | 09/14/26 | (1769618) | (6519) |
|  LME Tin | (3) | 07/13/26 | (701505) | 61660 |
|  LME Zinc | (33) | 05/18/26 | (2673776) | (37898) |
|  LME Zinc | (43) | 07/13/26 | (3477657) | 65162 |
|  LME Zinc | (11) | 09/14/26 | (888396) | (2320) |
|  Natural Gas | (3) | 06/26/26 | (96990) | 5790 |
|  NY Harbor ULSD | (1) | 06/30/26 | (145051) | (25362) |
|  Platinum | (3) | 07/29/26 | (295530) | (10980) |
|  Soybean Oil | (85) | 05/14/26 | (3546222) | (126710) |
|  Soybean Oil | (4) | 07/14/26 | (191358) | (1500) |
|  Sugar 11 | (10) | 04/30/26 | (173824) | 309 |
|  Sugar 11 | (3) | 06/30/26 | (52685) | (6358) |
|  Wheat | (83) | 05/14/26 | (2595938) | (195644) |
|  Wheat | (2) | 07/14/26 | (63763) | (3843) |
|  WTI Crude | (3) | 06/22/26 | (259590) | (40058) |
|  **Total** |  |  |  | $(1984118) |
|  **TOTAL FUTURES CONTRACTS** |  |  |  | $2861457 |

---

------

GOLDMAN SACHS COMMODITY STRATEGY FUND

*March 31, 2026 (Unaudited)* 

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

**SWAP CONTRACTS** — At March 31, 2026, the Fund had the following swap contracts:

**OVER-THE-COUNTER TOTAL RETURN SWAP CONTRACTS#** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/Index<sup>(a)</sup>** | **Financing Rate**<br> **Paid/(Received) by**<br> **the Fund** | **Counterparty** | **Termination<br>Date** | **Notional<br>Amount<br>(000s)** | **Unrealized<br>Appreciation/<br>(Depreciation)\*** |
|  CRB 3M Forward Index | 1 mo. U.S. Treasury Bill Rate +0.11% | Citibank NA | 10/30/26 | $107020 | $(8) |
|  CRB Future Index | 1 mo. U.S. Treasury Bill Rate +0.24 | Citibank NA | 01/29/27 | 1753 | 4 |
|  CRB 3M Forward Index | 1 mo. U.S. Treasury Bill Rate +0.12 | Merrill Lynch International Bank Ltd. | 10/30/26 | 97191 | (3) |
|  CRB Future Index | 1 mo. U.S. Treasury Bill Rate +0.25 | Merrill Lynch International Bank Ltd. | 01/29/27 | 2907 | (3) |
|  CRB 3M Forward Index | 1 mo. U.S. Treasury Bill Rate +0.12 | RBC Dominion Securities, Inc. | 10/30/26 | 34153 | (8) |
|  CRB Future Index | 1 mo. U.S. Treasury Bill Rate +0.29 | RBC Dominion Securities, Inc. | 10/30/26 | 23462 | 48 |
|  CRB Future Index | 1 mo. U.S. Treasury Bill Rate +0.25 | UBS Switzerland AG | 01/29/27 | 31370 | 59 |
|  **TOTAL** |  |  |  |  | $89 |

---

(a) Payments made monthly.

# The Fund pays/receives annual coupon payments in accordance with the swap contract(s). On the termination date of the swap contract(s), the Fund will either receive from or pay to the counterparty an amount equal to the net of the accrued financing fees and the value of the reference security subtracted from the original notional cost (notional multiplied by the price change of the reference security, converted to U.S. Dollars).

\* There are no upfront payments on the swap contracts March 31, 2026. Therefore the unrealized gain (loss) on the swap contracts is equal to their market value.

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS** 

**Investment Valuation** — The Funds' valuation policy is to value investments at fair value.

**Investments and Fair Value Measurements —** GAAP defines the fair value of a financial instrument as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price); the Funds' policy is to use the market approach. GAAP establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. The levels used for classifying investments are not necessarily an indication of the risk associated with investing in these investments. The three levels of the fair value hierarchy are described below:

Level 1 — Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;

Level 2 — Quoted prices in markets that are not active or financial instruments for which significant inputs are observable (including, but not limited to, quoted prices for similar investments, interest rates, foreign exchange rates, volatility and credit spreads), either directly or indirectly;

Level 3 — Prices or valuations that require significant unobservable inputs (including GSAM's assumptions in determining fair value measurement).

The Board of Trustees ("Trustees") has approved valuation procedures that govern the valuation of the portfolio investments held by the Funds ("Valuation Procedures"), including investments for which market quotations are not readily available. With respect to the Funds' investments that do not have readily available market quotations, the Trustees have designated GSAM as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Act (the "Valuation Designee"). GSAM has day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Funds' investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

**Level 1 and Level 2 Fair Value Investments** — The valuation techniques and significant inputs used in determining the fair values for investments classified as Level 1 and Level 2 are as follows:

**Equity Securities** — Equity securities traded on a United States ("U.S.") securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities will be valued at the valid closing bid price for long positions and at the valid closing ask price for short positions (i.e., where there is sufficient volume, during normal exchange trading hours). If no valid bid/ask price is available, the equity security will be valued pursuant to the Valuation Procedures and consistent with applicable regulatory guidance. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2.

Unlisted equity securities for which market quotations are available are valued at the last sale price on the valuation date, or if no sale occurs, at the last bid price for long positions or the last ask price for short positions, and are generally classified as Level 2. Securities traded on certain foreign securities exchanges are valued daily at fair value determined by an independent fair value service (if available) under the Valuation Procedures and consistent with applicable regulatory guidance. The independent fair value service takes into account multiple factors including, but not limited to, movements in the securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of the foreign securities exchange. These investments are generally classified as Level 2 of the fair value hierarchy.

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS (continued)** 

**Underlying Funds (including Money Market Funds)** — Underlying funds ("Underlying Funds") include exchange-traded funds ("ETFs") and other investment companies. Investments in the Underlying Funds (except ETFs) are valued at the NAV per share on the day of valuation. ETFs are valued daily at the last sale price or official closing price on the principal exchange or system on which the investment is traded. Because the Funds invest in Underlying Funds that fluctuate in value, the Fund's shares will correspondingly fluctuate in value. Underlying Funds are generally classified as Level 1 of the fair value hierarchy. To the extent that underlying ETFs are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. For information regarding an Underlying Fund's accounting policies and investment holdings, please see the Underlying Fund's financial statements at SEC.gov.

**Debt Securities** — Debt securities for which market quotations are readily available are valued daily on the basis of quotations supplied by dealers or an independent pricing service. The pricing services may use valuation models or matrix pricing, which consider: (i) yield or price with respect to bonds that are considered comparable in characteristics such as rating, interest rate and maturity date or (ii) quotations from securities dealers to determine current value. With the exception of treasury securities of G7 countries, which are generally classified as Level 1, these investments are generally classified as Level 2 of the fair value hierarchy.

**Derivative Contracts** — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A Fund enters into derivative transactions to hedge against changes in interest rates, securities prices, and/or currency exchange rates, to increase total return, or to gain access to certain markets or attain exposure to other underliers. For financial reporting purposes, cash collateral that has been pledged to cover obligations of a Fund and cash collateral received, if any, is reported separately on the Consolidated Statements of Assets and Liabilities as either due to broker/receivable for collateral on certain derivative contracts. Non-cash collateral pledged by a Fund, if any, is noted in the Schedules of Investments.

Exchange-traded derivatives, including futures and options contracts, are generally valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter ("OTC") and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models, calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**i. Forward Contracts** — A forward contract is a contract between two parties to buy or sell an asset at a specified price on a future date. A forward contract settlement can occur on a cash or delivery basis. Forward contracts are marked-to-market daily using independent vendor prices, and the change in value, if any, is recorded as an unrealized gain or loss. Cash and certain investments may be used to collateralize forward contracts.

A *forward foreign currency exchange contract* is a forward contract in which a Fund agrees to receive or deliver a fixed quantity of one currency for another, at a pre-determined price at a future date. All forward foreign currency exchange contracts are marked to market daily by using the outright forward rates or interpolating based upon maturity dates, where available. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency.

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS (continued)** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**ii. Futures Contracts** — Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, a Fund deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by a Fund equal to the daily change in the contract value and are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**iii. Options** — When a Fund writes call or put options, an amount equal to the premium received is recorded as a liability and is subsequently marked-to-market to reflect the current value of the option written. Swaptions are options on swap contracts.

Upon the purchase of a call option or a put option by a Fund, the premium paid is recorded as an investment and subsequently marked-to-market to reflect the current value of the option. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**iv. Swap Contracts** — Bilateral swap contracts are agreements in which a Fund and a counterparty agree to exchange periodic payments on a specified notional amount or make a net payment upon termination. Bilateral swap transactions are privately negotiated in the OTC market and payments are settled through direct payments between a Fund and the counterparty. By contrast, certain swap transactions are subject to mandatory central clearing. These swaps are executed through a derivatives clearing member ("DCM"), acting in an agency capacity, and submitted to a central counterparty ("CCP") ("centrally cleared swaps"), in which case all payments are settled with the CCP through the DCM. Swaps are marked-to-market daily using pricing vendor quotations, counterparty or clearinghouse prices or model prices, and the change in value, if any, is recorded as an unrealized gain or loss. Upon entering into a swap contract, a Fund is required to satisfy an initial margin requirement by delivering cash or securities to the counterparty (or in some cases, segregated in a triparty account on behalf of the counterparty), which can be adjusted by any mark-to-market gains or losses pursuant to bilateral or centrally cleared arrangements. For centrally cleared swaps the daily change in valuation, if any, is recorded as a receivable or payable for variation margin.

A *credit default swap* is an agreement that involves one party (the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive protection on a reference security or obligation, including a group of assets or exposure to the performance of an index. A Fund's investment in credit default swaps may involve greater risks than if the Fund had invested in the referenced obligation directly. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. If a Fund buys protection through a credit default swap and no credit event occurs, its payments are limited to the periodic payments previously made to the counterparty. Upon the occurrence of a specified credit event, a Fund, as a buyer of credit protection, is entitled to receive an amount equal to the notional amount of the swap and deliver to the seller the defaulted reference obligation in a physically settled trade. A Fund may also receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade.

As a seller of protection, a Fund generally receives a payment stream throughout the term of the swap, provided that there is no credit event. In addition, if a Fund sells protection through a credit default swap, a Fund could suffer a loss because the value of the referenced obligation and the premium payments received may be less than the notional amount of the swap paid to the buyer of protection. Upon the occurrence of a specified credit event, a Fund, as a seller of credit protection, may be required to take possession of the defaulted reference obligation and pay the buyer an amount equal to the notional amount of the swap in a physically settled trade. A Fund may also pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade. Recovery values are at times established through the credit event auction process in which market participants are ensured that a transparent price has been set for the defaulted security or obligation. In addition, a Fund is entitled to a return of any assets, which have been pledged as collateral to the counterparty upon settlement.

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS (continued)** 

The maximum potential amount of future payments (undiscounted) that a Fund as seller of protection could be required to make under a credit default swap would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or net amounts received from a settlement of a credit default swap for the same reference security or obligation where a Fund bought credit protection.

A *total return swap* is an agreement that gives a Fund the right to receive or pay the appreciation or depreciation, as applicable, in the value of a specified security, an index, a basket of securities or indices, or other instrument in return for a fee paid to the counterparty, which will typically be an agreed upon interest rate. If the underlying asset declines in value over the term of the swap, a Fund may also be required to pay the dollar value of that decline to the counterparty.

**Level 3 Fair Value Investments** — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of a Fund's investments may be determined under the Valuation Procedures. GSAM, consistent with its procedures and applicable regulatory guidance, may make an adjustment to the most recent valuation prices of either domestic or foreign securities in light of significant events to reflect what it believes to be the fair value of the securities at the time of determining a Fund's NAV. To the extent investments are valued using single source broker quotations obtained directly from the broker or passed through from third party pricing vendors, such investments are classified as Level 3 investments.

**Fair Value Hierarchy** — The following is a summary of the Funds' investments and derivatives classified in the fair value hierarchy as of March 31, 2026:

---

| | | | |
|:---|:---|:---|:---|
| **ABSOLUTE RETURN TRACKER FUND**<br>**Investment Type** | <br>**Level 1** | <br>**Level 2** | <br>**Level 3** |
| **Assets** |  |  |  |
|  Common Stock and/or Other Equity Investments<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asia | $1389440 | $143184 | $21682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia and Oceania | 379664 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Europe | 6479084 | 140051 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; North America | 2048839142 | 5898 | 35068 |
| &nbsp;&nbsp;&nbsp;&nbsp; South America | 262849 |  |  |
|  Securities Lending Reinvestment Vehicle | 196053340 |  |  |
|  Fixed Income |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | 149667340 |  |  |
|  Rights |  | 25 |  |
|  Exchange Traded Funds | 1824835399 |  |  |
|  Investment Company | 1276521653 |  |  |
| **Total** | $5504427911 | $289158 | $56750 |
| **Derivative Type** |  |  |  |
| **Assets** |  |  |  |
|  Forward Foreign Currency Exchange Contracts<sup>(b)</sup> | $— | $6057488 | $— |
|  Futures Contracts<sup>(b)</sup> | 28420824 |  |  |
|  Credit Default Swap Contracts<sup>(b)</sup> |  | 2031120 |  |
|  Total Return Swap Contracts<sup>(b)</sup> |  | 52743854 |  |
|  Purchased Option Contracts | 1348775 |  |  |
| **Total** | $29769599 | $&nbsp;&nbsp;&nbsp;&nbsp;60832462 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS (continued)** 

---

| | | | |
|:---|:---|:---|:---|
| **ABSOLUTE RETURN TRACKER FUND (continued)**<br>**Derivative Type** | <br>**Level 1** | <br>**Level 2** | <br>**Level 3** |
| **Liabilities** |  |  |  |
|  Forward Foreign Currency Exchange Contracts<sup>(b)</sup> | $— | $(9680278) | $— |
|  Futures Contracts<sup>(b)</sup> | (48163282) |  |  |
|  Credit Default Swap Contracts<sup>(b)</sup> |  | (2036384) |  |
|  Total Return Swap Contracts<sup>(b)</sup> |  | (2049463) |  |
|  Written Option Contracts | (715397) |  |  |
| **Total** | $(48878679) | $(13766125) | $— |
| **COMMODITY STRATEGY FUND** |  |  |  |
| **Investment Type** | **Level 1** | **Level 2** | **Level 3** |
| **Assets** |  |  |  |
|  Investment Company | $23281008 | $— | $— |
|  Short-term Investments | 320443200 |  |  |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;343724208 | $— | $— |
| **Derivative Type** |  |  |  |
| **Assets<sup>(b)</sup>** |  |  |  |
|  Futures Contracts | $7693894 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  Total Return Swap Contracts |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |  |
| **Total** | $7693894 | $111 | $— |
| **Liabilities<sup>(b)</sup>** |  |  |  |
|  Futures Contracts | $(4832437) | $— | $— |
|  Total Return Swap Contracts |  | (22) |  |
| **Total** | $(4832437) | $(22) | $— |

---

(a) Amounts are disclosed by continent to highlight the impact of time zone differences between local market close and the calculation of NAV. Security valuations are based on the principal exchange or system on which they
are traded, which may differ from country of domicile. The Fund utilizes fair value model prices provided by an independent fair value service for international equities, resulting in a Level 2 classification.

(b) Amount shown represents unrealized gain (loss) at period end.

For further information regarding security characteristics, see the Consolidated Schedules of Investments.

The Funds' risks include, but are not limited to, the following:

**Commodity Sector Risk** — Exposure to the commodities markets may subject the Fund to greater volatility than investments in more traditional securities. The value of commodity-linked investments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates, or factors affecting a particular industry or commodity, such as drought, floods, weather, livestock disease, embargoes, tariffs and international economic, business, political and regulatory developments. The prices of energy, industrial metals, precious metals, agriculture and livestock sector commodities may fluctuate widely due to factors such as changes in value, supply and demand and governmental regulatory policies. The commodity-linked investments in which the Subsidiary enter into may involve counterparties in the financial services sector, and events affecting the financial services sector may cause the Subsidiaries', and therefore a Funds', share values to fluctuate.

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS (continued)** 

**Derivatives Risk** — The Funds' use of derivatives and other similar instruments (collectively referred to in this paragraph as "derivatives") may result in loss, including due to adverse market movements. Derivatives, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other assets and instruments, may increase market exposure and be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying assets or instruments may produce disproportionate losses to the Funds. Certain derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not, or lacks the capacity or authority to, fulfill its contractual obligation, liquidity risk, which includes the risk that the Funds will not be able to exit the derivative when it is advantageous to do so, and risks arising from margin requirements, which include the risk that the Funds will be required to pay additional margin or set aside additional collateral to maintain open derivative positions. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

**Foreign and Emerging Countries Risk** — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation; less public information; less stringent investor protections; less stringent accounting, corporate governance, financial reporting and disclosure standards; and less economic, political and social stability in the countries in which a Fund invests. The imposition of sanctions, exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or from problems in registration, settlement or custody, may also result in losses. The type and severity of sanctions and other similar measures, including counter sanctions and other retaliatory actions, that may be imposed could vary broadly in scope, and their impact is impossible to predict. For example, the imposition of sanctions and other similar measures could, among other things, cause a decline in the value and/or liquidity of securities issued by the sanctioned country or companies located in or economically tied to the sanctioned country and increase market volatility and disruption in the sanctioned country and throughout the world. Sanctions and other similar measures could limit or prevent a Fund from buying and selling securities (in the sanctioned country and other markets), significantly delay or prevent the settlement of securities transactions, and significantly impact a Fund's liquidity and performance. Foreign risk also involves the risk of negative foreign currency exchange rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which a Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in, or economically tied to, emerging markets, these risks may be more pronounced.

**Interest Rate Risk** — When interest rates increase, fixed income securities or instruments held by a Fund will generally decline in value. Long-term fixed income securities or instruments will normally have more price volatility because of this risk than short-term fixed income securities or instruments. A wide variety of market factors can cause interest rates to rise, including central bank monetary policy, rising inflation and changes in general economic conditions. Changing interest rates may have unpredictable effects on the markets, may result in heightened market volatility and may detract from Fund performance. In addition, changes in monetary policy may exacerbate the risks associated with changing interest rates. Funds with longer average portfolio durations will generally be more sensitive to changes in interest rates than funds with a shorter average portfolio duration. Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Funds. A sudden or unpredictable increase in interest rates may cause volatility in the market and may decrease the liquidity of a Fund's investments, which would make it harder for the Fund to sell its investments at an advantageous time.

**Investments in Other Investment Companies Risk** — As a shareholder of another investment company, including an ETF, a Fund will indirectly bear its proportionate share of any net management fees and other expenses paid by such other investment companies, in addition to the fees and expenses regularly borne by the Fund. In addition, the Fund will be affected by the investment policies, practices and performance of such investment companies in direct proportion to the amount of assets the Fund invests therein. ETFs are subject to risks that do not apply to conventional mutual funds, including, but not limited to, the following: (i) the market price of the ETF's shares may trade at a premium or a discount to their NAV; and (ii) an active trading market for an ETF's shares may not develop or be maintained.

------

GOLDMAN SACHS ALTERNATIVE FUNDS II

*March 31, 2026 (Unaudited)* 

**NOTES TO THE SCHEDULE OF INVESTMENTS (continued)** 

**Large Shareholder Transactions Risk** — A Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include a Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of a Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause a Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact a Fund's NAV and liquidity. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs. In addition, a large redemption could result in a Fund's current expenses being allocated over a smaller asset base, leading to an increase in a Fund's expense ratio. Similarly, large Fund share purchases may adversely affect a Fund's performance to the extent that the Fund is delayed in investing new cash or otherwise maintains a larger cash position than it ordinarily would.

**Liquidity Risk** — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors' interests because of unusual market conditions, declining prices of the securities sold, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect the Fund's NAV and dilute remaining investors' interests. Liquidity risk may be the result of, among other things, the reduced number and capacity of traditional market participants to make a market in fixed income securities or the lack of an active market. The potential for liquidity risk may be magnified by a rising interest rate environment or other circumstances where investor redemptions from fixed income funds may be higher than normal, potentially causing increased supply in the market due to selling activity. These risks may be more pronounced in connection with the Funds' investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund's liquidity. Redemptions by large shareholders may have a negative impact on a Fund's liquidity.

**Market and Credit Risks** — In the normal course of business, the Funds trade financial instruments and enter into financial transactions where risk of potential loss exists due to changes in the market (market risk). The value of the securities in which a Fund invests may go up or down in response to the prospects of individual companies, particular sectors or governments and/or general economic conditions throughout the world due to increasingly interconnected global economies and financial markets. Events such as war, military conflict, acts of terrorism, social unrest, natural disasters, recessions, inflation, rapid interest rate changes, supply chain disruptions, sanctions, the spread of infectious illness or other public health threats could also significantly impact a Fund and its investments.Additionally, the Funds may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Funds have unsettled or open transactions defaults.

**Subsidiary Risk** — The Subsidiary is not registered under the Act, as amended and is not subject to all the investor protections of the Act. Changes in the laws of the United States and/or the Cayman Islands could result in the inability of the Fund and/or the Subsidiary to operate as described in the Prospectus and the SAI and could adversely affect the Funds.

**Tax Risk** — The Funds seek to gain exposure to the commodity markets through investments in the Subsidiaries. The tax treatment of the Funds' investments in the Subsidiaries could affect whether income derived from such investments is "qualifying income" under Subchapter M of the Code, or otherwise affect the character, timing and/or amount of the Funds' taxable income or any gains and distributions made by the Funds. If the IRS were to successfully assert that a Fund's income from such investments was not "qualifying income," the Funds may fail to qualify as regulated investment companies ("RIC") under Subchapter M of the Code if over 10% of their gross income was derived from these investments. If the Funds failed to qualify as RICs, they would be subject to federal and state income tax on all of their taxable income at regular corporate tax rates with no deduction for any distributions paid to shareholders, which would significantly adversely affect the returns to, and could cause substantial losses for, Fund shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Absolute Return Tracker Fund

- **b. EDGAR series identifier (if any):** S000020314

- **c. LEI of Series:** DKFEL85SJZHUKV0SC582

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $6281806447.86

**Total Liabilities:** $638629245.01

**Net Assets:** $5643177202.85

**Amount of Assets Invested in Other Investment Companies:** $380372179.85

**Cash Not Reported:** $294529209.30

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -60.37000000 | **1-Year:** -1705.95000000 | **5-Year:** 69463.89000000 | **10-Year:** 4563.90000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057076 | 1.47%                | 0.77%                | -3.06%               |
| Class ID C000057077 | 1.44%                | 0.77%                | -3.15%               |
| Class ID C000057078 | 1.49%                | 0.83%                | -3.01%               |
| Class ID C000066743 | 1.33%                | 0.80%                | -3.09%               |
| Class ID C000066744 | 1.52%                | 0.75%                | -2.97%               |
| Class ID C000161524 | 1.40%                | 0.92%                | -3.02%               |
| Class ID C000201773 | 1.40%                | 0.92%                | -3.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17577796.92             | $56231562.88                               |
| Month 2  | $125824561.27            | $-126949433.49                             |
| Month 3  | $-9573689.93             | $-160073289.49                             |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                                 | AAON Inc                                                                                                  | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        330 | NS      | $27307.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                 | AAR Corp                                                                                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       1262 | NS      | $138138.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                         | ACCO Brands Corp                                                                                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      10508 | NS      | $31524.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                                | ACNB Corp                                                                                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4449 | NS      | $212973.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                       | ADMA Biologics Inc                                                                                        | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2304 | NS      | $20759.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                  | ADT Inc                                                                                                   | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33847 | NS      | $222374.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                               | Absci Corp                                                                                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10637 | NS      | $31911.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc                                         | ACV Auctions Inc                                                                                          | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        815 | NS      | $3455.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                       | ABM Industries Inc                                                                                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       2074 | NS      | $79890.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                | Aflac Inc                                                                                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      13403 | NS      | $1470443.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                | AGCO Corp                                                                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       1874 | NS      | $217140.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                         | ACM Research Inc                                                                                          | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |        944 | NS      | $37146.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                     | AGNC Investment Corp                                                                                      | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |      47279 | NS      | $474208.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                             | AES Corp                                                                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      12025 | NS      | $169432.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                         | AMC Networks Inc                                                                                          | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       2661 | NS      | $18068.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                              | AMN Healthcare Services Inc                                                                               | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       1878 | NS      | $34442.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Co                                       | Outdoor Holding Co                                                                                        | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |      66474 | NS      | $133612.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                                             | Gold.com Inc                                                                                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       1000 | NS      | $40080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                  | ANI Pharmaceuticals Inc                                                                                   | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       3520 | NS      | $270688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                 | Angi Inc                                                                                                  | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        574 | NS      | $3931.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                           | API Group Corp                                                                                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      10503 | NS      | $425581.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                 | ASGN Inc                                                                                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       1120 | NS      | $43355.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     181556 | NS      | $5263308.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc                                          | aTyr Pharma Inc                                                                                           | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |      41449 | NS      | $32330.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                         | A10 Networks Inc                                                                                          | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       8952 | NS      | $206970.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                    | ATN International Inc                                                                                     | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       2192 | NS      | $59666.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                                      | AST SpaceMobile Inc                                                                                       | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |       4158 | NS      | $344573.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc                                         | ASP Isotopes Inc                                                                                          | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |       4723 | NS      | $20875.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AXT Inc                                                  | AXT Inc                                                                                                   | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |       3520 | NS      | $200569.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                  | AZZ Inc                                                                                                   | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       1209 | NS      | $151282.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc                             | Abacus Global Management Inc                                                                              | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1479 | NS      | $11654.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                                      | Abbott Laboratories                                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      69672 | NS      | $7153224.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      52715 | NS      | $11464985.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                   | Abercrombie & Fitch Co                                                                                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       1086 | NS      | $99227.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc                                  | Abeona Therapeutics Inc                                                                                   | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |      15374 | NS      | $68875.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                                     | Acacia Research Corp                                                                                      | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |      21044 | NS      | $101221.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                            | Academy Sports & Outdoors Inc                                                                             | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |       1493 | NS      | $84279.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                               | ACADIA Pharmaceuticals Inc                                                                                | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       7956 | NS      | $177100.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                      | Acadia Realty Trust                                                                                       | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |       5611 | NS      | $107282.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                  | Accel Entertainment Inc                                                                                   | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10966 | NS      | $119639.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                              | Accuray Inc                                                                                               | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      29121 | NS      | $11301.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                        | ACI Worldwide Inc                                                                                         | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       1960 | NS      | $80379.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                                 | Aclaris Therapeutics Inc                                                                                  | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      16207 | NS      | $60776.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                      | ADTRAN Holdings Inc                                                                                       | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       1875 | NS      | $23587.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp                             | ACRES Commercial Realty Corp                                                                              | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               |  | US        |          4 | NS      | $77.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Actuate Therapeutics Inc                                 | Actuate Therapeutics Inc                                                                                  | CUSIP: 005083100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         46 | NS      | $126.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                               | Acuity Inc                                                                                                | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        765 | NS      | $214368.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                   | Acushnet Holdings Corp                                                                                    | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       1614 | NS      | $150876.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acumen Pharmaceuticals Inc                               | Acumen Pharmaceuticals Inc                                                                                | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39288 | NS      | $92719.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC Solutions Inc                                        | TIC Solutions Inc                                                                                         | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |        227 | NS      | $1493.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                                              | Invivyd Inc                                                                                               | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20809 | NS      | $27051.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                            | Adaptive Biotechnologies Corp                                                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       6717 | NS      | $93231.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                         | AdaptHealth Corp                                                                                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15966 | NS      | $189995.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                      | Addus HomeCare Corp                                                                                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       1153 | NS      | $107978.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                | Adeia Inc                                                                                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        462 | NS      | $11101.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                | Adobe Inc                                                                                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      21115 | NS      | $5132634.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                                              | Covista Inc                                                                                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       1851 | NS      | $213327.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                   | Advance Auto Parts Inc                                                                                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        873 | NS      | $46050.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                        | Aehr Test Systems                                                                                         | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |       1577 | NS      | $58475.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                    | AECOM                                                                                                     | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       4055 | NS      | $343945.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq Inc                                                  | Arq Inc                                                                                                   | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |      16017 | NS      | $41003.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                              | Aemetis Inc                                                                                               | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |      31557 | NS      | $100666.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                                   | Spyre Therapeutics Inc                                                                                    | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |        224 | NS      | $11298.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                             | AdvanSix Inc                                                                                              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       3241 | NS      | $79080.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc                                               | Aeluma Inc                                                                                                | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4362 | NS      | $57098.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                               | Advanced Micro Devices Inc                                                                                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      43261 | NS      | $8800585.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                            | Advanced Drainage Systems Inc                                                                             | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        928 | NS      | $127256.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                           | Advanced Energy Industries Inc                                                                            | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |        802 | NS      | $258813.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADVERUM BIOTECH                                   | CONTRA ADVERUM BIOTECH                                                                                    | CUSIP: 007CVR038<br>LEI: 529900ZEDOOZL1EWHJ89 | N/A              | DE               |  | US        |      16373 | NS      | $13098.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc                                     | Jade Biosciences Inc                                                                                      | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3759 | NS      | $52813.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                        | AeroVironment Inc                                                                                         | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        687 | NS      | $125755.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                             | AerSale Corp                                                                                              | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14283 | NS      | $88840.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                            | Affiliated Managers Group Inc                                                                             | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       1168 | NS      | $323185.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                      | Affirm Holdings Inc                                                                                       | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1504 | NS      | $68913.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                    | Aeva Technologies Inc                                                                                     | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |       1385 | NS      | $18226.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                 | Agilent Technologies Inc                                                                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      17144 | NS      | $1954073.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                               | Agenus Inc                                                                                                | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |      20178 | NS      | $67394.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                             | Agilysys Inc                                                                                              | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |        159 | NS      | $11311.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                        | Agree Realty Corp                                                                                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       3859 | NS      | $290891.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                        | agilon health Inc                                                                                         | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         59 | NS      | $466.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings Inc                                  | Airship AI Holdings Inc                                                                                   | CUSIP: 008940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         88 | NS      | $198.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                               | Airbnb Inc                                                                                                | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      10811 | NS      | $1365213.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                           | Air Lease Corp                                                                                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       3829 | NS      | $248655.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                           | Air Products and Chemicals Inc                                                                            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       4378 | NS      | $1271765.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRO Group Holdings Inc                                  | AIRO Group Holdings Inc                                                                                   | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |       9659 | NS      | $73456.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                               | AirSculpt Technologies Inc                                                                                | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24308 | NS      | $68791.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Akamai Technologies Inc                                  | Akamai Technologies Inc                                                                                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      22180 | NS      | $2547373.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                  | Akebia Therapeutics Inc                                                                                   | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      28194 | NS      | $39189.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                   | CONTRA AKERO THERAPEUT                                                                                    | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |       2353 | NS      | $1529.45       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alamo Group Inc                                          | Alamo Group Inc                                                                                           | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        651 | NS      | $107395.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                   | Alarm.com Holdings Inc                                                                                    | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       2199 | NS      | $94974.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                     | Alaska Air Group Inc                                                                                      | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        655 | NS      | $24090.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                | Albany International Corp                                                                                 | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |         44 | NS      | $2297.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                           | Albemarle Corp                                                                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        360 | NS      | $64630.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                       | Albertsons Cos Inc                                                                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      15648 | NS      | $266641.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                               | Alcoa Corp                                                                                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       2700 | NS      | $179091.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics Inc                                 | Aldeyra Therapeutics Inc                                                                                  | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |      13878 | NS      | $23453.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                              | Alector Inc                                                                                               | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      24910 | NS      | $53556.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                    | Alerus Financial Corp                                                                                     | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |       6358 | NS      | $150748.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                          | Alexander's Inc                                                                                           | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |       1074 | NS      | $253678.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                      | Alexandria Real Estate Equities Inc                                                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       2449 | NS      | $113682.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                                | Alico Inc                                                                                                 | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7322 | NS      | $302105.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                     | Align Technology Inc                                                                                      | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       5478 | NS      | $939093.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                 | Alignment Healthcare Inc                                                                                  | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11655 | NS      | $205361.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                               | Alight Inc                                                                                                | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |       7978 | NS      | $4648.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                    | Alkami Technology Inc                                                                                     | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |        960 | NS      | $15043.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                  | ATI Inc                                                                                                   | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       2944 | NS      | $428234.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                      | Allegiant Travel Co                                                                                       | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |         12 | NS      | $972.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                             | Bread Financial Holdings Inc                                                                              | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       1277 | NS      | $95634.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc                            | Alliance Laundry Holdings Inc                                                                             | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         49 | NS      | $1016.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                      | Alliant Energy Corp                                                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       7835 | NS      | $562239.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                              | Allient Inc                                                                                               | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       2161 | NS      | $127693.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                        | Allison Transmission Holdings Inc                                                                         | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       1178 | NS      | $137896.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                                | Allogene Therapeutics Inc                                                                                 | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13332 | NS      | $32530.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                        | Allstate Corp/The                                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       7114 | NS      | $1475016.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                       | Ally Financial Inc                                                                                        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       6720 | NS      | $263625.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                              | Alnylam Pharmaceuticals Inc                                                                               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       4057 | NS      | $1342339.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                        | Alpha Metallurgical Resources Inc                                                                         | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |         17 | NS      | $3489.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                             | Alphabet Inc                                                                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     138123 | NS      | $39621963.78   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                             | Alphabet Inc                                                                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     160466 | NS      | $46143602.96   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                        | Alpha Teknova Inc                                                                                         | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10144 | NS      | $29316.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphatec Holdings Inc                                    | Alphatec Holdings Inc                                                                                     | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       8272 | NS      | $89999.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc                         | Alpine Income Property Trust Inc                                                                          | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               |  | US        |      15544 | NS      | $279792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                 | Alta Equipment Group Inc                                                                                  | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      20883 | NS      | $112141.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                                     | Alto Ingredients Inc                                                                                      | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |       8218 | NS      | $39775.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                                            | Altimmune Inc                                                                                             | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |        430 | NS      | $1324.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                 | Oklo Inc                                                                                                  | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1215 | NS      | $60251.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc                                          | AlTi Global Inc                                                                                           | CUSIP: 02157E106<br>LEI: 25490060ASU5X85RAX65 | Long             | EC               | CORP              | US        |      12047 | NS      | $43610.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Neuroscience Inc                                    | Alto Neuroscience Inc                                                                                     | CUSIP: 02157Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8369 | NS      | $188135.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                         | Altria Group Inc                                                                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      43960 | NS      | $2900920.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                     | Kinetik Holdings Inc                                                                                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        323 | NS      | $15636.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp                               | Amalgamated Financial Corp                                                                                | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2666 | NS      | $103627.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                           | Amazon.com Inc                                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     369203 | NS      | $76893908.81   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc                               | Octave Specialty Group Inc                                                                                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       3593 | NS      | $16707.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc                                          | Ambiq Micro Inc                                                                                           | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |       2752 | NS      | $69928.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                      | Amerant Bancorp Inc                                                                                       | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |       1274 | NS      | $28078.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                        | U-Haul Holding Co                                                                                         | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       1372 | NS      | $65554.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                        | U-Haul Holding Co                                                                                         | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       2107 | NS      | $94119.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                              | Ameren Corp                                                                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       7901 | NS      | $868477.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                              | American Airlines Group Inc                                                                               | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |       8735 | NS      | $93813.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                                     | Amentum Holdings Inc                                                                                      | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       5311 | NS      | $138510.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                | American Assets Trust Inc                                                                                 | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       4927 | NS      | $90706.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                                        | Dauch Corporation                                                                                         | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |       4933 | NS      | $29252.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Co                           | American Battery Technology Co                                                                            | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Long             | EC               | CORP              | US        |      10100 | NS      | $28179.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                           | American Electric Power Co Inc                                                                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      14717 | NS      | $1929104.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                            | American Eagle Outfitters Inc                                                                             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |        630 | NS      | $10521.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                      | American Express Co                                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      23611 | NS      | $7141855.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                          | American Financial Group Inc/OH                                                                           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       2674 | NS      | $341496.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                    | American Homes 4 Rent                                                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       7968 | NS      | $222466.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                         | American International Group Inc                                                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      15616 | NS      | $1175104.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                            | American Public Education Inc                                                                             | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       5507 | NS      | $313238.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                 | American States Water Co                                                                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       3378 | NS      | $255444.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                             | American Superconductor Corp                                                                              | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |        212 | NS      | $7176.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                      | American Tower Corp                                                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      13431 | NS      | $2317921.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                   | American Vanguard Corp                                                                                    | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      10633 | NS      | $26476.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                              | American Water Works Co Inc                                                                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       5289 | NS      | $719780.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                   | American Woodmark Corp                                                                                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |         26 | NS      | $1035.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                                | America's Car-Mart Inc/TX                                                                                 | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1455 | NS      | $18522.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                               | Americold Realty Trust Inc                                                                                | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |       6969 | NS      | $79864.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                            | AMERISAFE Inc                                                                                             | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       6383 | NS      | $212745.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                              | Cencora Inc                                                                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       6045 | NS      | $1898976.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                 | Ameriprise Financial Inc                                                                                  | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       2439 | NS      | $1083891.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                           | Ameris Bancorp                                                                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       2327 | NS      | $181482.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                               | AMETEK Inc                                                                                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       5621 | NS      | $1204917.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                | Amgen Inc                                                                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      15562 | NS      | $5475489.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                  | Amicus Therapeutics Inc                                                                                   | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      13283 | NS      | $192072.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                     | Amkor Technology Inc                                                                                      | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       2067 | NS      | $93077.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                               | Amneal Pharmaceuticals Inc                                                                                | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      20093 | NS      | $249755.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                            | Amphenol Corp                                                                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      57174 | NS      | $7223934.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                            | Amphastar Pharmaceuticals Inc                                                                             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |        877 | NS      | $17180.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                      | Amplify Energy Corp                                                                                       | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       4302 | NS      | $26844.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                            | Amplitude Inc                                                                                             | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |       3365 | NS      | $22949.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                                 | Amprius Technologies Inc                                                                                  | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        536 | NS      | $9036.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                               | Amylyx Pharmaceuticals Inc                                                                                | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7532 | NS      | $104694.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                       | Analog Devices Inc                                                                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      20043 | NS      | $6376480.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                           | AnaptysBio Inc                                                                                            | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       2655 | NS      | $147246.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                | Anavex Life Sciences Corp                                                                                 | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |       8844 | NS      | $27151.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Andersons Inc/The                                        | Andersons Inc/The                                                                                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       2511 | NS      | $180239.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT Inc                              | Angel Oak Mortgage REIT Inc                                                                               | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               |  | US        |      18078 | NS      | $148601.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                        | AngioDynamics Inc                                                                                         | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      12169 | NS      | $138361.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                   | Anika Therapeutics Inc                                                                                    | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       8393 | NS      | $121698.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                            | Annaly Capital Management Inc                                                                             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      27656 | NS      | $584924.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                              | Annexon Inc                                                                                               | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        861 | NS      | $4769.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                    | Antero Resources Corp                                                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       6642 | NS      | $281886.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                      | Elevance Health Inc                                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      11347 | NS      | $3321834.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anteris Technologies Global Corp                         | Anteris Technologies Global Corp                                                                          | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $915.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                    | Antero Midstream Corp                                                                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14682 | NS      | $334749.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                              | Anterix Inc                                                                                               | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       4117 | NS      | $157228.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                 | APA Corp                                                                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       9116 | NS      | $386883.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                   | Apartment Investment and Management Co                                                                    | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |      47010 | NS      | $191330.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                              | Apellis Pharmaceuticals Inc                                                                               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |        543 | NS      | $21844.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                   | Apogee Enterprises Inc                                                                                    | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        356 | NS      | $11940.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                | Apollo Commercial Real Estate Finance Inc                                                                 | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |      24841 | NS      | $262320.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                       | Astrana Health Inc                                                                                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       3971 | NS      | $97368.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                             | Apollo Global Management Inc                                                                              | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      22434 | NS      | $2499596.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                                  | Apogee Therapeutics Inc                                                                                   | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        908 | NS      | $76426.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                              | Appian Corp                                                                                               | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |        197 | NS      | $4749.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                | Apple Inc                                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     506130 | NS      | $128450732.70  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                             | Appfolio Inc                                                                                              | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        348 | NS      | $54921.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                               | Apple Hospitality REIT Inc                                                                                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |       5672 | NS      | $65284.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                     | Applied Digital Corp                                                                                      | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       2881 | NS      | $68394.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                      | Applied Industrial Technologies Inc                                                                       | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        605 | NS      | $160518.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                    | Applied Materials Inc                                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      20246 | NS      | $6919880.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                              | Applied Optoelectronics Inc                                                                               | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |        233 | NS      | $19709.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                            | AppLovin Corp                                                                                             | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       7062 | NS      | $2810676.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                           | AptarGroup Inc                                                                                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       1262 | NS      | $159037.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc                               | Aquestive Therapeutics Inc                                                                                | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11977 | NS      | $49704.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                  | Aramark                                                                                                   | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       5745 | NS      | $232902.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                   | Arbutus Biopharma Corp                                                                                    | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      35341 | NS      | $159034.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                   | Arbor Realty Trust Inc                                                                                    | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |       5332 | NS      | $41109.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                             | ArcBest Corp                                                                                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |        188 | NS      | $18491.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                              | Arcellx Inc                                                                                               | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        189 | NS      | $21700.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                      | Archer Aviation Inc                                                                                       | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Long             | EC               | CORP              | US        |       3064 | NS      | $15840.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                | Archer-Daniels-Midland Co                                                                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      14879 | NS      | $1081554.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                             | Archrock Inc                                                                                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       3337 | NS      | $116127.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                               | Arcosa Inc                                                                                                | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |        819 | NS      | $86928.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                              | Ardelyx Inc                                                                                               | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |       2098 | NS      | $12567.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                    | Arcus Biosciences Inc                                                                                     | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        735 | NS      | $15876.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                              | Arcutis Biotherapeutics Inc                                                                               | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5375 | NS      | $126635.00     | 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        |       1985 | NS      | $15324.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                                        | Ardent Health Inc                                                                                         | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10358 | NS      | $88664.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                     | Ares Management Corp                                                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       4220 | NS      | $460402.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                             | Arena Group Holdings Inc/The                                                                              | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26271 | NS      | $57008.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                | Argan Inc                                                                                                 | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |        393 | NS      | $214047.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                         | Ares Commercial Real Estate Corp                                                                          | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |      21240 | NS      | $101952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                               | Arhaus Inc                                                                                                | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        251 | NS      | $1701.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                      | Arista Networks Inc                                                                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      49328 | NS      | $6056491.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                                | Arko Corp                                                                                                 | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         45 | NS      | $250.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                    | Arlo Technologies Inc                                                                                     | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |       5382 | NS      | $76585.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AH Realty Trust Inc                                      | AH Realty Trust Inc                                                                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      25921 | NS      | $142565.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                              | ARMOUR Residential REIT Inc                                                                               | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |       9417 | NS      | $157075.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                           | Armstrong World Industries Inc                                                                            | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       1911 | NS      | $314932.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                   | Array Technologies Inc                                                                                    | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       2388 | NS      | $17265.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrive AI Inc                                            | Arrive AI Inc                                                                                             | CUSIP: 04272H204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          2 | NS      | $1.59          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc                                   | ArriVent Biopharma Inc                                                                                    | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        912 | NS      | $21039.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                    | Arrow Electronics Inc                                                                                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        851 | NS      | $122041.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                     | Arrow Financial Corp                                                                                      | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |       5709 | NS      | $191651.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                            | Arrowhead Pharmaceuticals Inc                                                                             | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       2098 | NS      | $131544.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                              | Arteris Inc                                                                                               | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |       4708 | NS      | $77399.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                  | Artesian Resources Corp                                                                                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7175 | NS      | $228523.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                    | Artisan Partners Asset Management Inc                                                                     | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       3276 | NS      | $119213.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artiva Biotherapeutics Inc                               | Artiva Biotherapeutics Inc                                                                                | CUSIP: 04317A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8018 | NS      | $51635.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                              | Arvinas Inc                                                                                               | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         32 | NS      | $339.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                | Asana Inc                                                                                                 | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |        433 | NS      | $2771.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                              | Asbury Automotive Group Inc                                                                               | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        526 | NS      | $102785.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                              | Ashland Inc                                                                                               | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        405 | NS      | $22522.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc                                 | Assembly Biosciences Inc                                                                                  | CUSIP: 045396207<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |       3481 | NS      | $96597.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc                                    | Assertio Holdings Inc                                                                                     | CUSIP: 04546C304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4900 | NS      | $93394.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                     | Associated Banc-Corp                                                                                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       2701 | NS      | $69847.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                             | Assurant Inc                                                                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       1666 | NS      | $362871.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                     | Astec Industries Inc                                                                                      | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       1797 | NS      | $96750.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                          | Astera Labs Inc                                                                                           | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       1974 | NS      | $216350.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                           | Astronics Corp                                                                                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       3158 | NS      | $210733.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                                       | Asure Software Inc                                                                                        | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10817 | NS      | $93026.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                 | Atea Pharmaceuticals Inc                                                                                  | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56937 | NS      | $306321.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                               | Atkore Inc                                                                                                | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       1100 | NS      | $64801.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                              | Atlanta Braves Holdings Inc                                                                               | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         33 | NS      | $1555.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                              | Atlanta Braves Holdings Inc                                                                               | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6793 | NS      | $290061.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic International Corp                              | Atlantic International Corp                                                                               | CUSIP: 048592109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         15 | NS      | $45.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                           | Atlantic Union Bankshares Corp                                                                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1425 | NS      | $50929.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                 | Atlanticus Holdings Corp                                                                                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         31 | NS      | $1626.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                           | Atlassian Corp                                                                                            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       2324 | NS      | $158613.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                        | Atmos Energy Corp                                                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       4806 | NS      | $887764.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                        | Atmus Filtration Technologies Inc                                                                         | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2957 | NS      | $167868.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                             | AtriCure Inc                                                                                              | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       1618 | NS      | $46161.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                              | Atomera Inc                                                                                               | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15306 | NS      | $58315.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                                  | Atrium Therapeutics Inc                                                                                   | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        299 | NS      | $3997.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioEye Inc                                             | AudioEye Inc                                                                                              | CUSIP: 050734201<br>LEI: 5299005WRMZCSB2PT464 | Long             | EC               | CORP              | US        |       7150 | NS      | $45545.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                     | Aura Biosciences Inc                                                                                      | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8873 | NS      | $59360.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                              | Aurinia Pharmaceuticals Inc                                                                               | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |        579 | NS      | $8580.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                             | Autodesk Inc                                                                                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       6165 | NS      | $1475901.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                              | Autoliv Inc                                                                                               | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       2809 | NS      | $295394.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                            | Automatic Data Processing Inc                                                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      11483 | NS      | $2333115.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                           | AutoNation Inc                                                                                            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        859 | NS      | $167728.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                             | AutoZone Inc                                                                                              | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        931 | NS      | $3144713.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                | AvalonBay Communities Inc                                                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       2839 | NS      | $463750.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                       | Avanos Medical Inc                                                                                        | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       4331 | NS      | $60677.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                              | Avantor Inc                                                                                               | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12335 | NS      | $96706.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                          | Aveanna Healthcare Holdings Inc                                                                           | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15031 | NS      | $96799.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                             | AvePoint Inc                                                                                              | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1501 | NS      | $14274.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                      | Avery Dennison Corp                                                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       1685 | NS      | $290965.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                       | Aviat Networks Inc                                                                                        | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       5666 | NS      | $128108.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidbank Holdings Inc                                    | Avidbank Holdings Inc                                                                                     | CUSIP: 05368J103<br>LEI: 54930029UJ8M0B84EE44 | Long             | EC               | CORP              | US        |          2 | NS      | $57.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                              | Avient Corp                                                                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        136 | NS      | $4936.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                                    | Avis Budget Group Inc                                                                                     | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        392 | NS      | $57173.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp                                              | Avista Corp                                                                                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       7192 | NS      | $288686.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                | Avnet Inc                                                                                                 | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       2039 | NS      | $125643.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical Inc                                        | Avita Medical Inc                                                                                         | CUSIP: 05380C102<br>LEI: 5299003E8ETEQDDQ3826 | Long             | EC               | CORP              | US        |      26701 | NS      | $98793.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SS Innovations International Inc                         | SS Innovations International Inc                                                                          | CUSIP: 05453U203<br>LEI: 549300R1NOCJPRJEMP71 | Long             | EC               | CORP              | US        |      10588 | NS      | $52940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Axcelis Technologies Inc                                 | Axcelis Technologies Inc                                                                                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |         11 | NS      | $1023.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                               | Axogen Inc                                                                                                | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4761 | NS      | $157731.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                      | Axon Enterprise Inc                                                                                       | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       1665 | NS      | $707108.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                  | Axsome Therapeutics Inc                                                                                   | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       1874 | NS      | $316743.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                       | Axos Financial Inc                                                                                        | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       1351 | NS      | $114956.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                            | B&G Foods Inc                                                                                             | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       5193 | NS      | $24978.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc                                          | BCB Bancorp Inc                                                                                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      20051 | NS      | $180057.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc                                  | Bicara Therapeutics Inc                                                                                   | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          9 | NS      | $179.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                         | BJ's Wholesale Club Holdings Inc                                                                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       4196 | NS      | $412970.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                       | BOK Financial Corp                                                                                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        854 | NS      | $109363.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                      | BRT Apartments Corp                                                                                       | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      11326 | NS      | $151088.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Group Holdings Inc                                   | BRC Group Holdings Inc                                                                                    | CUSIP: 05580M108<br>LEI: 529900LRQ75IKIPK4990 | Long             | EC               | CORP              | US        |      26208 | NS      | $191842.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BK Technologies Corp                                     | BK Technologies Corp                                                                                      | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         14 | NS      | $1044.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/The                          | Baldwin Insurance Group Inc/The                                                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        347 | NS      | $7613.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                  | BRC Inc                                                                                                   | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46730 | NS      | $36271.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BWX Technologies Inc                                     | BWX Technologies Inc                                                                                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       2202 | NS      | $450286.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                         | Babcock & Wilcox Enterprises Inc                                                                          | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |       5862 | NS      | $86112.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                                            | Backblaze Inc                                                                                             | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18170 | NS      | $62686.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                         | Badger Meter Inc                                                                                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        752 | NS      | $114567.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                          | Baker Hughes Co                                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50755 | NS      | $3098592.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Inc                                                | Bakkt Inc                                                                                                 | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         15 | NS      | $110.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                             | Balchem Corp                                                                                              | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       1449 | NS      | $245576.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                | Ball Corp                                                                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       4275 | NS      | $252695.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                             | Bally's Corp                                                                                              | CUSIP: 05875B304<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |         47 | NS      | $453.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                           | BancFirst Corp                                                                                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       1052 | NS      | $114142.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                          | Bancorp Inc/The                                                                                           | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |        322 | NS      | $17301.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                            | Bandwidth Inc                                                                                             | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       1155 | NS      | $20582.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                   | Banc of California Inc                                                                                    | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       3101 | NS      | $54515.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     257711 | NS      | $12563411.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                          | Bank First Corp                                                                                           | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1881 | NS      | $254047.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                      | Bank of Hawaii Corp                                                                                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       2149 | NS      | $159563.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                    | Bank of Marin Bancorp                                                                                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7616 | NS      | $195198.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                         | Bank of New York Mellon Corp/The                                                                          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      19036 | NS      | $2258240.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                 | Bank OZK                                                                                                  | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       3053 | NS      | $140102.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                           | BankUnited Inc                                                                                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       1746 | NS      | $78849.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                               | Bank7 Corp                                                                                                | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3337 | NS      | $133079.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                              | Banner Corp                                                                                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1379 | NS      | $83677.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                             | Bankwell Financial Group Inc                                                                              | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       5431 | NS      | $263512.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                    | Bar Harbor Bankshares                                                                                     | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4420 | NS      | $143429.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                             | Barnes & Noble Education Inc                                                                              | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |       5086 | NS      | $44909.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                            | Barrett Business Services Inc                                                                             | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       6481 | NS      | $189115.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                    | Bath & Body Works Inc                                                                                     | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       2749 | NS      | $51323.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                 | Baxter International Inc                                                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       4579 | NS      | $76927.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                              | BayCom Corp                                                                                               | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       5271 | NS      | $156680.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                    | Beam Therapeutics Inc                                                                                     | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        464 | NS      | $11057.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                    | Becton Dickinson & Co                                                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       6449 | NS      | $1013976.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                             | Bel Fuse Inc                                                                                              | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |        612 | NS      | $121163.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                               | Belden Inc                                                                                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        595 | NS      | $68323.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                      | BellRing Brands Inc                                                                                       | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        425 | NS      | $6838.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                | Benchmark Electronics Inc                                                                                 | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |         46 | NS      | $2578.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc                                    | Benitec Biopharma Inc                                                                                     | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10498 | NS      | $111803.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                      | Bentley Systems Inc                                                                                       | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       4918 | NS      | $172720.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                         | W R Berkley Corp                                                                                          | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      11040 | NS      | $731731.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                   | Berkshire Hathaway Inc                                                                                    | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      51337 | NS      | $24600690.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                                    | Beacon Financial Corp                                                                                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       5245 | NS      | $157350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                          | Best Buy Co Inc                                                                                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       3638 | NS      | $233559.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc                                         | Beta Bionics Inc                                                                                          | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        399 | NS      | $3997.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Better Home & Finance Holding Co                         | Better Home & Finance Holding Co                                                                          | CUSIP: 08774B508<br>LEI: 529900VAMR5CW7WS5H57 | Long             | EC               | CORP              | US        |        543 | NS      | $19341.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Meat Inc                                          | Beyond Meat Inc                                                                                           | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |        156 | NS      | $109.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc                                            | BGC Group Inc                                                                                             | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |       9980 | NS      | $97604.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                                  | BigBear.ai Holdings Inc                                                                                   | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |        492 | NS      | $1731.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce.com Inc                                         | Commerce.com Inc                                                                                          | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      14077 | NS      | $37585.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                        | BILL Holdings Inc                                                                                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       1145 | NS      | $43853.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                 | Bio-Rad Laboratories Inc                                                                                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        269 | NS      | $74983.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                             | BioCryst Pharmaceuticals Inc                                                                              | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      11915 | NS      | $113430.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                              | BioMarin Pharmaceutical Inc                                                                               | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       3972 | NS      | $224378.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                    | BioLife Solutions Inc                                                                                     | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       1798 | NS      | $34305.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                               | Biogen Inc                                                                                                | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       3864 | NS      | $708387.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                               | Biote Corp                                                                                                | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         42 | NS      | $56.70         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                          | Bio-Techne Corp                                                                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       1089 | NS      | $56911.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                            | Bioventus Inc                                                                                             | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1569 | NS      | $14324.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomea Fusion Inc                                        | Biomea Fusion Inc                                                                                         | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40738 | NS      | $62329.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BitMine Immersion Technologies Inc                       | BitMine Immersion Technologies Inc                                                                        | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Long             | EC               | CORP              | US        |       2954 | NS      | $58430.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                     | BJ's Restaurants Inc                                                                                      | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |        605 | NS      | $21235.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Therapeutics Inc                           | Black Diamond Therapeutics Inc                                                                            | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30637 | NS      | $65256.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                         | Black Hills Corp                                                                                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       3889 | NS      | $269935.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Rock Coffee Bar Inc                                | Black Rock Coffee Bar Inc                                                                                 | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3721 | NS      | $48075.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                            | Blackbaud Inc                                                                                             | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       1332 | NS      | $51428.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                            | BlackLine Inc                                                                                             | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       1311 | NS      | $48507.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                            | Blackstone Mortgage Trust Inc                                                                             | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |       9851 | NS      | $188646.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                           | Blackstone Inc                                                                                            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      19404 | NS      | $2231265.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                                  | BlackSky Technology Inc                                                                                   | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2487 | NS      | $62572.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strata Critical Medical Inc                              | Strata Critical Medical Inc                                                                               | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14029 | NS      | $58641.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                            | Blackrock Inc                                                                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       3739 | NS      | $3595833.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc                                      | Blaize Holdings Inc                                                                                       | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8010 | NS      | $14578.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blend Labs Inc                                           | Blend Labs Inc                                                                                            | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15396 | NS      | $26173.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                                        | Blink Charging Co                                                                                         | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60252 | NS      | $34156.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                            | H&R Block Inc                                                                                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       4470 | NS      | $141877.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                        | Bloom Energy Corp                                                                                         | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       4155 | NS      | $562960.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                      | Bloomin' Brands Inc                                                                                       | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       2131 | NS      | $11507.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                           | Blue Bird Corp                                                                                            | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       2362 | NS      | $134137.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                     | Blue Foundry Bancorp                                                                                      | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       7079 | NS      | $93725.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                                     | Blue Owl Capital Inc                                                                                      | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6250 | NS      | $57062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Ridge Bankshares Inc                                | Blue Ridge Bankshares Inc                                                                                 | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      47444 | NS      | $199264.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                    | BlueLinx Holdings Inc                                                                                     | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |        692 | NS      | $37492.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                   | CONTRA BLUEPRINT MEDIC                                                                                    | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |        835 | NS      | $384.10        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boeing Co/The                                            | Boeing Co/The                                                                                             | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      18912 | NS      | $3764055.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                         | Boise Cascade Co                                                                                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |        502 | NS      | $38076.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                     | Booking Holdings Inc                                                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       1591 | NS      | $6698619.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                   | Boot Barn Holdings Inc                                                                                    | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        603 | NS      | $88255.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                         | Booz Allen Hamilton Holding Corp                                                                          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       2418 | NS      | $188676.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                           | BorgWarner Inc                                                                                            | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       9720 | NS      | $527407.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                   | Boston Beer Co Inc/The                                                                                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        447 | NS      | $102988.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                        | Boston Omaha Corp                                                                                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      15304 | NS      | $178750.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                  | BXP Inc                                                                                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       2460 | NS      | $127674.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                   | Boston Scientific Corp                                                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      38321 | NS      | $2404642.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                           | Bowhead Specialty Holdings Inc                                                                            | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3499 | NS      | $78482.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucky Strike Entertainment Corp                          | Lucky Strike Entertainment Corp                                                                           | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        793 | NS      | $6597.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowman Consulting Group Ltd                              | Bowman Consulting Group Ltd                                                                               | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4562 | NS      | $129743.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                  | Box Inc                                                                                                   | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       5158 | NS      | $121935.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                         | Boyd Gaming Corp                                                                                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       2465 | NS      | $202573.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                               | Brady Corp                                                                                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       2822 | NS      | $229259.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                             | Braemar Hotels & Resorts Inc                                                                              | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |      18426 | NS      | $43485.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                  | Brandywine Realty Trust                                                                                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |      14657 | NS      | $39720.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                                | Braze Inc                                                                                                 | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |        416 | NS      | $9821.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                     | Bridgebio Pharma Inc                                                                                      | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       3781 | NS      | $280777.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                               | Bridgewater Bancshares Inc                                                                                | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       8548 | NS      | $151299.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc                     | Bright Horizons Family Solutions Inc                                                                      | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |        807 | NS      | $66278.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Minds Biosciences Inc                             | Bright Minds Biosciences Inc                                                                              | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         25 | NS      | $1824.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                                                                 | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       2979 | NS      | $178382.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                  | BrightView Holdings Inc                                                                                   | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |       2976 | NS      | $35087.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                             | Acadian Asset Management Inc                                                                              | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       4013 | NS      | $218387.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                  | BrightSpire Capital Inc                                                                                   | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |      38053 | NS      | $213096.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc                         | BrightSpring Health Services Inc                                                                          | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8487 | NS      | $361631.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                | Brinker International Inc                                                                                 | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        683 | NS      | $97511.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                           | Brink's Co/The                                                                                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       2608 | NS      | $270267.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                  | Bristol-Myers Squibb Co                                                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      51912 | NS      | $3148462.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                        | Bristow Group Inc                                                                                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       1823 | NS      | $85480.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                               | Brixmor Property Group Inc                                                                                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       6705 | NS      | $193104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                       | Broadridge Financial Solutions Inc                                                                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       3464 | NS      | $562830.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                 | Broadstone Net Lease Inc                                                                                  | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      14534 | NS      | $265536.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                             | Broadcom Inc                                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     134826 | NS      | $41729995.26   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                              | Brookdale Senior Living Inc                                                                               | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      20381 | NS      | $278812.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                | Brookfield Renewable Corp                                                                                 | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |       5453 | NS      | $217192.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                          | Brookfield Asset Management Ltd                                                                           | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        647 | NS      | $28759.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                 | Brookfield Business Corp                                                                                  | CUSIP: 113006100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         40 | NS      | $1265.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                        | Brown & Brown Inc                                                                                         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      22405 | NS      | $1461030.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                        | Brown-Forman Corp                                                                                         | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        890 | NS      | $23843.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                        | Brown-Forman Corp                                                                                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       3195 | NS      | $84475.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                        | Brunswick Corp/DE                                                                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       1062 | NS      | $77271.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                           | Buckle Inc/The                                                                                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       4116 | NS      | $207281.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                                | Build-A-Bear Workshop Inc                                                                                 | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       2178 | NS      | $81566.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                 | Builders FirstSource Inc                                                                                  | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       1419 | NS      | $116826.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                               | Bumble Inc                                                                                                | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7305 | NS      | $23814.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp                  | Burke & Herbert Financial Services Corp                                                                   | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1841 | NS      | $114675.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                    | Burlington Stores Inc                                                                                     | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       1216 | NS      | $395662.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                            | Business First Bancshares Inc                                                                             | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       3992 | NS      | $107943.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                    | Butterfly Network Inc                                                                                     | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        951 | NS      | $3842.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                       | Byline Bancorp Inc                                                                                        | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       4002 | NS      | $126343.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                                   | Byrna Technologies Inc                                                                                    | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |       4572 | NS      | $41970.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                                       | C&F Financial Corp                                                                                        | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       1075 | NS      | $78410.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                                | C3.ai Inc                                                                                                 | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |        611 | NS      | $5144.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                 | CBIZ Inc                                                                                                  | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |        539 | NS      | $14472.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                          | CBL & Associates Properties Inc                                                                           | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |       3116 | NS      | $119747.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                  | Cboe Global Markets Inc                                                                                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       3212 | NS      | $902796.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                           | CBRE Group Inc                                                                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       7530 | NS      | $1020013.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                   | CCC Intelligent Solutions Holdings Inc                                                                    | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9111 | NS      | $54666.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                                  | CECO Environmental Corp                                                                                   | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       1896 | NS      | $112963.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                              | CDW Corp/DE                                                                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       1903 | NS      | $230301.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                               | CF Industries Holdings Inc                                                                                | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       3706 | NS      | $481187.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                      | C4 Therapeutics Inc                                                                                       | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11236 | NS      | $29550.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                | CH Robinson Worldwide Inc                                                                                 | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       3654 | NS      | $606819.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                          | Cigna Group/The                                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       6338 | NS      | $1690661.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                            | CME Group Inc                                                                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       9424 | NS      | $2783378.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                          | CMS Energy Corp                                                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       8945 | NS      | $693953.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                       | CNA Financial Corp                                                                                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       4757 | NS      | $218441.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                    | CNB Financial Corp/PA                                                                                     | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       5680 | NS      | $164492.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                    | CRA International Inc                                                                                     | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        961 | NS      | $155566.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                  | CNO Financial Group Inc                                                                                   | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       5409 | NS      | $222093.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                             | CS Disco Inc                                                                                              | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23454 | NS      | $89594.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                            | CSG Systems International Inc                                                                             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       4127 | NS      | $329912.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group Inc                                       | CPI Card Group Inc                                                                                        | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |       2338 | NS      | $33924.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSP Inc                                                  | CSP Inc                                                                                                   | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         29 | NS      | $250.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                      | CSW Industrials Inc                                                                                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |        246 | NS      | $64102.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                 | CSX Corp                                                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      44311 | NS      | $1818966.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                 | CTS Corp                                                                                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       1810 | NS      | $86445.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                       | CNX Resources Corp                                                                                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       3192 | NS      | $123051.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                       | CVB Financial Corp                                                                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4544 | NS      | $88108.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                           | CVR Energy Inc                                                                                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       4077 | NS      | $137191.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc                                                 | CVRx Inc                                                                                                  | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8844 | NS      | $83664.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                                                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      34174 | NS      | $2454376.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabaletta Bio Inc                                        | Cabaletta Bio Inc                                                                                         | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15226 | NS      | $40957.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                            | Cable One Inc                                                                                             | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        308 | NS      | $28092.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                               | Cabot Corp                                                                                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       1362 | NS      | $102572.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                       | Coterra Energy Inc                                                                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      19063 | NS      | $669873.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                   | CACI International Inc                                                                                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        827 | NS      | $449780.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                               | Cactus Inc                                                                                                | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |        333 | NS      | $15774.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                               | Cadence Design Systems Inc                                                                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       7608 | NS      | $2114034.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc                                                | Cadiz Inc                                                                                                 | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |      14491 | NS      | $71150.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                       | Cadre Holdings Inc                                                                                        | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               | CORP              | US        |       3395 | NS      | $104158.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                | Caesars Entertainment Inc                                                                                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       4245 | NS      | $112195.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                      | Cal-Maine Foods Inc                                                                                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       2767 | NS      | $219008.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                       | Calavo Growers Inc                                                                                        | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4383 | NS      | $113037.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                              | Caleres Inc                                                                                               | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       1852 | NS      | $19520.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                | California Resources Corp                                                                                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       2047 | NS      | $141693.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                           | California Water Service Group                                                                            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       5040 | NS      | $228513.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                | Calix Inc                                                                                                 | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       4314 | NS      | $211342.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                         | Callaway Golf Co                                                                                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       2712 | NS      | $37642.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc                                              | Calumet Inc                                                                                               | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               | CORP              | US        |         39 | NS      | $1400.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                     | Camden National Corp                                                                                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       3125 | NS      | $148281.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                    | Camden Property Trust                                                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       2200 | NS      | $214852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                                   | Campbell's Company/The                                                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       4967 | NS      | $110615.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Camping World Holdings Inc                               | Camping World Holdings Inc                                                                                | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |        293 | NS      | $2001.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc                                  | Candel Therapeutics Inc                                                                                   | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12302 | NS      | $60279.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cannae Holdings Inc                                      | Cannae Holdings Inc                                                                                       | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       9455 | NS      | $107503.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                           | Cantaloupe Inc                                                                                            | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      16785 | NS      | $181445.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                              | Capital City Bank Group Inc                                                                               | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       4506 | NS      | $195830.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                      | Capital Bancorp Inc                                                                                       | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       6260 | NS      | $186172.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                               | Capital One Financial Corp                                                                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      30299 | NS      | $5527446.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc                                 | Sonida Senior Living Inc                                                                                  | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |       6336 | NS      | $204336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                            | Capitol Federal Financial Inc                                                                             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21152 | NS      | $150813.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc                                | Capricor Therapeutics Inc                                                                                 | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |        187 | NS      | $5684.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc                                  | Tvardi Therapeutics Inc                                                                                   | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |          3 | NS      | $9.54          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapsoVision Inc                                          | CapsoVision Inc                                                                                           | CUSIP: 140935107<br>LEI: 529900I9VO18RX33ME31 | Long             | EC               | CORP              | US        |         19 | NS      | $138.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc                                     | Cardiff Oncology Inc                                                                                      | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |      29990 | NS      | $48583.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc                                      | Cardinal Health Inc                                                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       7848 | NS      | $1658360.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                           | Cardlytics Inc                                                                                            | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      38051 | NS      | $39953.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                               | CareDx Inc                                                                                                | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |        262 | NS      | $4548.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                       | CareTrust REIT Inc                                                                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      10137 | NS      | $371521.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                             | Cargurus Inc                                                                                              | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       1539 | NS      | $52402.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CARGO THERAPEUT                                   | CONTRA CARGO THERAPEUT                                                                                    | CUSIP: 141CVR019<br>LEI: N/A                  | N/A              | DE               |  | US        |       7231 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Caribou Biosciences Inc                                  | Caribou Biosciences Inc                                                                                   | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36490 | NS      | $69331.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc                                  | Caris Life Sciences Inc                                                                                   | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       1129 | NS      | $20186.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                         | Carlisle Cos Inc                                                                                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        537 | NS      | $179153.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                               | CarMax Inc                                                                                                | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3779 | NS      | $157130.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                    | Carlyle Group Inc/The                                                                                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       2202 | NS      | $106554.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                            | Carnival Corp                                                                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      23301 | NS      | $603029.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                                    | Carriage Services Inc                                                                                     | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5728 | NS      | $261540.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                | Carpenter Technology Corp                                                                                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        995 | NS      | $392179.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                      | Carrier Global Corp                                                                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      14077 | NS      | $792675.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                    | Carter Bankshares Inc                                                                                     | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9452 | NS      | $220420.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                             | Carter's Inc                                                                                              | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |          2 | NS      | $71.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc                                    | Sila Realty Trust Inc                                                                                     | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               |  | US        |       8445 | NS      | $199977.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                               | Carvana Co                                                                                                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       8942 | NS      | $2811185.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                                | Casella Waste Systems Inc                                                                                 | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       1946 | NS      | $154395.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                               | Casey's General Stores Inc                                                                                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       1348 | NS      | $981155.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                             | Cass Information Systems Inc                                                                              | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       5973 | NS      | $262931.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Filana Therapeutics Inc                                  | Filana Therapeutics Inc                                                                                   | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      22379 | NS      | $37820.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                   | Castle Biosciences Inc                                                                                    | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |       1290 | NS      | $31669.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                             | Catalyst Pharmaceuticals Inc                                                                              | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       3606 | NS      | $89284.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                           | Cava Group Inc                                                                                            | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        490 | NS      | $39641.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                          | Caterpillar Inc                                                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      11796 | NS      | $8356994.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                   | Cathay General Bancorp                                                                                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       1940 | NS      | $96728.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                     | Cavco Industries Inc                                                                                      | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        222 | NS      | $107512.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                            | Celanese Corp                                                                                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       2842 | NS      | $186918.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                             | Celcuity Inc                                                                                              | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |       1523 | NS      | $173835.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                     | Celsius Holdings Inc                                                                                      | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8436 | NS      | $299309.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                             | Centene Corp                                                                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       9012 | NS      | $295052.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                   | CenterPoint Energy Inc                                                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      20258 | NS      | $874335.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                              | Centerspace                                                                                               | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |       3768 | NS      | $216471.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                  | Central Garden & Pet Co                                                                                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       2958 | NS      | $95898.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                           | Central Pacific Financial Corp                                                                            | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       5030 | NS      | $160758.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc                                     | Centuri Holdings Inc                                                                                      | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        380 | NS      | $11099.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                      | Century Aluminum Co                                                                                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |        256 | NS      | $15024.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                      | Centrus Energy Corp                                                                                       | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        345 | NS      | $59888.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                                      | Century Casinos Inc                                                                                       | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      13987 | NS      | $19441.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                  | Century Communities Inc                                                                                   | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       1118 | NS      | $64150.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                              | Cerence Inc                                                                                               | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |         61 | NS      | $384.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                              | Certara Inc                                                                                               | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2920 | NS      | $16644.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                                          | CG oncology Inc                                                                                           | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        271 | NS      | $18341.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                               | Cerus Corp                                                                                                | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      36514 | NS      | $66455.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                 | CEVA Inc                                                                                                  | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       2217 | NS      | $41413.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                                 | ChargePoint Holdings Inc                                                                                  | CUSIP: 15961R303<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |       4933 | NS      | $23974.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Charles River Laboratories International Inc             | Charles River Laboratories International Inc                                                              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        692 | NS      | $119370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                     | Chart Industries Inc                                                                                      | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        898 | NS      | $185661.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                               | Charter Communications Inc                                                                                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       1441 | NS      | $311083.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                    | Chatham Lodging Trust                                                                                     | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      17638 | NS      | $138811.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                               | Cheesecake Factory Inc/The                                                                                | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |        752 | NS      | $41172.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                 | Chefs' Warehouse Inc/The                                                                                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       4174 | NS      | $248144.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                              | Chemed Corp                                                                                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        340 | NS      | $128431.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                          | Chemours Co/The                                                                                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |        731 | NS      | $16103.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corp                                   | Chemung Financial Corp                                                                                    | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2384 | NS      | $128306.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                      | Cheniere Energy Inc                                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       5473 | NS      | $1553018.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                       | Expand Energy Corp                                                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       5894 | NS      | $647043.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                | Chesapeake Utilities Corp                                                                                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       2091 | NS      | $264239.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                             | Chevron Corp                                                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      72408 | NS      | $14981215.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                | Chewy Inc                                                                                                 | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       5337 | NS      | $144099.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                 | Children's Place Inc/The                                                                                  | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       8157 | NS      | $27407.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                  | Chimera Investment Corp                                                                                   | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |       7109 | NS      | $89217.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chime Financial Inc                                      | Chime Financial Inc                                                                                       | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        770 | NS      | $14422.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                               | Chipotle Mexican Grill Inc                                                                                | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      28048 | NS      | $897816.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                          | Choice Hotels International Inc                                                                           | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       1498 | NS      | $155043.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ChoiceOne Financial Services Inc                         | ChoiceOne Financial Services Inc                                                                          | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5568 | NS      | $156572.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                                    | Niagen Bioscience Inc                                                                                     | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |       6839 | NS      | $30159.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                   | Church & Dwight Co Inc                                                                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       5668 | NS      | $528937.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                      | Churchill Downs Inc                                                                                       | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       1117 | NS      | $100340.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                               | Ciena Corp                                                                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       3008 | NS      | $1167795.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                | Cincinnati Financial Corp                                                                                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       4655 | NS      | $732464.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                    | Cinemark Holdings Inc                                                                                     | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       2679 | NS      | $76405.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Digital Inc                                       | Cipher Digital Inc                                                                                        | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |        445 | NS      | $5727.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group Inc                                | Circle Internet Group Inc                                                                                 | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |        386 | NS      | $36828.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                         | Cirrus Logic Inc                                                                                          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       1077 | NS      | $155755.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                        | Cisco Systems Inc                                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     153188 | NS      | $11885856.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                              | Cintas Corp                                                                                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9565 | NS      | $1617824.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                 | Citizens & Northern Corp                                                                                  | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11428 | NS      | $255301.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                                                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      46654 | NS      | $5291030.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                          | Citi Trends Inc                                                                                           | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       3226 | NS      | $139750.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                             | Citizens Financial Group Inc                                                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      11507 | NS      | $690074.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc                          | Citizens Financial Services Inc                                                                           | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |       1164 | NS      | $71178.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                                          | Citizens Inc/TX                                                                                           | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |      16318 | NS      | $82079.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| City Holding Co                                          | City Holding Co                                                                                           | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1773 | NS      | $211908.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp                                               | Civeo Corp                                                                                                | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |       7974 | NS      | $210992.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                   | Civista Bancshares Inc                                                                                    | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       5513 | NS      | $125641.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                              | Clarus Corp                                                                                               | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      31052 | NS      | $84461.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                        | Clean Harbors Inc                                                                                         | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        837 | NS      | $239993.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                  | Clean Energy Fuels Corp                                                                                   | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |       1514 | NS      | $3754.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                       | Clear Channel Outdoor Holdings Inc                                                                        | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      23727 | NS      | $56232.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc                                         | Clear Secure Inc                                                                                          | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5315 | NS      | $257299.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                           | Clearfield Inc                                                                                            | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       1811 | NS      | $47937.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc                                     | ClearPoint Neuro Inc                                                                                      | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6866 | NS      | $62480.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                        | Clearwater Analytics Holdings Inc                                                                         | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3515 | NS      | $83129.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                    | Clearwater Paper Corp                                                                                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       3425 | NS      | $49251.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                      | Clearway Energy Inc                                                                                       | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       6037 | NS      | $236469.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                      | Clearway Energy Inc                                                                                       | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       6546 | NS      | $257192.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                     | Cleveland-Cliffs Inc                                                                                      | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        520 | NS      | $4394.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                       | Clipper Realty Inc                                                                                        | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               |  | US        |          5 | NS      | $15.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                            | Clorox Co/The                                                                                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       2705 | NS      | $280319.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                           | Clover Health Investments Corp                                                                            | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |       9205 | NS      | $16200.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                           | Cloudflare Inc                                                                                            | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       8599 | NS      | $1774317.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                                | Coastal Financial Corp/WA                                                                                 | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       1308 | NS      | $99538.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc                              | CoastalSouth Bancshares Inc                                                                               | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |          3 | NS      | $73.77         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                               | Coca-Cola Consolidated Inc                                                                                | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       1855 | NS      | $355677.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                         | Coca-Cola Co/The                                                                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     106460 | NS      | $8096283.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                              | Codexis Inc                                                                                               | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46905 | NS      | $76455.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                         | Coeur Mining Inc                                                                                          | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      18645 | NS      | $349966.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                       | Cogent Communications Holdings Inc                                                                        | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        653 | NS      | $12302.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                   | Cogent Biosciences Inc                                                                                    | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3153 | NS      | $121358.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                              | Cognex Corp                                                                                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        613 | NS      | $30030.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                      | Cognizant Technology Solutions Corp                                                                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      11893 | NS      | $729635.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                       | Cohen & Steers Inc                                                                                        | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       1827 | NS      | $114278.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                            | Coherent Corp                                                                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       1423 | NS      | $338972.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc                                     | Coherus Oncology Inc                                                                                      | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      58706 | NS      | $99213.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                 | Cohu Inc                                                                                                  | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |        676 | NS      | $20699.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                      | Coinbase Global Inc                                                                                       | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       4273 | NS      | $746108.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                     | Colgate-Palmolive Co                                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      21656 | NS      | $1845740.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                             | Collegium Pharmaceutical Inc                                                                              | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       4387 | NS      | $145078.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                      | Colony Bankcorp Inc                                                                                       | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10490 | NS      | $209485.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                              | Columbia Banking System Inc                                                                               | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |       4147 | NS      | $113752.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                   | Columbia Financial Inc                                                                                    | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |       6836 | NS      | $119698.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                   | Columbia Sportswear Co                                                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         23 | NS      | $1260.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                  | Comfort Systems USA Inc                                                                                   | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       2040 | NS      | $2813139.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                             | Comcast Corp                                                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      84495 | NS      | $2425851.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                               | Commerce Bancshares Inc/MO                                                                                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2980 | NS      | $146616.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc                                 | Commercial Bancgroup Inc                                                                                  | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          4 | NS      | $104.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                     | Commercial Metals Co                                                                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       1516 | NS      | $93127.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                                    | Vistance Networks Inc                                                                                     | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       8604 | NS      | $156592.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                           | Community Financial System Inc                                                                            | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       1714 | NS      | $100526.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                             | Community Health Systems Inc                                                                              | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10122 | NS      | $29758.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                           | Community Healthcare Trust Inc                                                                            | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      14108 | NS      | $224176.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                                | Community West Bancshares                                                                                 | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9334 | NS      | $217482.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                              | Community Trust Bancorp Inc                                                                               | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3016 | NS      | $183131.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                    | Commvault Systems Inc                                                                                     | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        336 | NS      | $26171.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                       | Compass Minerals International Inc                                                                        | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       5281 | NS      | $123311.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                                 | Compass Therapeutics Inc                                                                                  | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13647 | NS      | $72192.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI Inc                                                 | GPGI Inc                                                                                                  | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6945 | NS      | $118759.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Inc                                             | SunPower Inc                                                                                              | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         71 | NS      | $90.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                              | Compass Inc                                                                                               | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      23982 | NS      | $175308.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                                            | TruBridge Inc                                                                                             | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       6114 | NS      | $89508.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                  | CompX International Inc                                                                                   | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3490 | NS      | $81526.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                   | Comstock Resources Inc                                                                                    | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       3399 | NS      | $71650.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                       | Conagra Brands Inc                                                                                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      13766 | NS      | $216401.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                          | Concentrix Corp                                                                                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       2991 | NS      | $81833.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc                      | Concentra Group Holdings Parent Inc                                                                       | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4636 | NS      | $99442.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                            | Concrete Pumping Holdings Inc                                                                             | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12437 | NS      | $88800.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                             | Conduent Inc                                                                                              | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      26969 | NS      | $34520.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                              | CONMED Corp                                                                                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |        550 | NS      | $19448.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                   | ConnectOne Bancorp Inc                                                                                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       2844 | NS      | $76133.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                           | ConocoPhillips                                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      49864 | NS      | $6582048.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                            | Consensus Cloud Solutions Inc                                                                             | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3976 | NS      | $94390.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                  | Consolidated Edison Inc                                                                                   | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       9966 | NS      | $1127951.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                 | Constellation Brands Inc                                                                                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       2472 | NS      | $370800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                | Constellation Energy Corp                                                                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       7247 | NS      | $2023724.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                                | Construction Partners Inc                                                                                 | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |        507 | NS      | $56337.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                          | Consumer Portfolio Services Inc                                                                           | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7708 | NS      | $59582.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango Silver & Gold Inc                               | Contango Silver & Gold Inc                                                                                | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |       4600 | NS      | $86250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contineum Therapeutics Inc                               | Contineum Therapeutics Inc                                                                                | CUSIP: 21217B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3412 | NS      | $44560.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                       | Cooper Cos Inc/The                                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       2446 | NS      | $174889.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                             | Cooper-Standard Holdings Inc                                                                              | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |       2943 | NS      | $82021.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                               | Copart Inc                                                                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      20899 | NS      | $693846.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corbus Pharmaceuticals Holdings Inc                      | Corbus Pharmaceuticals Holdings Inc                                                                       | CUSIP: 21833P301<br>LEI: 529900MX6XCNZC7MM155 | Long             | EC               | CORP              | US        |       5496 | NS      | $51607.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                 | Corcept Therapeutics Inc                                                                                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       2617 | NS      | $105491.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                            | CoreCivic Inc                                                                                             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       3370 | NS      | $63726.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                 | Corebridge Financial Inc                                                                                  | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       7925 | NS      | $189090.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc                                            | CoreWeave Inc                                                                                             | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        666 | NS      | $51595.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                      | Core Scientific Inc                                                                                       | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       1928 | NS      | $28842.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                          | Core & Main Inc                                                                                           | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2127 | NS      | $105073.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                               | Core Natural Resources Inc                                                                                | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |        465 | NS      | $48699.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                                             | CorMedix Inc                                                                                              | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |       6485 | NS      | $44033.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                              | Corning Inc                                                                                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      18937 | NS      | $2574863.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                         | QuidelOrtho Corp                                                                                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |        142 | NS      | $2333.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                               | Corpay Inc                                                                                                | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       5217 | NS      | $1518094.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                  | COPT Defense Properties                                                                                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       5216 | NS      | $159609.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                              | Corteva Inc                                                                                               | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      17394 | NS      | $1456051.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                              | CorVel Corp                                                                                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1789 | NS      | $97768.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc                               | Corvus Pharmaceuticals Inc                                                                                | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |       3213 | NS      | $47006.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                    | Costco Wholesale Corp                                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      13108 | NS      | $13061204.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                         | CoStar Group Inc                                                                                          | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       8061 | NS      | $325180.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                 | Coty Inc                                                                                                  | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      26513 | NS      | $53291.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                             | Coursera Inc                                                                                              | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       4656 | NS      | $27097.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                              | Coupang Inc                                                                                               | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      37603 | NS      | $709944.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                   | Cousins Properties Inc                                                                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |       4397 | NS      | $99240.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                             | Covenant Logistics Group Inc                                                                              | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3920 | NS      | $106428.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                     | Cracker Barrel Old Country Store Inc                                                                      | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |         30 | NS      | $843.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                                 | Crane Co                                                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       1071 | NS      | $183141.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                             | Crane NXT Co                                                                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |        586 | NS      | $23785.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                            | Crawford & Co                                                                                             | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      11450 | NS      | $114156.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                                   | Credit Acceptance Corp                                                                                    | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         41 | NS      | $17361.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crexendo Inc                                             | Crexendo Inc                                                                                              | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         84 | NS      | $518.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                               | Cricut Inc                                                                                                | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      11590 | NS      | $43346.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                            | Crinetics Pharmaceuticals Inc                                                                             | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |        475 | NS      | $17252.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                | Crocs Inc                                                                                                 | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       1076 | NS      | $89329.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                             | Cross Country Healthcare Inc                                                                              | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      24182 | NS      | $227310.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                 | Crowdstrike Holdings Inc                                                                                  | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       7087 | NS      | $2766835.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                         | Crown Castle Inc                                                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       9819 | NS      | $798382.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                       | Crown Holdings Inc                                                                                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       4138 | NS      | $414834.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                             | Artivion Inc                                                                                              | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       4938 | NS      | $180829.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eightco Holdings Inc                                     | Eightco Holdings Inc                                                                                      | CUSIP: 22890A302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8639 | NS      | $8053.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                             | CryoPort Inc                                                                                              | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       2858 | NS      | $23664.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                    | CTO Realty Growth Inc                                                                                     | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |      12044 | NS      | $222693.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                | CubeSmart                                                                                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |       4665 | NS      | $170972.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                 | Cullen/Frost Bankers Inc                                                                                  | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       1204 | NS      | $165044.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                                | Cullinan Therapeutics Inc                                                                                 | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        954 | NS      | $13556.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                              | Cummins Inc                                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       3374 | NS      | $1815279.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                 | Curbline Properties Corp                                                                                  | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |       7203 | NS      | $185765.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                      | CuriosityStream Inc                                                                                       | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |      32770 | NS      | $96999.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                      | Curtiss-Wright Corp                                                                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       1030 | NS      | $701553.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                    | Customers Bancorp Inc                                                                                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       1504 | NS      | $104392.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                         | Cytokinetics Inc                                                                                          | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       1196 | NS      | $78828.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                                  | CytomX Therapeutics Inc                                                                                   | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      15186 | NS      | $71374.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                    | Cytek Biosciences Inc                                                                                     | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |       1115 | NS      | $4872.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                           | DMC Global Inc                                                                                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       3709 | NS      | $19323.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                            | DR Horton Inc                                                                                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       5933 | NS      | $814126.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                            | DTE Energy Co                                                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       6076 | NS      | $888432.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DLH Holdings Corp                                        | DLH Holdings Corp                                                                                         | CUSIP: 23335Q100<br>LEI: 549300KRYPLQFKWVTE62 | Long             | EC               | CORP              | US        |       4737 | NS      | $27569.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                   | DXP Enterprises Inc/TX                                                                                    | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1085 | NS      | $151607.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                         | DT Midstream Inc                                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2800 | NS      | $377076.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                        | DXC Technology Co                                                                                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       4635 | NS      | $58261.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                       | Daily Journal Corp                                                                                        | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |         74 | NS      | $35693.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                           | Daktronics Inc                                                                                            | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       2070 | NS      | $40468.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                 | Dana Inc                                                                                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       5849 | NS      | $196818.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                             | Danaher Corp                                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      25269 | NS      | $4791002.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                   | Darden Restaurants Inc                                                                                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       3663 | NS      | $718094.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                  | Darling Ingredients Inc                                                                                   | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       4211 | NS      | $260450.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                              | Datadog Inc                                                                                               | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       7696 | NS      | $908512.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                 | Dave Inc                                                                                                  | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |        180 | NS      | $31336.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                               | DaVita Inc                                                                                                | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       1251 | NS      | $192266.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                           | Day One Biopharmaceuticals Inc                                                                            | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        753 | NS      | $16144.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                     | Deckers Outdoor Corp                                                                                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       2071 | NS      | $207286.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                               | Deere & Co                                                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       5974 | NS      | $3365154.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Definium Therapeutics Inc                                | Definium Therapeutics Inc                                                                                 | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |       3837 | NS      | $72519.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc                                      | Delcath Systems Inc                                                                                       | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |       6355 | NS      | $58974.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                    | Delek US Holdings Inc                                                                                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       2589 | NS      | $116686.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                    | Dell Technologies Inc                                                                                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       6402 | NS      | $1050760.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                      | Delta Air Lines Inc                                                                                       | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      33677 | NS      | $2238846.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                              | Deluxe Corp                                                                                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       2348 | NS      | $64663.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                  | Denali Therapeutics Inc                                                                                   | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |         37 | NS      | $710.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                      | DENTSPLY SIRONA Inc                                                                                       | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       1445 | NS      | $16762.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                      | Designer Brands Inc                                                                                       | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       1713 | NS      | $9746.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                  | Design Therapeutics Inc                                                                                   | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3906 | NS      | $41559.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                                 | Destination XL Group Inc                                                                                  | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9774 | NS      | $4984.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                        | Devon Energy Corp                                                                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      12384 | NS      | $623162.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                               | Dexcom Inc                                                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       6649 | NS      | $417557.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc                               | DiaMedica Therapeutics Inc                                                                                | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       7836 | NS      | $53049.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                        | Diamond Hill Investment Group Inc                                                                         | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       2115 | NS      | $363991.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                               | DiamondRock Hospitality Co                                                                                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |       7373 | NS      | $69085.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                   | Diamondback Energy Inc                                                                                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       2829 | NS      | $559547.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                                | Dianthus Therapeutics Inc                                                                                 | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |        905 | NS      | $75947.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                | Dick's Sporting Goods Inc                                                                                 | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       1024 | NS      | $203048.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                      | Diebold Nixdorf Inc                                                                                       | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       2681 | NS      | $202254.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                   | Digi International Inc                                                                                    | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |        625 | NS      | $30125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                            | Digimarc Corp                                                                                             | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |       9264 | NS      | $45486.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Realty Trust Inc                                 | Digital Realty Trust Inc                                                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       7695 | NS      | $1386715.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media & Technology Group Corp                      | Trump Media & Technology Group Corp                                                                       | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |        427 | NS      | $3962.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                      | Digital Turbine Inc                                                                                       | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |       5831 | NS      | $16793.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                | DigitalOcean Holdings Inc                                                                                 | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |        332 | NS      | $28478.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                            | Dillard's Inc                                                                                             | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        321 | NS      | $183647.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                            | Dime Community Bancshares Inc                                                                             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1801 | NS      | $60909.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                   | Dine Brands Global Inc                                                                                    | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        957 | NS      | $25111.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                               | Diodes Inc                                                                                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |        672 | NS      | $45870.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                                        | Disc Medicine Inc                                                                                         | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        941 | NS      | $60167.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                       | Walt Disney Co/The                                                                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      72051 | NS      | $6944275.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                             | Diversified Healthcare Trust                                                                              | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |      33970 | NS      | $225560.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                             | Docusign Inc                                                                                              | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       2883 | NS      | $136683.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                   | Dolby Laboratories Inc                                                                                    | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       2064 | NS      | $123963.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                      | Dollar General Corp                                                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       7591 | NS      | $901279.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                          | Dollar Tree Inc                                                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       6426 | NS      | $703711.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                      | Dominion Energy Inc                                                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      22113 | NS      | $1367025.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                       | Domino's Pizza Inc                                                                                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        709 | NS      | $254382.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                 | Domo Inc                                                                                                  | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       9265 | NS      | $28350.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                         | Donaldson Co Inc                                                                                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       4140 | NS      | $351361.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                        | Donegal Group Inc                                                                                         | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14737 | NS      | $253181.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                        | Donnelley Financial Solutions Inc                                                                         | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |        348 | NS      | $16404.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                             | DoorDash Inc                                                                                              | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       9812 | NS      | $1473271.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                      | Dorman Products Inc                                                                                       | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        773 | NS      | $80670.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                | DoubleVerify Holdings Inc                                                                                 | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2304 | NS      | $21888.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                       | Douglas Emmett Inc                                                                                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       3701 | NS      | $34863.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                     | Douglas Dynamics Inc                                                                                      | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       8612 | NS      | $362479.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                      | Douglas Elliman Inc                                                                                       | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      33263 | NS      | $54551.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                               | Dover Corp                                                                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       2566 | NS      | $534882.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                  | Dow Inc                                                                                                   | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       5310 | NS      | $221161.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                           | DraftKings Inc                                                                                            | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       4899 | NS      | $105916.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                  | Dream Finders Homes Inc                                                                                   | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         34 | NS      | $473.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                              | Dropbox Inc                                                                                               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       5089 | NS      | $115622.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                               | Driven Brands Holdings Inc                                                                                | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4378 | NS      | $55206.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                             | Ducommun Inc                                                                                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       2189 | NS      | $267058.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                         | Duke Energy Corp                                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      20305 | NS      | $2658736.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                                      | Duluth Holdings Inc                                                                                       | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      17142 | NS      | $54168.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                             | Duolingo Inc                                                                                              | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        193 | NS      | $19024.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                    | DuPont de Nemours Inc                                                                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      10911 | NS      | $499723.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                             | Doximity Inc                                                                                              | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2722 | NS      | $63422.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                           | Dutch Bros Inc                                                                                            | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        575 | NS      | $29129.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                       | D-Wave Quantum Inc                                                                                        | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |       4437 | NS      | $64025.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                     | Dycom Industries Inc                                                                                      | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        971 | NS      | $328994.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                            | Dynatrace Inc                                                                                             | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       4933 | NS      | $182422.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                        | Dynex Capital Inc                                                                                         | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |      20995 | NS      | $267896.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                    | Dyne Therapeutics Inc                                                                                     | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        192 | NS      | $3480.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                           | elf Beauty Inc                                                                                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |          2 | NS      | $121.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                               | El Pollo Loco Holdings Inc                                                                                | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       6930 | NS      | $96049.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                        | EOG Resources Inc                                                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      25467 | NS      | $3681764.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                 | EQT Corp                                                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      16408 | NS      | $1044205.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                           | EPR Properties                                                                                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       4783 | NS      | $238958.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                        | Eagle Bancorp Inc                                                                                         | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       1058 | NS      | $26312.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                                       | EVI Industries Inc                                                                                        | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |       4527 | NS      | $93165.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc                             | Eagle Financial Services Inc                                                                              | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $34.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                      | Eagle Materials Inc                                                                                       | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        337 | NS      | $63844.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED PHP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $-232822.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD IDR                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $79626.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED PHP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $-22805.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $59666.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $519183.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED PLN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |          1 | NC      | $-170301.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED CZK / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $-224405.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED NOK / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $-82798.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED SEK / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $-478009.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $416050.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED MXN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $-396813.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED ZAR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |          1 | NC      | $-473057.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $73096.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $-408162.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-240577.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED ILS / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |          1 | NC      | $-377553.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $-425997.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED CLP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $-465807.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED CHF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $-980505.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED HUF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |          1 | NC      | $-108790.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $390066.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $-397698.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $-965107.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $253995.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD TWD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $260868.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-200089.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $836053.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $-733462.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD SEK                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $994336.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-447577.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED NOK / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $-310901.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $-1410259.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1212510.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD PHP                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $275312.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-126773.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $478675.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $102898.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $105148.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                    | East West Bancorp Inc                                                                                     | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       2789 | NS      | $297753.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                       | Easterly Government Properties Inc                                                                        | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       3498 | NS      | $74962.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                   | Eastern Bankshares Inc                                                                                    | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       4360 | NS      | $85281.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                 | EastGroup Properties Inc                                                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       1581 | NS      | $292627.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                      | Eastman Chemical Co                                                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        722 | NS      | $55103.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                 | eBay Inc                                                                                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      12229 | NS      | $1113083.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                            | EchoStar Corp                                                                                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       2163 | NS      | $253222.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                               | Ecolab Inc                                                                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       6603 | NS      | $1756530.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                              | Ecovyst Inc                                                                                               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2412 | NS      | $31018.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                | Edgewell Personal Care Co                                                                                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       2001 | NS      | $42701.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                | Edgewise Therapeutics Inc                                                                                 | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        328 | NS      | $10332.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                     | Edison International                                                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       5247 | NS      | $383975.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                      | Editas Medicine Inc                                                                                       | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      31606 | NS      | $78066.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                | Edwards Lifesciences Corp                                                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      15600 | NS      | $1249248.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                               | eGain Corp                                                                                                | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |      16530 | NS      | $130421.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                              | eHealth Inc                                                                                               | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       3285 | NS      | $4237.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                  | 8x8 Inc                                                                                                   | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      12264 | NS      | $20358.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA 89BIO INC                                         | CONTRA 89BIO INC                                                                                          | CUSIP: 282CVR018<br>LEI: N/A                  | N/A              | DE               |  | US        |        269 | NS      | $91.46         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elanco Animal Health Inc                                 | Elanco Animal Health Inc                                                                                  | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      17757 | NS      | $424925.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                                           | Electromed Inc                                                                                            | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4410 | NS      | $103238.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                      | Electronic Arts Inc                                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       6004 | NS      | $1224035.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc                               | Eledon Pharmaceuticals Inc                                                                                | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |      44476 | NS      | $136986.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                    | Element Solutions Inc                                                                                     | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       1804 | NS      | $61588.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Bio Inc                                            | Climb Bio Inc                                                                                             | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32453 | NS      | $222303.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                  | Ellington Financial Inc                                                                                   | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |      21392 | NS      | $253495.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                             | Embecta Corp                                                                                              | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       1871 | NS      | $16539.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                          | EMCOR Group Inc                                                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       1146 | NS      | $846103.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                | Emergent BioSolutions Inc                                                                                 | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       1101 | NS      | $9138.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                      | Emerson Electric Co                                                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      13079 | NS      | $1713610.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fold Holdings Inc                                        | Fold Holdings Inc                                                                                         | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         16 | NS      | $21.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc                                      | Emerald Holding Inc                                                                                       | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7705 | NS      | $34749.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp                                    | Empire Petroleum Corp                                                                                     | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |      17126 | NS      | $50692.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire State Realty Trust Inc                            | Empire State Realty Trust Inc                                                                             | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |       4052 | NS      | $21070.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                   | Employers Holdings Inc                                                                                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3505 | NS      | $144195.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                       | Enact Holdings Inc                                                                                        | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       4516 | NS      | $184297.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                               | Enanta Pharmaceuticals Inc                                                                                | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       3748 | NS      | $47337.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                    | Encompass Health Corp                                                                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       3743 | NS      | $362060.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                  | Energy Fuels Inc/Canada                                                                                   | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |       4953 | NS      | $90392.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                      | Energy Recovery Inc                                                                                       | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      10331 | NS      | $104033.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Services of America Corp                          | Energy Services of America Corp                                                                           | CUSIP: 29271Q103<br>LEI: 984500A00BECD43F7B49 | Long             | EC               | CORP              | US        |         57 | NS      | $748.41        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                   | Energizer Holdings Inc                                                                                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       2076 | NS      | $34087.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                  | EnerSys                                                                                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       1553 | NS      | $269787.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                  | Enerpac Tool Group Corp                                                                                   | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       3531 | NS      | $128775.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                                | Energy Vault Holdings Inc                                                                                 | CUSIP: 29280W109<br>LEI: 254900VMTXIU80WPJR14 | Long             | EC               | CORP              | US        |       9186 | NS      | $30313.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                              | Enhabit Inc                                                                                               | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |       9665 | NS      | $136179.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                                 | Enliven Therapeutics Inc                                                                                  | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        191 | NS      | $7487.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                                | Ennis Inc                                                                                                 | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18891 | NS      | $404645.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                       | Enphase Energy Inc                                                                                        | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       1173 | NS      | $44351.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                | Enpro Inc                                                                                                 | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        462 | NS      | $115800.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                  | Enova International Inc                                                                                   | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |        730 | NS      | $99155.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                     | Ensign Group Inc/The                                                                                      | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       2744 | NS      | $552916.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                              | Enovix Corp                                                                                               | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |        819 | NS      | $4242.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                             | Entegris Inc                                                                                              | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        424 | NS      | $49709.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                             | Entergy Corp                                                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      12472 | NS      | $1401353.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                       | Enterprise Financial Services Corp                                                                        | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       2120 | NS      | $114713.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                          | Entravision Communications Corp                                                                           | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      39237 | NS      | $116533.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                                 | Entrada Therapeutics Inc                                                                                  | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3048 | NS      | $38465.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envela Corp                                              | Envela Corp                                                                                               | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         32 | NS      | $533.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                         | EPAM Systems Inc                                                                                          | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        551 | NS      | $74605.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                               | Eos Energy Enterprises Inc                                                                                | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               | CORP              | US        |       3993 | NS      | $19805.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                    | Envista Holdings Corp                                                                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       3861 | NS      | $97953.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                | ePlus Inc                                                                                                 | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |        508 | NS      | $38227.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                                       | Epsilon Energy Ltd                                                                                        | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |          8 | NS      | $49.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                              | Equifax Inc                                                                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       1979 | NS      | $356358.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                              | Equinix Inc                                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       2180 | NS      | $2136923.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                   | Equitable Holdings Inc                                                                                    | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       6396 | NS      | $237355.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                    | Equity Bancshares Inc                                                                                     | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       4096 | NS      | $181903.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                          | Equity LifeStyle Properties Inc                                                                           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       4452 | NS      | $277893.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                       | Equity Residential                                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       6801 | NS      | $402279.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                        | Erie Indemnity Co                                                                                         | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        338 | NS      | $84942.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc                                             | Escalade Inc                                                                                              | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5271 | NS      | $90503.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                | Esab Corp                                                                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |        423 | NS      | $40887.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                    | ESCO Technologies Inc                                                                                     | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       1137 | NS      | $319917.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                                | Esperion Therapeutics Inc                                                                                 | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      11990 | NS      | $32852.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                           | Esquire Financial Holdings Inc                                                                            | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2533 | NS      | $272297.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                    | Essential Properties Realty Trust Inc                                                                     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       5666 | NS      | $172019.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                  | Essential Utilities Inc                                                                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       9077 | NS      | $365530.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                 | Essex Property Trust Inc                                                                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       1265 | NS      | $306130.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                | Ethan Allen Interiors Inc                                                                                 | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6562 | NS      | $146070.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc                                 | Eton Pharmaceuticals Inc                                                                                  | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10731 | NS      | $264841.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                 | Etsy Inc                                                                                                  | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       1811 | NS      | $90513.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                                    | Euronet Worldwide Inc                                                                                     | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        809 | NS      | $53693.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                  | European Wax Center Inc                                                                                   | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2363 | NS      | $13658.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc                                          | Eve Holding Inc                                                                                           | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        465 | NS      | $1153.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                             | Evercore Inc                                                                                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        291 | NS      | $86866.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                         | EverCommerce Inc                                                                                          | CUSIP: 29977X105<br>LEI: 9845005E54E3C158EA55 | Long             | EC               | CORP              | US        |        367 | NS      | $4194.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy Inc                                               | Evergy Inc                                                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       7962 | NS      | $652247.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                              | EVERTEC Inc                                                                                               | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       3203 | NS      | $90388.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                        | Eversource Energy                                                                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      10844 | NS      | $751272.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                            | EverQuote Inc                                                                                             | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3772 | NS      | $58164.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc                            | Everus Construction Group Inc                                                                             | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       1107 | NS      | $130692.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                                 | Evolution Petroleum Corp                                                                                  | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      65641 | NS      | $300635.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolv Technologies Holdings Inc                          | Evolv Technologies Holdings Inc                                                                           | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10230 | NS      | $61891.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                       | Evolent Health Inc                                                                                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |        349 | NS      | $795.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                               | Evolus Inc                                                                                                | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      11677 | NS      | $47992.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                 | EVgo Inc                                                                                                  | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |         95 | NS      | $163.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                    | Excelerate Energy Inc                                                                                     | CUSIP: 30069T101<br>LEI: 254900J6DPU4HB368I65 | Long             | EC               | CORP              | US        |         37 | NS      | $1236.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                              | Exelon Corp                                                                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      29331 | NS      | $1437805.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                             | Exelixis Inc                                                                                              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       8382 | NS      | $359503.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                 | F&G Annuities & Life Inc                                                                                  | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3782 | NS      | $95760.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                  | ExlService Holdings Inc                                                                                   | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       4266 | NS      | $129899.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exodus Movement Inc                                      | Exodus Movement Inc                                                                                       | CUSIP: 30209R106<br>LEI: 984500E614L4114D9667 | Long             | EC               | CORP              | US        |       3077 | NS      | $20000.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                        | Expedia Group Inc                                                                                         | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       3345 | NS      | $772327.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                   | eXp World Holdings Inc                                                                                    | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |        444 | NS      | $2659.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc               | Expeditors International of Washington Inc                                                                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       3848 | NS      | $551149.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                             | Exponent Inc                                                                                              | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       3048 | NS      | $198882.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc                                            | Expensify Inc                                                                                             | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17930 | NS      | $15597.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                  | Extra Space Storage Inc                                                                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       4234 | NS      | $555204.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                     | Extreme Networks Inc                                                                                      | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       2958 | NS      | $44606.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                               | EZCORP Inc                                                                                                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      12613 | NS      | $320117.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                         | Exxon Mobil Corp                                                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     145552 | NS      | $24694352.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                             | EyePoint Inc                                                                                              | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |        900 | NS      | $11601.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                             | Flywire Corp                                                                                              | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |        515 | NS      | $5994.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                              | FNB Corp/PA                                                                                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       8308 | NS      | $138909.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                        | FB Financial Corp                                                                                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       1560 | NS      | $81026.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                 | Figs Inc                                                                                                  | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9321 | NS      | $137671.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                                           | FS Bancorp Inc                                                                                            | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3153 | NS      | $121674.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                         | FRP Holdings Inc                                                                                          | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9961 | NS      | $217946.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                       | FTI Consulting Inc                                                                                        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       1043 | NS      | $184371.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                       | Meta Platforms Inc                                                                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      86482 | NS      | $49478946.66   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                             | FactSet Research Systems Inc                                                                              | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        598 | NS      | $129760.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                          | Fair Isaac Corp                                                                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        455 | NS      | $485730.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon's Beyond Global Inc                               | Falcon's Beyond Global Inc                                                                                | CUSIP: 306121104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         54 | NS      | $761.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH              | Farmers & Merchants Bancorp Inc/Archbold OH                                                               | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2460 | NS      | $63148.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                               | Farmers National Banc Corp                                                                                | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18222 | NS      | $239801.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                    | Farmland Partners Inc                                                                                     | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      30963 | NS      | $347714.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                    | Fate Therapeutics Inc                                                                                     | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      30703 | NS      | $36843.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                              | Fastenal Co                                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      33189 | NS      | $1539969.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                       | Federal Agricultural Mortgage Corp                                                                        | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |        578 | NS      | $85746.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                          | Federal Realty Investment Trust                                                                           | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |       1658 | NS      | $176096.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                      | Federal Signal Corp                                                                                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       1664 | NS      | $179944.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                     | Federated Hermes Inc                                                                                      | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       5713 | NS      | $323984.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc                                           | FB Bancorp Inc                                                                                            | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18206 | NS      | $250150.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                               | FedEx Corp                                                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       5078 | NS      | $1808682.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc                               | Fennec Pharmaceuticals Inc                                                                                | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | CA        |         31 | NS      | $190.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                 | Ferguson Enterprises Inc                                                                                  | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       4761 | NS      | $1110550.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                   | F5 Inc                                                                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       1180 | NS      | $341409.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D&D Bancorp Inc                                 | Fidelity D&D Bancorp Inc                                                                                  | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1989 | NS      | $86083.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                          | Fidelity National Financial Inc                                                                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       7013 | NS      | $325262.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                      | Fifth Third Bancorp                                                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      22971 | NS      | $1067232.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma Inc                                                | Figma Inc                                                                                                 | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        906 | NS      | $19152.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                               | Finance Of America Cos Inc                                                                                | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2418 | NS      | $40138.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                               | Financial Institutions Inc                                                                                | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6769 | NS      | $214644.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finwise Bancorp                                          | Finwise Bancorp                                                                                           | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4563 | NS      | $72369.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc                                    | Firefly Aerospace Inc                                                                                     | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |         66 | NS      | $1879.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                     | First Advantage Corp                                                                                      | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |        262 | NS      | $3081.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                            | First American Financial Corp                                                                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       3042 | NS      | $183402.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                    | First Bancorp Inc/The                                                                                     | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6270 | NS      | $175748.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                | First BanCorp/Puerto Rico                                                                                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       6623 | NS      | $141467.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                          | First Bancorp/Southern Pines NC                                                                           | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2565 | NS      | $144537.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                   | First Bank/Hamilton NJ                                                                                    | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      13801 | NS      | $220816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                         | First Busey Corp                                                                                          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       3636 | NS      | $91881.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                    | First Business Financial Services Inc                                                                     | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       3271 | NS      | $176405.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                         | First Citizens BancShares Inc/NC                                                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        167 | NS      | $314738.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                        | First Commonwealth Financial Corp                                                                         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       7408 | NS      | $130232.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp/SC                                  | First Community Corp/SC                                                                                   | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |          9 | NS      | $263.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                           | First Community Bankshares Inc                                                                            | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5096 | NS      | $211585.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                  | First Financial Bancorp                                                                                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       3708 | NS      | $103379.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                           | First Financial Bankshares Inc                                                                            | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       4398 | NS      | $129521.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                     | First Financial Corp                                                                                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3303 | NS      | $208749.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                     | First Foundation Inc                                                                                      | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       9949 | NS      | $58699.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                       | First Horizon Corp                                                                                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      13359 | NS      | $304050.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                       | First Hawaiian Inc                                                                                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       4720 | NS      | $116300.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                        | First Industrial Realty Trust Inc                                                                         | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |       4288 | NS      | $248060.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                          | 1stdibs.com Inc                                                                                           | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24105 | NS      | $132577.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                   | First Internet Bancorp                                                                                    | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       2999 | NS      | $61119.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                          | First Interstate BancSystem Inc                                                                           | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       1753 | NS      | $58550.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                     | First Merchants Corp                                                                                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       2667 | NS      | $103292.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                 | First Mid Bancshares Inc                                                                                  | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3296 | NS      | $135762.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Corp/VA                                   | First National Corp/VA                                                                                    | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |          2 | NS      | $53.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                          | First Solar Inc                                                                                           | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       8107 | NS      | $1599186.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                          | 1st Source Corp                                                                                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2232 | NS      | $154476.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                         | First Watch Restaurant Group Inc                                                                          | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2282 | NS      | $23915.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                              | First Western Financial Inc                                                                               | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |         14 | NS      | $344.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                                 | Firstsun Capital Bancorp                                                                                  | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1260 | NS      | $45939.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                   | FirstCash Holdings Inc                                                                                    | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2324 | NS      | $436912.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                               | Fiserv Inc                                                                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       8986 | NS      | $501418.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                         | FirstEnergy Corp                                                                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      16938 | NS      | $858079.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FitLife Brands Inc                                       | FitLife Brands Inc                                                                                        | CUSIP: 33817P405<br>LEI: 549300A8X02SIUSI3V40 | Long             | EC               | CORP              | US        |         19 | NS      | $269.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                           | Five Below Inc                                                                                            | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       1438 | NS      | $328554.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                | Five9 Inc                                                                                                 | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |        376 | NS      | $5703.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                        | Five Star Bancorp                                                                                         | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |       5772 | NS      | $217719.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                                  | Five Point Holdings LLC                                                                                   | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30493 | NS      | $147586.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                                 | Flexsteel Industries Inc                                                                                  | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |        568 | NS      | $25525.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                               | Floor & Decor Holdings Inc                                                                                | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        566 | NS      | $28752.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                      | Flowco Holdings Inc                                                                                       | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |         54 | NS      | $1112.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc                                    | Flotek Industries Inc                                                                                     | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |       4325 | NS      | $73395.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                               | Fluor Corp                                                                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       2416 | NS      | $112706.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                        | Flowers Foods Inc                                                                                         | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      12639 | NS      | $103007.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                           | Flowserve Corp                                                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       2600 | NS      | $191126.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                       | Fluence Energy Inc                                                                                        | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |        251 | NS      | $3453.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                                    | Standard BioTools Inc                                                                                     | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |      10077 | NS      | $9263.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                  | Flushing Financial Corp                                                                                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7889 | NS      | $121175.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| flyExclusive Inc                                         | flyExclusive Inc                                                                                          | CUSIP: 343928107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          6 | NS      | $13.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                                 | Foghorn Therapeutics Inc                                                                                  | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10853 | NS      | $51877.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                            | Ford Motor Co                                                                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     108308 | NS      | $1249874.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                       | Forestar Group Inc                                                                                        | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       2183 | NS      | $53352.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                           | FormFactor Inc                                                                                            | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        492 | NS      | $47719.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                   | Forrester Research Inc                                                                                    | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       8265 | NS      | $46779.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Technology Solutions Inc                          | Figure Technology Solutions Inc                                                                           | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4607 | NS      | $156407.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet Inc                                             | Fortinet Inc                                                                                              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      15836 | NS      | $1294117.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                             | Fortive Corp                                                                                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       5824 | NS      | $321950.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                           | Fortune Brands Innovations Inc                                                                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       1048 | NS      | $40840.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                            | Forum Energy Technologies Inc                                                                             | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       4070 | NS      | $238746.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                         | Forward Air Corp                                                                                          | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         39 | NS      | $651.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co                                            | L B Foster Co                                                                                             | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       3099 | NS      | $86462.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                          | Four Corners Property Trust Inc                                                                           | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       9125 | NS      | $215806.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                 | Fox Corp                                                                                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       4688 | NS      | $273779.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                 | Fox Corp                                                                                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       4072 | NS      | $216223.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                 | Fox Factory Holding Corp                                                                                  | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |        838 | NS      | $13793.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fractyl Health Inc                                       | Fractyl Health Inc                                                                                        | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14317 | NS      | $6554.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                            | Franklin BSP Realty Trust Inc                                                                             | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |      16597 | NS      | $140908.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                        | Franklin Covey Co                                                                                         | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4047 | NS      | $63902.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                 | Franklin Electric Co Inc                                                                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       1857 | NS      | $171159.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                   | Franklin Resources Inc                                                                                    | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       9494 | NS      | $224248.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                          | Franklin Street Properties Corp                                                                           | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |      75618 | NS      | $50248.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Holding Corp/NV                                  | Freedom Holding Corp/NV                                                                                   | CUSIP: 356390104<br>LEI: 254900RKI81EPUJ3RW71 | Long             | EC               | CORP              | US        |         74 | NS      | $10721.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                     | Freeport-McMoRan Inc                                                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      29011 | NS      | $1705266.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc                                | Frequency Electronics Inc                                                                                 | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |       3961 | NS      | $175313.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                             | Freshpet Inc                                                                                              | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |         65 | NS      | $3832.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                           | Freshworks Inc                                                                                            | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |       2231 | NS      | $17914.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc                                            | T1 Energy Inc                                                                                             | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |       1419 | NS      | $6229.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                            | Frontdoor Inc                                                                                             | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       1271 | NS      | $67185.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                              | Frontier Group Holdings Inc                                                                               | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |        278 | NS      | $981.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc                                       | FrontView REIT Inc                                                                                        | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               |  | US        |      12009 | NS      | $185779.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                                      | FuelCell Energy Inc                                                                                       | CUSIP: 35952H700<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |        708 | NS      | $4623.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                                  | FTAI Infrastructure Inc                                                                                   | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2498 | NS      | $12340.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                               | fuboTV Inc                                                                                                | CUSIP: 35953D401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6403 | NS      | $60572.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulcrum Therapeutics Inc                                 | Fulcrum Therapeutics Inc                                                                                  | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11674 | NS      | $89539.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                     | Fulgent Genetics Inc                                                                                      | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       3220 | NS      | $51198.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                             | HB Fuller Co                                                                                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |        750 | NS      | $46260.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                    | Fulton Financial Corp                                                                                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       4753 | NS      | $96676.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                                | Funko Inc                                                                                                 | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |       9735 | NS      | $30665.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                          | FutureFuel Corp                                                                                           | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      45997 | NS      | $177088.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                | GATX Corp                                                                                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       1249 | NS      | $213254.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                        | GEO Group Inc/The                                                                                         | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |        657 | NS      | $11044.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                                          | GCI Liberty Inc                                                                                           | CUSIP: 36164V602<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |          3 | NS      | $110.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                                          | GCI Liberty Inc                                                                                           | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |       6987 | NS      | $259986.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc                             | GBank Financial Holdings Inc                                                                              | CUSIP: 36166F100<br>LEI: 9845008U7CD30F9F5754 | Long             | EC               | CORP              | US        |       2425 | NS      | $64893.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GCT Semiconductor Holding Inc                            | GCT Semiconductor Holding Inc                                                                             | CUSIP: 36170N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43804 | NS      | $49936.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd                                  | G-III Apparel Group Ltd                                                                                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       1955 | NS      | $54153.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI Technology Inc                                       | GSI Technology Inc                                                                                        | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13583 | NS      | $69816.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                        | GXO Logistics Inc                                                                                         | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |        906 | NS      | $46976.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                           | GE HealthCare Technologies Inc                                                                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       9550 | NS      | $679769.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galectin Therapeutics Inc                                | Galectin Therapeutics Inc                                                                                 | CUSIP: 363225202<br>LEI: 5299004HFYSAZM2ALW85 | Long             | EC               | CORP              | US        |      22865 | NS      | $63793.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arthur J Gallagher & Co                                  | Arthur J Gallagher & Co                                                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       5819 | NS      | $1260279.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                        | Gaming and Leisure Properties Inc                                                                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       6766 | NS      | $300207.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                            | GameStop Corp                                                                                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       6199 | NS      | $142824.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co Inc                                         | USA TODAY Co Inc                                                                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |        789 | NS      | $5562.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                              | Gap Inc/The                                                                                               | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       4867 | NS      | $117781.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                                       | Garrett Motion Inc                                                                                        | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      11653 | NS      | $211735.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                              | Gartner Inc                                                                                               | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       1176 | NS      | $186207.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                           | GE Vernova Inc                                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       7764 | NS      | $6777195.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                        | GCM Grosvenor Inc                                                                                         | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8552 | NS      | $83809.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                                    | Gencor Industries Inc                                                                                     | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6077 | NS      | $91155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genelux Corp                                             | Genelux Corp                                                                                              | CUSIP: 36870H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24616 | NS      | $59570.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Generac Holdings Inc                                     | Generac Holdings Inc                                                                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        512 | NS      | $100008.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                    | General Dynamics Corp                                                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      11460 | NS      | $3933301.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                      | General Electric Co                                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      44250 | NS      | $12556822.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                        | General Mills Inc                                                                                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      12565 | NS      | $467669.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                        | General Motors Co                                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      23751 | NS      | $1769449.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                              | Genesco Inc                                                                                               | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |        995 | NS      | $28845.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                              | Gentex Corp                                                                                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       4487 | NS      | $98040.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                                         | Genie Energy Ltd                                                                                          | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |       5536 | NS      | $78279.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                         | Genuine Parts Co                                                                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       3633 | NS      | $384189.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                   | Genworth Financial Inc                                                                                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      23358 | NS      | $189666.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                             | Gentherm Inc                                                                                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       1196 | NS      | $33224.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corp                               | Geospace Technologies Corp                                                                                | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6633 | NS      | $80922.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                              | German American Bancorp Inc                                                                               | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |       4349 | NS      | $181744.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                               | Geron Corp                                                                                                | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |       2651 | NS      | $3949.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                        | Getty Realty Corp                                                                                         | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       8320 | NS      | $264576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                 | Gevo Inc                                                                                                  | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      16814 | NS      | $45902.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                 | Gibraltar Industries Inc                                                                                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        222 | NS      | $8851.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                                                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      52041 | NS      | $7252954.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                             | Ginkgo Bioworks Holdings Inc                                                                              | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2689 | NS      | $16483.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                                               | Gitlab Inc                                                                                                | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |        690 | NS      | $14931.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                      | Glacier Bancorp Inc                                                                                       | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       1436 | NS      | $64146.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                                | Gladstone Commercial Corp                                                                                 | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |      18353 | NS      | $209774.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                      | Gladstone Land Corp                                                                                       | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |      25900 | NS      | $264180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                             | Glaukos Corp                                                                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        479 | NS      | $51569.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group I                           | Global Business Travel Group I                                                                            | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3460 | NS      | $19306.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                     | Global Industrial Co                                                                                      | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |       2561 | NS      | $80722.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                           | Globalstar Inc                                                                                            | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       1865 | NS      | $123873.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                     | Global Net Lease Inc                                                                                      | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |      27652 | NS      | $258822.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                      | Global Payments Inc                                                                                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       3311 | NS      | $222830.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                               | Global Water Resources Inc                                                                                | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24906 | NS      | $189036.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiron Real Estate Inc                                   | Chiron Real Estate Inc                                                                                    | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |       4462 | NS      | $147602.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                       | Globus Medical Inc                                                                                        | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       1056 | NS      | $90984.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                           | Globe Life Inc                                                                                            | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       3829 | NS      | $532881.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Indemnity Group LLC                               | Global Indemnity Group LLC                                                                                | CUSIP: 37959R103<br>LEI: 549300KNR55WEKSPTK65 | Long             | EC               | CORP              | US        |       3224 | NS      | $87789.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                              | GoDaddy Inc                                                                                               | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       2392 | NS      | $197746.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                 | Gogo Inc                                                                                                  | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       3526 | NS      | $14174.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                 | Golden Entertainment Inc                                                                                  | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |        635 | NS      | $16948.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Holdings Inc                                    | Meridian Holdings Inc                                                                                     | CUSIP: 381098409<br>LEI: 549300NOYXJNQRSL5G70 | Long             | EC               | CORP              | US        |          9 | NS      | $64.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund           | Goldman Sachs Financial Square Government Fund                                                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 1272363001 | NS      | $1272363000.94 | 22.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Access U.S. Preferred Stock and Hybrid ETF | Goldman Sachs Access U.S. Preferred Stock and Hybrid ETF                                                  | CUSIP: 38149W127<br>LEI: 98450007D46A49ED8684 | Long             | EC               | RF                | US        |    1633300 | NS      | $81362839.50   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc                                      | GoodRx Holdings Inc                                                                                       | CUSIP: 38246G108<br>LEI: 529900ATKYECI45EHV09 | Long             | EC               | CORP              | US        |      11730 | NS      | $22990.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                  | Goosehead Insurance Inc                                                                                   | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |        196 | NS      | $8361.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                                | GoPro Inc                                                                                                 | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      49238 | NS      | $37913.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                       | Gorman-Rupp Co/The                                                                                        | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       3393 | NS      | $210807.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                         | Gossamer Bio Inc                                                                                          | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      23317 | NS      | $7659.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                | Graco Inc                                                                                                 | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       3631 | NS      | $307364.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                              | Graham Corp                                                                                               | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |       1543 | NS      | $121773.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                       | Graham Holdings Co                                                                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        199 | NS      | $210394.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                                | GRAIL Inc                                                                                                 | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |        569 | NS      | $29405.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                          | WW Grainger Inc                                                                                           | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       1130 | NS      | $1232615.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                               | Grand Canyon Education Inc                                                                                | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       1352 | NS      | $229880.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                 | Granite Construction Inc                                                                                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       1757 | NS      | $210629.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                         | Granite Point Mortgage Trust Inc                                                                          | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |      31045 | NS      | $45015.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                              | Granite Ridge Resources Inc                                                                               | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |      22794 | NS      | $133800.78     | 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        |       4869 | NS      | $48397.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                           | Gray Media Inc                                                                                            | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      10852 | NS      | $47097.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc                                 | Rithm Property Trust Inc                                                                                  | CUSIP: 38983D854<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |      10676 | NS      | $142951.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                           | Great Lakes Dredge & Dock Corp                                                                            | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       3489 | NS      | $59313.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                               | Great Southern Bancorp Inc                                                                                | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       2314 | NS      | $146082.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                 | Green Brick Partners Inc                                                                                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |        730 | NS      | $47048.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                           | Green Dot Corp                                                                                            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        818 | NS      | $9177.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                   | Greenbrier Cos Inc/The                                                                                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |        280 | NS      | $14742.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc                                | Greene County Bancorp Inc                                                                                 | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3801 | NS      | $85180.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences Inc                               | Greenwich Lifesciences Inc                                                                                | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15232 | NS      | $365872.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif Inc                                                | Greif Inc                                                                                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       1241 | NS      | $83233.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                               | Grid Dynamics Holdings Inc                                                                                | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |        263 | NS      | $1499.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                             | American Healthcare REIT Inc                                                                              | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |       7666 | NS      | $361528.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                                   | Peakstone Realty Trust                                                                                    | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               |  | US        |      13556 | NS      | $283184.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                             | Griffon Corp                                                                                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |        759 | NS      | $55164.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc                                               | Grindr Inc                                                                                                | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |        177 | NS      | $2139.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                              | Grocery Outlet Holding Corp                                                                               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        935 | NS      | $6591.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                   | Group 1 Automotive Inc                                                                                    | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        371 | NS      | $122663.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                              | Groupon Inc                                                                                               | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       6839 | NS      | $81384.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upexi Inc                                                | Upexi Inc                                                                                                 | CUSIP: 39959A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9173 | NS      | $9040.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health Inc                                      | Guardant Health Inc                                                                                       | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       3529 | NS      | $325973.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                           | Guardian Pharmacy Services Inc                                                                            | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3879 | NS      | $146083.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                   | Guidewire Software Inc                                                                                    | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       1897 | NS      | $283715.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                     | Gulfport Energy Corp                                                                                      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        656 | NS      | $138789.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyre Therapeutics Inc                                    | Gyre Therapeutics Inc                                                                                     | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |       3872 | NS      | $26987.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Sinclair Corp                                         | HF Sinclair Corp                                                                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       6945 | NS      | $433298.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                        | HBT Financial Inc                                                                                         | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       6657 | NS      | $177875.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                       | HCA Healthcare Inc                                                                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       7974 | NS      | $3773615.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                            | HCI Group Inc                                                                                             | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       1745 | NS      | $269794.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                                       | HF Foods Group Inc                                                                                        | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      11614 | NS      | $21485.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                 | HNI Corp                                                                                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       2520 | NS      | $84142.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                   | HP Inc                                                                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      12832 | NS      | $246502.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                    | Hackett Group Inc/The                                                                                     | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      12417 | NS      | $161545.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                         | Haemonetics Corp                                                                                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        594 | NS      | $33477.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc                                              | Hagerty Inc                                                                                               | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7355 | NS      | $77448.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                             | Hain Celestial Group Inc/The                                                                              | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      13238 | NS      | $9237.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                                       | Hallador Energy Co                                                                                        | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |       3386 | NS      | $55124.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                           | Halliburton Co                                                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      14610 | NS      | $569643.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                | Halozyme Therapeutics Inc                                                                                 | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       6299 | NS      | $407104.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co                         | Hamilton Beach Brands Holding Co                                                                          | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3193 | NS      | $60507.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                        | Hamilton Lane Inc                                                                                         | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |        485 | NS      | $48209.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                     | Hancock Whitney Corp                                                                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       2475 | NS      | $157385.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                     | Hanmi Financial Corp                                                                                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       3975 | NS      | $104781.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Bancorp Inc                                      | Hanover Bancorp Inc                                                                                       | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $21.59         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                          | Hanover Insurance Group Inc/The                                                                           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       2066 | NS      | $358141.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                      | Harley-Davidson Inc                                                                                       | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       4102 | NS      | $82942.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                             | Harmonic Inc                                                                                              | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       3737 | NS      | $33558.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                         | Harmony Biosciences Holdings Inc                                                                          | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1379 | NS      | $38625.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc                                               | Harrow Inc                                                                                                | CUSIP: 415858109<br>LEI: 529900AP4LIRLNV8A089 | Long             | EC               | CORP              | US        |        730 | NS      | $25739.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                              | Enviri Corp                                                                                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       4066 | NS      | $79774.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                         | Hartford Insurance Group Inc/The                                                                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       8411 | NS      | $1137419.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                               | Hasbro Inc                                                                                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       3667 | NS      | $343231.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                                | Haverty Furniture Cos Inc                                                                                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       4952 | NS      | $104883.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                         | Hawaiian Electric Industries Inc                                                                          | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      15289 | NS      | $226888.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                              | Hawkins Inc                                                                                               | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |        640 | NS      | $98304.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                     | Hayward Holdings Inc                                                                                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2063 | NS      | $27602.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                            | Healthcare Services Group Inc                                                                             | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      11793 | NS      | $218760.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                         | HealthStream Inc                                                                                          | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       6662 | NS      | $137970.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                      | Health Catalyst Inc                                                                                       | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      17012 | NS      | $21605.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                         | HealthEquity Inc                                                                                          | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       1744 | NS      | $145746.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                              | Healthcare Realty Trust Inc                                                                               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      14309 | NS      | $243109.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                    | Heartland Express Inc                                                                                     | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       9006 | NS      | $93662.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HeartFlow Inc                                            | HeartFlow Inc                                                                                             | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        587 | NS      | $14281.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                | Healthpeak Properties Inc                                                                                 | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |      14004 | NS      | $230085.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                          | Hecla Mining Co                                                                                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      13499 | NS      | $251486.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                               | HEICO Corp                                                                                                | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       5214 | NS      | $1429678.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                               | HEICO Corp                                                                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       2313 | NS      | $488251.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                         | Helix Energy Solutions Group Inc                                                                          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       3563 | NS      | $35238.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                    | Helmerich & Payne Inc                                                                                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |         52 | NS      | $1873.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                              | Jack Henry & Associates Inc                                                                               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       1822 | NS      | $287948.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                   | Heritage Commerce Corp                                                                                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      15289 | NS      | $190806.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                        | Herc Holdings Inc                                                                                         | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |        159 | NS      | $15828.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                               | Heritage Financial Corp/WA                                                                                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5170 | NS      | $134420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                          | Heritage Insurance Holdings Inc                                                                           | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       8305 | NS      | $218006.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                                   | Heron Therapeutics Inc                                                                                    | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      83929 | NS      | $67151.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                           | Hershey Co/The                                                                                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       3984 | NS      | $828233.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                | Hertz Global Holdings Inc                                                                                 | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |       6488 | NS      | $29909.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co                            | Hewlett Packard Enterprise Co                                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      25742 | NS      | $612917.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                              | Hexcel Corp                                                                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       1816 | NS      | $146968.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                 | Highwoods Properties Inc                                                                                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       4312 | NS      | $92319.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                   | Hillman Solutions Corp                                                                                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $1372.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA HILLEVAX INC                                      | CONTRA HILLEVAX INC                                                                                       | CUSIP: 431CVR018<br>LEI: N/A                  | N/A              | DE               |  | US        |      23907 | NS      | $3346.98       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hilltop Holdings Inc                                     | Hilltop Holdings Inc                                                                                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       5091 | NS      | $182359.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                               | Hilton Grand Vacations Inc                                                                                | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       1347 | NS      | $52694.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                   | Hims & Hers Health Inc                                                                                    | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       2488 | NS      | $51650.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                            | Hilton Worldwide Holdings Inc                                                                             | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      11934 | NS      | $3628890.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hinge Health Inc                                         | Hinge Health Inc                                                                                          | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         43 | NS      | $1658.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                      | Hingham Institution For Savings The                                                                       | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |        199 | NS      | $56882.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HireQuest Inc                                            | HireQuest Inc                                                                                             | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5284 | NS      | $52734.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                       | Hippo Holdings Inc                                                                                        | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3939 | NS      | $102650.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                               | Holley Inc                                                                                                | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |       5193 | NS      | $15942.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                              | Hologic Inc                                                                                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       6163 | NS      | $465861.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                   | Home BancShares Inc/AR                                                                                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4745 | NS      | $127782.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                         | Home Bancorp Inc                                                                                          | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3011 | NS      | $182406.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                       | Home Depot Inc/The                                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      27977 | NS      | $9201355.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                        | Mechanics Bancorp                                                                                         | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        182 | NS      | $2684.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                 | HomeTrust Bancshares Inc                                                                                  | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5051 | NS      | $215425.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                                        | Honest Co Inc/The                                                                                         | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20252 | NS      | $59540.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                              | Honeywell International Inc                                                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      25493 | NS      | $5762182.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp                                  | Hooker Furnishings Corp                                                                                   | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6955 | NS      | $89580.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp Inc                                         | Hope Bancorp Inc                                                                                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       7489 | NS      | $83652.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                               | Horace Mann Educators Corp                                                                                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       6996 | NS      | $298589.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                   | Horizon Bancorp Inc/IN                                                                                    | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      11842 | NS      | $196221.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                        | Hormel Foods Corp                                                                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       6242 | NS      | $141381.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                | Host Hotels & Resorts Inc                                                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      15559 | NS      | $298110.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                       | Houlihan Lokey Inc                                                                                        | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       1185 | NS      | $170189.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                | Hovnanian Enterprises Inc                                                                                 | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        365 | NS      | $40482.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc                               | Howard Hughes Holdings Inc                                                                                | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |        683 | NS      | $43206.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                     | Howmet Aerospace Inc                                                                                      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      19303 | NS      | $4448569.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                            | Hub Group Inc                                                                                             | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        253 | NS      | $9118.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                              | Hubbell Inc                                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       3425 | NS      | $1680784.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                              | HubSpot Inc                                                                                               | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        640 | NS      | $156224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                            | Hudson Pacific Properties Inc                                                                             | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               |  | US        |         37 | NS      | $218.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                  | Hudson Technologies Inc                                                                                   | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18507 | NS      | $108821.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                               | Humana Inc                                                                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       2735 | NS      | $474221.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                             | Humacyte Inc                                                                                              | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24087 | NS      | $14613.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JB Hunt Transport Services Inc                           | JB Hunt Transport Services Inc                                                                            | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       1238 | NS      | $262332.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                             | Huntington Bancshares Inc/OH                                                                              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      45016 | NS      | $704500.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                        | Huntington Ingalls Industries Inc                                                                         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       1410 | NS      | $535659.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                               | Huron Consulting Group Inc                                                                                | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       1512 | NS      | $192764.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                        | Hyatt Hotels Corp                                                                                         | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |        355 | NS      | $51045.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                  | IAC Inc                                                                                                   | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       1214 | NS      | $48596.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                 | IDT Corp                                                                                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       2027 | NS      | $99525.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                    | Hyliion Holdings Corp                                                                                     | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12030 | NS      | $21172.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                          | Hyster-Yale Inc                                                                                           | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        510 | NS      | $16580.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                    | ICF International Inc                                                                                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        623 | NS      | $40675.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                          | ICU Medical Inc                                                                                           | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |        191 | NS      | $24667.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                         | IES Holdings Inc                                                                                          | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        284 | NS      | $135317.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| i-80 Gold Corp                                           | i-80 Gold Corp                                                                                            | CUSIP: 44955L106<br>LEI: 549300LFFIWIGUEXPK11 | Long             | EC               | CORP              | CA        |      60831 | NS      | $92463.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                                     | IRhythm Holdings Inc                                                                                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       1644 | NS      | $194024.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                  | ITT Inc                                                                                                   | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       2053 | NS      | $391158.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                               | Ibotta Inc                                                                                                | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |        262 | NS      | $7852.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                              | IDACORP Inc                                                                                               | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       2844 | NS      | $406606.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                   | Ideaya Biosciences Inc                                                                                    | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |        449 | NS      | $14960.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                | IDEX Corp                                                                                                 | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        967 | NS      | $183294.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                   | IDEXX Laboratories Inc                                                                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       2434 | NS      | $1367640.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                              | Identiv Inc                                                                                               | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      27358 | NS      | $101224.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                          | iHeartMedia Inc                                                                                           | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24066 | NS      | $70272.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA IKENA ONCOLOGY                                    | CONTRA IKENA ONCOLOGY                                                                                     | CUSIP: 451CVR039<br>LEI: N/A                  | N/A              | DE               |  | US        |      48197 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Illinois Tool Works Inc                                  | Illinois Tool Works Inc                                                                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       7266 | NS      | $1891267.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                             | Illumina Inc                                                                                              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       2100 | NS      | $258846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                                | IMAX Corp                                                                                                 | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |        213 | NS      | $8096.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                           | Immersion Corp                                                                                            | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      13719 | NS      | $74905.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                          | ImmunityBio Inc                                                                                           | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |       1181 | NS      | $9058.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunome Inc                                             | Immunome Inc                                                                                              | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        455 | NS      | $9950.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                           | Immunovant Inc                                                                                            | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        340 | NS      | $8445.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                               | Impinj Inc                                                                                                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        131 | NS      | $13453.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                              | Incyte Corp                                                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       6537 | NS      | $615262.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                            | Independence Realty Trust Inc                                                                             | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |       6738 | NS      | $100328.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                    | Independent Bank Corp                                                                                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |        824 | NS      | $61973.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                 | Independent Bank Corp/MI                                                                                  | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       5271 | NS      | $175524.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                                  | indie Semiconductor Inc                                                                                   | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |       2932 | NS      | $9441.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Indivior Pharmaceuticals Inc                             | Indivior Pharmaceuticals Inc                                                                              | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6812 | NS      | $207629.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                    | Industrial Logistics Properties Trust                                                                     | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |      24629 | NS      | $139892.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                           | Information Services Group Inc                                                                            | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      39808 | NS      | $152862.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc                                  | InfuSystem Holdings Inc                                                                                   | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |      11675 | NS      | $107760.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                       | Ingersoll Rand Inc                                                                                        | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       6322 | NS      | $506518.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                            | Ingevity Corp                                                                                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        458 | NS      | $32623.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc                           | Infinity Natural Resources Inc                                                                            | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3912 | NS      | $68890.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                       | Ingles Markets Inc                                                                                        | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       3059 | NS      | $274973.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                            | Ingredion Inc                                                                                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       2120 | NS      | $238839.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibikase Therapeutics Inc                              | Inhibikase Therapeutics Inc                                                                               | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Long             | EC               | CORP              | US        |         25 | NS      | $42.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc                                  | Inhibrx Biosciences Inc                                                                                   | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1089 | NS      | $73213.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                             | Innodata Inc                                                                                              | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |        384 | NS      | $14830.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                | Innovex International Inc                                                                                 | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       3862 | NS      | $94194.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                  | Insight Enterprises Inc                                                                                   | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |        548 | NS      | $36721.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                               | Insmed Inc                                                                                                | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       6506 | NS      | $1063861.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                             | Innospec Inc                                                                                              | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       2041 | NS      | $149033.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Solutions and Support Inc                     | Innovative Solutions and Support Inc                                                                      | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9356 | NS      | $192078.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                              | Inspire Medical Systems Inc                                                                               | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |        135 | NS      | $6963.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                               | Inovio Pharmaceuticals Inc                                                                                | CUSIP: 45773H409<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |      27231 | NS      | $47381.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Insteel Industries Inc                                   | Insteel Industries Inc                                                                                    | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       3944 | NS      | $132557.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                            | Insperity Inc                                                                                             | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        647 | NS      | $17494.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                               | Inogen Inc                                                                                                | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      15487 | NS      | $95709.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                          | Installed Building Products Inc                                                                           | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        516 | NS      | $136817.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                             | Innoviva Inc                                                                                              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       8548 | NS      | $199168.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                             | Inseego Corp                                                                                              | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |         11 | NS      | $122.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                               | Inspired Entertainment Inc                                                                                | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      11067 | NS      | $78907.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmune Bio Inc                                           | Inmune Bio Inc                                                                                            | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         99 | NS      | $111.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                    | Innovage Holding Corp                                                                                     | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         79 | NS      | $633.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc                                           | Innventure Inc                                                                                            | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1172 | NS      | $4582.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Insulet Corp                                             | Insulet Corp                                                                                              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       2083 | NS      | $437096.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                               | Intel Corp                                                                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     110289 | NS      | $4867053.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                    | Integer Holdings Corp                                                                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |        710 | NS      | $62480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                               | Intapp Inc                                                                                                | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |        787 | NS      | $20218.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                         | Interparfums Inc                                                                                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1202 | NS      | $109189.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                            | Interactive Brokers Group Inc                                                                             | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       9062 | NS      | $607788.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                            | Interface Inc                                                                                             | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       1914 | NS      | $47696.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                            | Intercontinental Exchange Inc                                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      13824 | NS      | $2174238.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                         | InterDigital Inc                                                                                          | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1026 | NS      | $309852.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                            | International Bancshares Corp                                                                             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       2143 | NS      | $144202.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                     | International Business Machines Corp                                                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      38352 | NS      | $9296141.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                   | International Flavors & Fragrances Inc                                                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       3738 | NS      | $271191.90     | 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        |        732 | NS      | $11565.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                   | International Paper Co                                                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       5762 | NS      | $205703.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                               | Intuit Inc                                                                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      14925 | NS      | $6453271.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                   | Intuitive Surgical Inc                                                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      10182 | NS      | $4693800.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                      | Intrepid Potash Inc                                                                                       | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       1226 | NS      | $52436.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                               | InvenTrust Properties Corp                                                                                | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |       6169 | NS      | $187907.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                                   | Intuitive Machines Inc                                                                                    | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |         30 | NS      | $556.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                             | Invesco Mortgage Capital Inc                                                                              | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      25548 | NS      | $206427.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                       | Investors Title Co                                                                                        | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        605 | NS      | $131490.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                     | Invitation Homes Inc                                                                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      11338 | NS      | $281749.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                | Ionis Pharmaceuticals Inc                                                                                 | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       4900 | NS      | $367941.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                 | IonQ Inc                                                                                                  | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       3918 | NS      | $112955.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                            | iRadimed Corp                                                                                             | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       3278 | NS      | $315540.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                       | IQVIA Holdings Inc                                                                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       3987 | NS      | $679942.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                               | Iridium Communications Inc                                                                                | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        859 | NS      | $23828.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                        | Iron Mountain Inc                                                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       4307 | NS      | $439916.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                             | Ironwood Pharmaceuticals Inc                                                                              | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |        714 | NS      | $2506.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Global Clean Energy ETF                          | iShares Global Clean Energy ETF                                                                           | CUSIP: 464288224<br>LEI: 549300WONOCNDW382894 | Long             | EC               | RF                | US        |      33900 | NS      | $620031.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares J.P. Morgan USD Emerging Markets Bond ETF        | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                         | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      61000 | NS      | $5729730.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Core MSCI Emerging Markets ETF                   | iShares Core MSCI Emerging Markets ETF                                                                    | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    4484627 | NS      | $312802733.25  | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Convertible Bond ETF                             | iShares Convertible Bond ETF                                                                              | CUSIP: 46435G102<br>LEI: 5493009GXGY863LN1X56 | Long             | EC               | RF                | US        |     658900 | NS      | $67069431.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Perspective Therapeutics Inc                             | Perspective Therapeutics Inc                                                                              | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |      15634 | NS      | $65193.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ispire Technology Inc                                    | Ispire Technology Inc                                                                                     | CUSIP: 46501C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26083 | NS      | $47992.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                         | I3 Verticals Inc                                                                                          | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |       7057 | NS      | $157794.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                | Itron Inc                                                                                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |        634 | NS      | $56825.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                                | Ivanhoe Electric Inc / US                                                                                 | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Long             | EC               | CORP              | US        |       1410 | NS      | $16666.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                     | JBG SMITH Properties                                                                                      | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |       6966 | NS      | $101773.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                   | J & J Snack Foods Corp                                                                                    | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |       1531 | NS      | $121362.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                                               | J Jill Inc                                                                                                | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |       3807 | NS      | $43628.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      99051 | NS      | $29136842.16   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                | Jabil Inc                                                                                                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       2967 | NS      | $788124.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                      | Jack in the Box Inc                                                                                       | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |         72 | NS      | $696.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                         | Dakota Gold Corp                                                                                          | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23201 | NS      | $117165.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                    | Jackson Financial Inc                                                                                     | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       1535 | NS      | $162280.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                     | Jacobs Solutions Inc                                                                                      | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       3583 | NS      | $456044.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc                           | James River Group Holdings Inc                                                                            | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18411 | NS      | $115989.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                                        | JAKKS Pacific Inc                                                                                         | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       3150 | NS      | $62748.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                   | Janux Therapeutics Inc                                                                                    | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         67 | NS      | $931.30        | 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        |      19709 | NS      | $101501.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                            | Jefferies Financial Group Inc                                                                             | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       2047 | NS      | $84479.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc                                    | Jefferson Capital Inc                                                                                     | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2435 | NS      | $46825.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                     | JELD-WEN Holding Inc                                                                                      | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      17041 | NS      | $21130.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                           | JBT Marel Corp                                                                                            | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       1313 | NS      | $167893.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                                | John Marshall Bancorp Inc                                                                                 | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4688 | NS      | $95072.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                        | Johnson & Johnson                                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      60326 | NS      | $14746087.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                     | Johnson Outdoors Inc                                                                                      | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3597 | NS      | $167296.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                           | Joint Corp/The                                                                                            | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21142 | NS      | $187106.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                   | Jones Lang LaSalle Inc                                                                                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       5308 | NS      | $1615330.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Journey Medical Corp                                     | Journey Medical Corp                                                                                      | CUSIP: 48115J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         70 | NS      | $328.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                           | Ziff Davis Inc                                                                                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       1431 | NS      | $60044.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                             | OPENLANE Inc                                                                                              | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       9093 | NS      | $265060.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                  | KBR Inc                                                                                                   | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       2617 | NS      | $96462.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                 | KLA Corp                                                                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       5911 | NS      | $8703415.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                        | KKR Real Estate Finance Trust Inc                                                                         | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |      19851 | NS      | $121488.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                             | KKR & Co Inc                                                                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      14306 | NS      | $1323305.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                               | Kadant Inc                                                                                                | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        154 | NS      | $45021.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalaris Therapeutics Inc                                 | Kalaris Therapeutics Inc                                                                                  | CUSIP: 482929106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8430 | NS      | $48641.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaiser Aluminum Corp                                     | Kaiser Aluminum Corp                                                                                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        408 | NS      | $49168.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc                                              | Kaltura Inc                                                                                               | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |      33236 | NS      | $40547.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                             | KalVista Pharmaceuticals Inc                                                                              | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |       3616 | NS      | $72790.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                                      | Karat Packaging Inc                                                                                       | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |       9530 | NS      | $266077.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc                                      | Karman Holdings Inc                                                                                       | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1823 | NS      | $145931.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                  | KB Home                                                                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       1628 | NS      | $84249.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                 | Kearny Financial Corp/MD                                                                                  | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14011 | NS      | $105783.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                       | Kelly Services Inc                                                                                        | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |       7757 | NS      | $68649.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                              | Kemper Corp                                                                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       1852 | NS      | $56597.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc                                   | Zevra Therapeutics Inc                                                                                    | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      13571 | NS      | $126481.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                           | Kennametal Inc                                                                                            | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       1359 | NS      | $49100.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                              | Kennedy-Wilson Holdings Inc                                                                               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       2590 | NS      | $28023.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                               | Kenvue Inc                                                                                                | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      34873 | NS      | $601210.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                   | Keros Therapeutics Inc                                                                                    | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3400 | NS      | $37536.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                     | Keurig Dr Pepper Inc                                                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      30176 | NS      | $794534.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                  | KeyCorp                                                                                                   | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      19650 | NS      | $393982.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                | Keysight Technologies Inc                                                                                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       9159 | NS      | $2586226.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                               | Kforce Inc                                                                                                | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       1397 | NS      | $40848.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                       | Kilroy Realty Corp                                                                                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       4853 | NS      | $136903.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                  | Kimball Electronics Inc                                                                                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       4584 | NS      | $108594.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                      | Kimberly-Clark Corp                                                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       7851 | NS      | $757385.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                        | Kimco Realty Corp                                                                                         | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      12075 | NS      | $271325.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                        | Kinder Morgan Inc                                                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      98804 | NS      | $3312898.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Cos Inc                              | KinderCare Learning Cos Inc                                                                               | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5180 | NS      | $11396.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Cos Inc                                        | Kingstone Cos Inc                                                                                         | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3816 | NS      | $55599.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingsway Financial Services Inc                          | Kingsway Financial Services Inc                                                                           | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20363 | NS      | $212386.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                | Kinsale Capital Group Inc                                                                                 | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        387 | NS      | $132222.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                               | Kirby Corp                                                                                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        587 | NS      | $78000.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                  | Kite Realty Group Trust                                                                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |       4854 | NS      | $119165.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaviyo Inc                                              | Klaviyo Inc                                                                                               | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          7 | NS      | $136.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                         | Knife River Corp                                                                                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        479 | NS      | $39110.35      | 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        |       1166 | NS      | $67138.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                             | Knowles Corp                                                                                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       3192 | NS      | $81970.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                                  | Kodiak Gas Services Inc                                                                                   | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        410 | NS      | $23911.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                      | Kodiak Sciences Inc                                                                                       | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |        274 | NS      | $10444.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                              | Kohl's Corp                                                                                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       7826 | NS      | $100955.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolibri Global Energy Inc                                | Kolibri Global Energy Inc                                                                                 | CUSIP: 50043K406<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         31 | NS      | $170.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                       | Kontoor Brands Inc                                                                                        | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        321 | NS      | $22563.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                               | Kopin Corp                                                                                                | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |      25120 | NS      | $56520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                     | Koppers Holdings Inc                                                                                      | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        782 | NS      | $30247.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                               | Korn Ferry                                                                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       1650 | NS      | $103867.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                       | Kraft Heinz Co/The                                                                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      21283 | NS      | $478654.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                  | Kratos Defense & Security Solutions Inc                                                                   | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       3840 | NS      | $270758.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc                                            | Korro Bio Inc                                                                                             | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5169 | NS      | $58513.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                         | Krispy Kreme Inc                                                                                          | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         47 | NS      | $159.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                            | Kroger Co/The                                                                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      18383 | NS      | $1330193.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                     | Kronos Worldwide Inc                                                                                      | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |       6594 | NS      | $43322.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                      | Krystal Biotech Inc                                                                                       | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |        570 | NS      | $147242.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                           | Kulicke & Soffa Industries Inc                                                                            | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |        595 | NS      | $39103.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc                                | KULR Technology Group Inc                                                                                 | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Long             | EC               | CORP              | US        |       4864 | NS      | $11527.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Sushi USA Inc                                       | Kura Sushi USA Inc                                                                                        | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         30 | NS      | $2093.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                     | Kyndryl Holdings Inc                                                                                      | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       1728 | NS      | $22671.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                  | Kymera Therapeutics Inc                                                                                   | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1190 | NS      | $99115.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                                   | LB Pharmaceuticals Inc                                                                                    | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         49 | NS      | $1208.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                 | LKQ Corp                                                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       5758 | NS      | $169112.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                           | LCI Industries                                                                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |        590 | NS      | $72558.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyverna Therapeutics Inc                                 | Kyverna Therapeutics Inc                                                                                  | CUSIP: 501976104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8808 | NS      | $76013.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                               | LPL Financial Holdings Inc                                                                                | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       2269 | NS      | $682583.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                       | LSB Industries Inc                                                                                        | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |       2539 | NS      | $37831.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                                       | LSI Industries Inc                                                                                        | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |       4259 | NS      | $79217.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                       | LTC Properties Inc                                                                                        | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       6913 | NS      | $256887.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                | L3Harris Technologies Inc                                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       9798 | NS      | $3381779.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                     | Labcorp Holdings Inc                                                                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2617 | NS      | $698241.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                             | La-Z-Boy Inc                                                                                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |        518 | NS      | $16648.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                      | Ladder Capital Corp                                                                                       | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      17671 | NS      | $172645.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                  | Lakeland Financial Corp                                                                                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2713 | NS      | $155671.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                        | Lam Research Corp                                                                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      36395 | NS      | $7776155.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                     | Lamar Advertising Co                                                                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       2279 | NS      | $288658.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                 | Lamb Weston Holdings Inc                                                                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       2138 | NS      | $90351.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                                     | Marzetti Company/The                                                                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       1077 | NS      | $148981.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                  | Lifecore Biomedical Inc                                                                                   | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      11890 | NS      | $44230.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                      | Landstar System Inc                                                                                       | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        887 | NS      | $142194.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                           | Lands' End Inc                                                                                            | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       3510 | NS      | $39452.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lantheus Holdings Inc                                    | Lantheus Holdings Inc                                                                                     | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       1389 | NS      | $105355.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc                                 | Larimar Therapeutics Inc                                                                                  | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |       6592 | NS      | $29664.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                     | Las Vegas Sands Corp                                                                                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       8359 | NS      | $450382.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                         | Latham Group Inc                                                                                          | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        192 | NS      | $1031.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                               | Lattice Semiconductor Corp                                                                                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |        935 | NS      | $86730.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                 | Estee Lauder Cos Inc/The                                                                                  | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       4722 | NS      | $338897.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                   | Laureate Education Inc                                                                                    | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       9978 | NS      | $347633.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                         | Distribution Solutions Group Inc                                                                          | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1126 | NS      | $29546.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc                                               | Lazard Inc                                                                                                | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        319 | NS      | $13551.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                | Lear Corp                                                                                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       2422 | NS      | $293255.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                      | Leggett & Platt Inc                                                                                       | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       6540 | NS      | $64615.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                        | Legalzoom.com Inc                                                                                         | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      12200 | NS      | $69174.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                      | Legacy Housing Corp                                                                                       | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6699 | NS      | $136860.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp                                             | Legence Corp                                                                                              | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1034 | NS      | $58379.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                      | Leidos Holdings Inc                                                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       4053 | NS      | $630322.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                    | LeMaitre Vascular Inc                                                                                     | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       1603 | NS      | $174999.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                             | Lemonade Inc                                                                                              | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |       1094 | NS      | $68571.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                         | LendingClub Corp                                                                                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |        613 | NS      | $8778.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                          | LendingTree Inc                                                                                           | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        725 | NS      | $31088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                              | Lennar Corp                                                                                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       3464 | NS      | $300813.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                 | Lennox International Inc                                                                                  | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        494 | NS      | $229280.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc                                               | LENSAR Inc                                                                                                | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         46 | NS      | $274.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc                                    | LENZ Therapeutics Inc                                                                                     | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         78 | NS      | $713.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                         | Leonardo DRS Inc                                                                                          | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |        263 | NS      | $11708.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                                        | Levi Strauss & Co                                                                                         | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |       2053 | NS      | $37959.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexeo Therapeutics Inc                                   | Lexeo Therapeutics Inc                                                                                    | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2513 | NS      | $14424.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                              | Lexicon Pharmaceuticals Inc                                                                               | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      61875 | NS      | $96525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                     | LXP Industrial Trust                                                                                      | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       4107 | NS      | $189989.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                   | Liberty Broadband Corp                                                                                    | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |         17 | NS      | $853.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                   | Liberty Broadband Corp                                                                                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        552 | NS      | $27765.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc                                | Liberty Live Holdings Inc                                                                                 | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        964 | NS      | $88340.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc                                | Liberty Live Holdings Inc                                                                                 | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1552 | NS      | $146058.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                   | Liberty Media Corp-Liberty Formula One                                                                    | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6518 | NS      | $554160.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                   | Liberty Media Corp-Liberty Formula One                                                                    | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1976 | NS      | $154286.08     | 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        |       1787 | NS      | $48141.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc                                        | Lifeway Foods Inc                                                                                         | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8790 | NS      | $169998.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                               | LifeMD Inc                                                                                                | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16953 | NS      | $61200.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                              | Life360 Inc                                                                                               | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       1417 | NS      | $57841.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ligand Pharmaceuticals Inc                               | Ligand Pharmaceuticals Inc                                                                                | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       1274 | NS      | $254354.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                                         | Lifevantage Corp                                                                                          | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |       6901 | NS      | $29812.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lifetime Brands Inc                                      | Lifetime Brands Inc                                                                                       | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |       5467 | NS      | $31380.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corp                                         | Lightbridge Corp                                                                                          | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Long             | EC               | CORP              | US        |       1909 | NS      | $20349.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LightPath Technologies Inc                               | LightPath Technologies Inc                                                                                | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8314 | NS      | $83389.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc                                      | Lightwave Logic Inc                                                                                       | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9784 | NS      | $68781.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                              | LifeStance Health Group Inc                                                                               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6674 | NS      | $42513.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                           | Eli Lilly & Co                                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      24679 | NS      | $22699003.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                                     | Limbach Holdings Inc                                                                                      | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |        155 | NS      | $12097.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co                                             | Limoneira Co                                                                                              | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      13651 | NS      | $183196.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp                        | Lincoln Educational Services Corp                                                                         | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |       6609 | NS      | $268854.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                            | Lincoln Electric Holdings Inc                                                                             | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       1280 | NS      | $318822.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                    | Lincoln National Corp                                                                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       8190 | NS      | $290745.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                        | Lindblad Expeditions Holdings Inc                                                                         | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |       3860 | NS      | $66778.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                             | Lindsay Corp                                                                                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       1431 | NS      | $170389.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc                            | Lineage Cell Therapeutics Inc                                                                             | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |      79831 | NS      | $126132.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lineage Inc                                              | Lineage Inc                                                                                               | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |        389 | NS      | $12743.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc                                          | LINKBANCORP Inc                                                                                           | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21097 | NS      | $175948.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                                   | Lionsgate Studios Corp                                                                                    | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       2590 | NS      | $24838.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                   | Liquidity Services Inc                                                                                    | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |        889 | NS      | $27176.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                            | Liquidia Corp                                                                                             | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3321 | NS      | $125334.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                        | Lithia Motors Inc                                                                                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        307 | NS      | $76664.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                           | Littelfuse Inc                                                                                            | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        203 | NS      | $68888.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                            | Live Nation Entertainment Inc                                                                             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       4417 | NS      | $673636.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                  | Live Oak Bancshares Inc                                                                                   | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         74 | NS      | $2447.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                    | LiveRamp Holdings Inc                                                                                     | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |        561 | NS      | $14877.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livewire Group Inc                                       | Livewire Group Inc                                                                                        | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Long             | EC               | CORP              | US        |        178 | NS      | $295.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc                                            | loanDepot Inc                                                                                             | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |        214 | NS      | $303.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                        | Loar Holdings Inc                                                                                         | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        386 | NS      | $22113.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                     | Lockheed Martin Corp                                                                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       5902 | NS      | $3567109.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                               | Loews Corp                                                                                                | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       6556 | NS      | $699787.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                   | Louisiana-Pacific Corp                                                                                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        642 | NS      | $46705.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                           | Lovesac Co/The                                                                                            | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3629 | NS      | $53600.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                           | Lowe's Cos Inc                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      13561 | NS      | $3204193.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Diagnostics Inc                                    | Lucid Diagnostics Inc                                                                                     | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        188 | NS      | $216.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                  | Lululemon Athletica Inc                                                                                   | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       1469 | NS      | $224903.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                   | Lumen Technologies Inc                                                                                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      39295 | NS      | $273100.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                    | Lumentum Holdings Inc                                                                                     | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       1020 | NS      | $716815.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                   | Lyell Immunopharma Inc                                                                                    | CUSIP: 55083R203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        616 | NS      | $12356.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                 | Lyft Inc                                                                                                  | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       9109 | NS      | $121149.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                            | M&T Bank Corp                                                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       2538 | NS      | $524655.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                 | MBIA Inc                                                                                                  | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      17087 | NS      | $100984.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                                  | MDU Resources Group Inc                                                                                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10023 | NS      | $207676.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                        | MFA Financial Inc                                                                                         | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      13023 | NS      | $124760.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                           | MGE Energy Inc                                                                                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2956 | NS      | $228469.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                     | MGIC Investment Corp                                                                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      10997 | NS      | $288671.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                | MGM Resorts International                                                                                 | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       3744 | NS      | $138565.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                      | MGP Ingredients Inc                                                                                       | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       1335 | NS      | $24550.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                            | M/I Homes Inc                                                                                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        680 | NS      | $83266.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                                  | MKS Inc                                                                                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |        726 | NS      | $166842.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MNTN Inc                                                 | MNTN Inc                                                                                                  | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4750 | NS      | $41800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                        | MP Materials Corp                                                                                         | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       2472 | NS      | $119298.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA Safety Inc                                           | MSA Safety Inc                                                                                            | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       1179 | NS      | $193297.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                             | MSC Industrial Direct Co Inc                                                                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       2236 | NS      | $206315.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                 | MSCI Inc                                                                                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       1684 | NS      | $907692.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                    | M-Tron Industries Inc                                                                                     | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |         12 | NS      | $802.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                    | M-Tron Industries Inc                                                                                     | CUSIP: 55380K133<br>LEI: 529900ECYL9SLLCSE931 | N/A              | DE               |  | US        |         12 | NS      | $25.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVB Financial Corp                                       | MVB Financial Corp                                                                                        | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       9284 | NS      | $230521.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                            | MYR Group Inc                                                                                             | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        584 | NS      | $164874.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                  | MACOM Technology Solutions Holdings Inc                                                                   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        469 | NS      | $104150.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                    | Veris Residential Inc                                                                                     | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |       9790 | NS      | $184737.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                          | MacroGenics Inc                                                                                           | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      19167 | NS      | $55392.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                               | Macy's Inc                                                                                                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      13510 | NS      | $244395.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                        | Steven Madden Ltd                                                                                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |         34 | NS      | $1153.28       | 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        |       2504 | NS      | $147510.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                        | Madison Square Garden Sports Corp                                                                         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        898 | NS      | $288617.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                                  | Sphere Entertainment Co                                                                                   | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |        768 | NS      | $90163.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                             | Madrigal Pharmaceuticals Inc                                                                              | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |        517 | NS      | $270633.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                              | Magnite Inc                                                                                               | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       1684 | NS      | $20005.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                  | Magnolia Oil & Gas Corp                                                                                   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2289 | NS      | $72263.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MainStreet Bancshares Inc                                | MainStreet Bancshares Inc                                                                                 | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |          2 | NS      | $44.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc                                     | Mama's Creations Inc                                                                                      | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15611 | NS      | $239472.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                 | Manhattan Associates Inc                                                                                  | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        698 | NS      | $92917.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                     | Manitowoc Co Inc/The                                                                                      | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       3252 | NS      | $37885.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                            | MannKind Corp                                                                                             | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |       3506 | NS      | $8589.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                        | ManpowerGroup Inc                                                                                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        595 | NS      | $17528.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                            | Maplebear Inc                                                                                             | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27440 | NS      | $1027902.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc                                | MapLight Therapeutics Inc                                                                                 | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         43 | NS      | $874.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                  | Marathon Petroleum Corp                                                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       7881 | NS      | $1924382.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                   | Marcus & Millichap Inc                                                                                    | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       3237 | NS      | $86071.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                          | Marcus Corp/The                                                                                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       7103 | NS      | $121958.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                            | MarineMax Inc                                                                                             | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |          5 | NS      | $135.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                     | Marine Products Corp                                                                                      | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15073 | NS      | $109580.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                         | Markel Group Inc                                                                                          | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        426 | NS      | $815393.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                 | MarketAxess Holdings Inc                                                                                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       1007 | NS      | $166134.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                              | Marqeta Inc                                                                                               | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |       8827 | NS      | $36014.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                 | Marsh & McLennan Cos Inc                                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      12035 | NS      | $2087470.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                            | Marriott International Inc/MD                                                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      11035 | NS      | $3609217.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                     | Marten Transport Ltd                                                                                      | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13086 | NS      | $171819.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                            | Martin Marietta Materials Inc                                                                             | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       3536 | NS      | $2081572.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                   | Marvell Technology Inc                                                                                    | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      16966 | NS      | $1680482.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                               | Masco Corp                                                                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       2954 | NS      | $178332.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                              | Masimo Corp                                                                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        618 | NS      | $109923.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                               | MasTec Inc                                                                                                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       1506 | NS      | $484540.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                           | Mastercard Inc                                                                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      35617 | NS      | $17796390.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                            | MasterCraft Boat Holdings Inc                                                                             | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       4309 | NS      | $88377.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                          | Masterbrand Inc                                                                                           | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       3338 | NS      | $27738.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                     | Matador Resources Co                                                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       1855 | NS      | $117198.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                          | Match Group Inc                                                                                           | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       6011 | NS      | $184597.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                            | Materion Corp                                                                                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        179 | NS      | $25892.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                                        | Matrix Service Co                                                                                         | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |       3143 | NS      | $36081.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                               | Matson Inc                                                                                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |        282 | NS      | $46231.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                               | Mattel Inc                                                                                                | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       6637 | NS      | $96435.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                              | Matthews International Corp                                                                               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       3643 | NS      | $94062.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land & Pineapple Co Inc                             | Maui Land & Pineapple Co Inc                                                                              | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5284 | NS      | $81320.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                            | MaxLinear Inc                                                                                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |         52 | NS      | $904.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                              | MaxCyte Inc                                                                                               | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      36872 | NS      | $25902.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                              | Maximus Inc                                                                                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       3922 | NS      | $251400.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                              | Mayville Engineering Co Inc                                                                               | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |       2341 | NS      | $42020.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                                    | Maze Therapeutics Inc                                                                                     | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        266 | NS      | $7940.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                    | McCormick & Co Inc/MD                                                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       5463 | NS      | $275553.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                          | McDonald's Corp                                                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      17897 | NS      | $5562208.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McEwen Inc                                               | McEwen Inc                                                                                                | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |       5289 | NS      | $108001.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                         | McGrath RentCorp                                                                                          | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       1766 | NS      | $194754.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc                                          | McGraw Hill Inc                                                                                           | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5459 | NS      | $74788.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                            | McKesson Corp                                                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       3970 | NS      | $3435479.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp                                 | Medallion Financial Corp                                                                                  | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      11449 | NS      | $98003.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                           | MediaAlpha Inc                                                                                            | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4255 | NS      | $39571.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                             | Medical Properties Trust Inc                                                                              | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      13674 | NS      | $63310.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                             | Medifast Inc                                                                                              | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      14223 | NS      | $144932.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                              | Pediatrix Medical Group Inc                                                                               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12147 | NS      | $259824.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                     | Medpace Holdings Inc                                                                                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        747 | NS      | $358701.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                     | Mercantile Bank Corp                                                                                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       2990 | NS      | $150995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                     | Merchants Bancorp/IN                                                                                      | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |        928 | NS      | $39820.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                           | Merck & Co Inc                                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      60740 | NS      | $7306414.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                      | Mercury Systems Inc                                                                                       | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       2356 | NS      | $171775.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                     | Mercury General Corp                                                                                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       2041 | NS      | $179914.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corp                                            | Meridian Corp                                                                                             | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          8 | NS      | $151.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                | Merit Medical Systems Inc                                                                                 | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       1447 | NS      | $99741.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                      | Meritage Homes Corp                                                                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        444 | NS      | $27456.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                                    | Mesa Laboratories Inc                                                                                     | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        217 | NS      | $19187.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                   | Pathward Financial Inc                                                                                    | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       1769 | NS      | $157847.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                              | MetLife Inc                                                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      14193 | NS      | $1003728.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                 | Metrocity Bankshares Inc                                                                                  | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |       6535 | NS      | $187358.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                           | Metropolitan Bank Holding Corp                                                                            | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        567 | NS      | $47225.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                         | Mettler-Toledo International Inc                                                                          | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        506 | NS      | $638167.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA METSERA INC                                       | CONTRA METSERA INC                                                                                        | CUSIP: 592CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |        230 | NS      | $1127.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Miami International Holdings Inc                         | Miami International Holdings Inc                                                                          | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |       3683 | NS      | $143342.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                           | Microsoft Corp                                                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     274076 | NS      | $101454712.92  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                          | MicroVision Inc                                                                                           | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |      79760 | NS      | $51142.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategy Inc                                             | Strategy Inc                                                                                              | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       3441 | NS      | $429436.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                 | Microchip Technology Inc                                                                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       6790 | NS      | $438701.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                    | Micron Technology Inc                                                                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      26634 | NS      | $8998030.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                   | Microvast Holdings Inc                                                                                    | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      23420 | NS      | $35130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                    | Mid-America Apartment Communities Inc                                                                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       2186 | NS      | $266954.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                     | Mid Penn Bancorp Inc                                                                                      | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4967 | NS      | $159738.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                        | Middleby Corp/The                                                                                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        732 | NS      | $97048.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                       | Middlesex Water Co                                                                                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3056 | NS      | $159064.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                               | Midland States Bancorp Inc                                                                                | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       4469 | NS      | $99703.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                          | MillerKnoll Inc                                                                                           | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |        337 | NS      | $4873.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                                 | Miller Industries Inc/TN                                                                                  | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       2027 | NS      | $92329.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                                  | Millrose Properties Inc                                                                                   | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |       1527 | NS      | $42756.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                         | MiMedx Group Inc                                                                                          | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14350 | NS      | $56682.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                | Minerals Technologies Inc                                                                                 | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |        431 | NS      | $30566.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                               | Mineralys Therapeutics Inc                                                                                | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3182 | NS      | $86200.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                  | Mirion Technologies Inc                                                                                   | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       4244 | NS      | $78895.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                | Mirum Pharmaceuticals Inc                                                                                 | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       3960 | NS      | $365824.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                      | Mission Produce Inc                                                                                       | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       6731 | NS      | $92618.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                      | Mister Car Wash Inc                                                                                       | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7286 | NS      | $50783.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                                        | Mistras Group Inc                                                                                         | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      13865 | NS      | $204924.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                        | Mitek Systems Inc                                                                                         | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      10118 | NS      | $136593.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                  | Modine Manufacturing Co                                                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |        255 | NS      | $55261.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                              | Moelis & Co                                                                                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       1353 | NS      | $77121.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                    | Mohawk Industries Inc                                                                                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       1188 | NS      | $116970.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                    | Molina Healthcare Inc                                                                                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        533 | NS      | $71048.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                 | Molson Coors Beverage Co                                                                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       5019 | NS      | $216118.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                              | Monarch Casino & Resort Inc                                                                               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       1701 | NS      | $162615.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                               | Mondelez International Inc                                                                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      32135 | NS      | $1852261.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                              | MongoDB Inc                                                                                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       1301 | NS      | $318445.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                             | Monolithic Power Systems Inc                                                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       1207 | NS      | $1319673.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                                           | Paragon 28 Inc                                                                                            | CUSIP: 609CVR022<br>LEI: 254900GM24PT1FMTRP66 | N/A              | DE               |  | US        |       4719 | NS      | $424.71        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Monopar Therapeutics Inc                                 | Monopar Therapeutics Inc                                                                                  | CUSIP: 61023L207<br>LEI: 549300QJFAI7L6YHKG83 | Long             | EC               | CORP              | US        |       1007 | NS      | $55173.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Monster Beverage Corp                                    | Monster Beverage Corp                                                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      23455 | NS      | $1699549.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AirJoule Technologies Corp                               | AirJoule Technologies Corp                                                                                | CUSIP: 612160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11961 | NS      | $30022.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                   | Montauk Renewables Inc                                                                                    | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11551 | NS      | $13283.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                              | Monte Rosa Therapeutics Inc                                                                               | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3132 | NS      | $51521.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                         | Montrose Environmental Group Inc                                                                          | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       4622 | NS      | $101175.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                             | Moody's Corp                                                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       8741 | NS      | $3813261.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                 | Moog Inc                                                                                                  | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        491 | NS      | $143686.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      51430 | NS      | $8463835.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                          | Morningstar Inc                                                                                           | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        717 | NS      | $121208.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                            | Mosaic Co/The                                                                                             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       3804 | NS      | $97002.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                            | Motorcar Parts of America Inc                                                                             | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      13407 | NS      | $148281.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                   | Motorola Solutions Inc                                                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       7675 | NS      | $3330719.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                         | Movado Group Inc                                                                                          | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       6381 | NS      | $155824.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                   | Mueller Industries Inc                                                                                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       3671 | NS      | $406746.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                               | Mueller Water Products Inc                                                                                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       3610 | NS      | $99238.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claritev Corp                                            | Claritev Corp                                                                                             | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2309 | NS      | $37729.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                          | Murphy Oil Corp                                                                                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       2970 | NS      | $122512.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                           | Murphy USA Inc                                                                                            | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        378 | NS      | $186720.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                     | Myers Industries Inc                                                                                      | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       9610 | NS      | $203539.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                      | Myriad Genetics Inc                                                                                       | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |        182 | NS      | $819.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myomo Inc                                                | Myomo Inc                                                                                                 | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Long             | EC               | CORP              | US        |        172 | NS      | $116.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                          | NBT Bancorp Inc                                                                                           | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2526 | NS      | $107557.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                           | NCR Voyix Corp                                                                                            | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       3730 | NS      | $23610.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                                        | NL Industries Inc                                                                                         | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15568 | NS      | $90761.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                         | NMI Holdings Inc                                                                                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       4004 | NS      | $150190.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                           | NRG Energy Inc                                                                                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       5633 | NS      | $823206.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                                 | NVE Corp                                                                                                  | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       2907 | NS      | $190408.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                  | NVR Inc                                                                                                   | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         57 | NS      | $375620.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                  | NOV Inc                                                                                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       9078 | NS      | $170757.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                                          | NCR Atleos Corp                                                                                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |       2164 | NS      | $94307.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solesence Inc                                            | Solesence Inc                                                                                             | CUSIP: 630079101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         91 | NS      | $86.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc                                  | NANO Nuclear Energy Inc                                                                                   | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        183 | NS      | $3747.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Napco Security Technologies Inc                          | Napco Security Technologies Inc                                                                           | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       2737 | NS      | $107810.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                               | Nasdaq Inc                                                                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      25873 | NS      | $2196358.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                               | Natera Inc                                                                                                | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       3813 | NS      | $762561.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                                      | Nathan's Famous Inc                                                                                       | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       3155 | NS      | $317803.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                              | National Bank Holdings Corp                                                                               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2409 | NS      | $94336.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                   | National Beverage Corp                                                                                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       4069 | NS      | $136921.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc                                   | National CineMedia Inc                                                                                    | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |       9300 | NS      | $28365.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                 | National HealthCare Corp                                                                                  | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |       1077 | NS      | $171996.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                     | National Fuel Gas Co                                                                                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       4735 | NS      | $444900.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                            | National Health Investors Inc                                                                             | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       3347 | NS      | $270638.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                           | National Presto Industries Inc                                                                            | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2684 | NS      | $367869.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                                   | National Research Corp                                                                                    | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       9481 | NS      | $160987.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                             | NNN REIT Inc                                                                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |       6009 | NS      | $252558.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                        | National Storage Affiliates Trust                                                                         | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |       2927 | NS      | $110464.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                             | National Vision Holdings Inc                                                                              | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       6425 | NS      | $166407.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc                           | Natural Gas Services Group Inc                                                                            | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3733 | NS      | $140883.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                   | Natural Grocers by Vitamin Cottage Inc                                                                    | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       1473 | NS      | $38077.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                           | Nature's Sunshine Products Inc                                                                            | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3327 | NS      | $79814.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc                               | Nautilus Biotechnology Inc                                                                                | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16822 | NS      | $65269.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc                                                | Navan Inc                                                                                                 | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |        146 | NS      | $1933.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                             | Navient Corp                                                                                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       3103 | NS      | $25382.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                               | Navitas Semiconductor Corp                                                                                | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |        130 | NS      | $1140.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc                                           | NB Bancorp Inc                                                                                            | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7731 | NS      | $162892.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                                | nCino Inc                                                                                                 | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |        578 | NS      | $8658.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                      | Nektar Therapeutics                                                                                       | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |        324 | NS      | $23311.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                               | Nelnet Inc                                                                                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       1903 | NS      | $245410.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                          | NeoGenomics Inc                                                                                           | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         60 | NS      | $445.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neonode Inc                                              | Neonode Inc                                                                                               | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         54 | NS      | $75.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Insurance Holdings Inc                           | Neptune Insurance Holdings Inc                                                                            | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |       6233 | NS      | $150776.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                                | Nerdy Inc                                                                                                 | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77386 | NS      | $63162.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                           | NerdWallet Inc                                                                                            | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |        208 | NS      | $2159.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neumora Therapeutics Inc                                 | Neumora Therapeutics Inc                                                                                  | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3032 | NS      | $5912.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                               | NetApp Inc                                                                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       3990 | NS      | $408536.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                              | Netflix Inc                                                                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     189144 | NS      | $18186195.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Lease Office Properties                              | NET Lease Office Properties                                                                               | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |      10547 | NS      | $121501.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                              | NETGEAR Inc                                                                                               | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       2349 | NS      | $51302.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                     | NetScout Systems Inc                                                                                      | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       6478 | NS      | $205935.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netskope Inc                                             | Netskope Inc                                                                                              | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |        859 | NS      | $7292.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                           | NETSTREIT Corp                                                                                            | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |      16308 | NS      | $307079.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                               | Neurocrine Biosciences Inc                                                                                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       3302 | NS      | $435005.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc                                            | NeuroPace Inc                                                                                             | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5653 | NS      | $74336.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc                                          | Neuronetics Inc                                                                                           | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |     100993 | NS      | $146439.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Neurogene Inc                                            | Neurogene Inc                                                                                             | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |       2351 | NS      | $47396.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                               | Atlas Energy Solutions Inc                                                                                | CUSIP: 642045108<br>LEI: 254900IYAISQ4C8AVO27 | Long             | EC               | CORP              | US        |        270 | NS      | $3542.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                         | Viper Energy Inc                                                                                          | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2024 | NS      | $95107.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Strategic Resources Inc                            | Idaho Strategic Resources Inc                                                                             | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3317 | NS      | $106542.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                | New Jersey Resources Corp                                                                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       5042 | NS      | $276906.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                       | Rithm Capital Corp                                                                                        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |      30754 | NS      | $291547.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                                         | Flagstar Bank NA                                                                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       1001 | NS      | $13183.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                                         | Adamas Trust Inc                                                                                          | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |      26111 | NS      | $192176.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                                    | New York Times Co/The                                                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       5509 | NS      | $461268.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                           | NewMarket Corp                                                                                            | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        464 | NS      | $297400.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                        | Newmark Group Inc                                                                                         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1476 | NS      | $22125.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                             | Newmont Corp                                                                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      47844 | NS      | $5179113.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                                    | NPK International Inc                                                                                     | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      12342 | NS      | $178835.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                | News Corp                                                                                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       7817 | NS      | $194877.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                | News Corp                                                                                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       4024 | NS      | $114724.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc                                              | Newsmax Inc                                                                                               | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24807 | NS      | $129492.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NewtekOne Inc                                            | NewtekOne Inc                                                                                             | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       9229 | NS      | $101057.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                            | Nextpower Inc                                                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4040 | NS      | $487022.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNRG Inc                                              | NextNRG Inc                                                                                               | CUSIP: 652941105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54074 | NS      | $21629.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexstar Media Group Inc                                  | Nexstar Media Group Inc                                                                                   | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       1368 | NS      | $247375.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                       | NextEra Energy Inc                                                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      81210 | NS      | $7542784.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                   | NexPoint Diversified Real Estate Trust                                                                    | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |      18149 | NS      | $84755.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NexPoint Residential Trust Inc                           | NexPoint Residential Trust Inc                                                                            | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       4581 | NS      | $114525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                          | NextDecade Corp                                                                                           | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |        659 | NS      | $5047.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                                          | NI Holdings Inc                                                                                           | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      12282 | NS      | $158314.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                         | Nexpoint Real Estate Finance Inc                                                                          | CUSIP: 65342V101<br>LEI: 254900I8YGFSQ717PG17 | Long             | EC               |  | US        |      10041 | NS      | $135252.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc                                    | Nextdoor Holdings Inc                                                                                     | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15326 | NS      | $21456.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                              | NextNav Inc                                                                                               | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |        460 | NS      | $7369.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                   | Nicolet Bankshares Inc                                                                                    | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1983 | NS      | $294713.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                 | NIKE Inc                                                                                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      24854 | NS      | $1312788.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                                          | 908 Devices Inc                                                                                           | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18204 | NS      | $111408.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd                                 | NioCorp Developments Ltd                                                                                  | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Long             | EC               | CORP              | CA        |       8667 | NS      | $38654.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                             | NiSource Inc                                                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      14566 | NS      | $679649.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                               | nLight Inc                                                                                                | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1409 | NS      | $80341.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                               | Nkarta Inc                                                                                                | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32421 | NS      | $68408.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                             | Nordson Corp                                                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        805 | NS      | $214178.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                    | Norfolk Southern Corp                                                                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       6018 | NS      | $1727166.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                           | Northeast Bank                                                                                            | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |        990 | NS      | $111246.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc                          | Northeast Community Bancorp Inc                                                                           | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |       7085 | NS      | $168623.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                      | Northern Trust Corp                                                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       5412 | NS      | $755352.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                   | Northfield Bancorp Inc                                                                                    | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8270 | NS      | $111975.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc                               | Northpointe Bancshares Inc                                                                                | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |       7505 | NS      | $129536.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                                     | Northrim BanCorp Inc                                                                                      | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       6617 | NS      | $151396.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                    | Northrop Grumman Corp                                                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       3726 | NS      | $2542026.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                 | Northwest Bancshares Inc                                                                                  | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9754 | NS      | $123778.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                             | Northwest Natural Holding Co                                                                              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       6384 | NS      | $339756.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                  | NWPX Infrastructure Inc                                                                                   | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       1376 | NS      | $107135.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                            | Northwestern Energy Group Inc                                                                             | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       4896 | NS      | $322842.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                          | Gen Digital Inc                                                                                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      66268 | NS      | $1247826.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                                   | Norwood Financial Corp                                                                                    | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7076 | NS      | $208175.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                   | Novagold Resources Inc                                                                                    | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |       1369 | NS      | $12293.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                              | Novavax Inc                                                                                               | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |       5944 | NS      | $48384.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                              | Novanta Inc                                                                                               | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        305 | NS      | $36023.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                 | DNOW Inc                                                                                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       2380 | NS      | $28345.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                  | Nu Skin Enterprises Inc                                                                                   | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      19661 | NS      | $143132.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                               | Nucor Corp                                                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       4723 | NS      | $798659.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                              | Nutanix Inc                                                                                               | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       3985 | NS      | $151469.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                              | NVIDIA Corp                                                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     680437 | NS      | $118668212.80  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                             | Nuvalent Inc                                                                                              | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        505 | NS      | $51737.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                       | NuScale Power Corp                                                                                        | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $6666.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                         | Nutex Health Inc                                                                                          | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |        988 | NS      | $93899.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nuvation Bio Inc                                         | Nuvation Bio Inc                                                                                          | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7730 | NS      | $33161.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvectis Pharma Inc                                      | Nuvectis Pharma Inc                                                                                       | CUSIP: 67080T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         75 | NS      | $579.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                          | OGE Energy Corp                                                                                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       7882 | NS      | $378020.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                            | O-I Glass Inc                                                                                             | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4852 | NS      | $50994.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                  | O'Reilly Automotive Inc                                                                                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      25974 | NS      | $2397659.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                              | OFG Bancorp                                                                                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       2971 | NS      | $120206.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                          | OSI Systems Inc                                                                                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        531 | NS      | $140985.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                               | OP Bancorp                                                                                                | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |          5 | NS      | $66.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                        | Chord Energy Corp                                                                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       1217 | NS      | $173033.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                | Occidental Petroleum Corp                                                                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      15240 | NS      | $990600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                            | Oceaneering International Inc                                                                             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |        424 | NS      | $15039.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                | OceanFirst Financial Corp                                                                                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4085 | NS      | $73693.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc                                          | Onity Group Inc                                                                                           | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       2318 | NS      | $91027.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                                   | Ocular Therapeutix Inc                                                                                    | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |       3100 | NS      | $26257.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                                               | Ocugen Inc                                                                                                | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      78538 | NS      | $142153.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil-Dri Corp of America                                  | Oil-Dri Corp of America                                                                                   | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       5042 | NS      | $328183.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                             | Oil States International Inc                                                                              | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       1223 | NS      | $14235.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                 | Okta Inc                                                                                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       3816 | NS      | $300357.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                                     | Olaplex Holdings Inc                                                                                      | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12882 | NS      | $26150.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                            | Old Dominion Freight Line Inc                                                                             | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       2214 | NS      | $432615.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                  | Old National Bancorp/IN                                                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       6233 | NS      | $137749.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                          | Old Republic International Corp                                                                           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      10828 | NS      | $432037.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                   | Old Second Bancorp Inc                                                                                    | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       8080 | NS      | $162892.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resonac Holdings Corp                                    | Resonac Holdings Corp                                                                                     | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |       2200 | NS      | $143184.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                      | Ollie's Bargain Outlet Holdings Inc                                                                       | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       1883 | NS      | $173311.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc                                         | Omada Health Inc                                                                                          | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Long             | EC               | CORP              | US        |       6632 | NS      | $83364.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                        | Omnicom Group Inc                                                                                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       5089 | NS      | $383252.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                           | Omega Healthcare Investors Inc                                                                            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |       9912 | NS      | $434343.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                           | Omega Flex Inc                                                                                            | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |       7041 | NS      | $218552.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                             | Omnicell Inc                                                                                              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        652 | NS      | $21763.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                                              | Omeros Corp                                                                                               | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |        284 | NS      | $2999.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                    | ON Semiconductor Corp                                                                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      19952 | NS      | $1235427.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                               | OmniAb Inc                                                                                                | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23271 | NS      | $36535.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                              | ONE Gas Inc                                                                                               | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       3744 | NS      | $322470.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                               | Oncology Institute Inc/The                                                                                | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41378 | NS      | $127030.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                               | One Liberty Properties Inc                                                                                | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      11784 | NS      | $252884.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                    | 1-800-Flowers.com Inc                                                                                     | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16204 | NS      | $49260.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Inc                                                | ONEOK Inc                                                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      11902 | NS      | $1075821.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                     | OneMain Holdings Inc                                                                                      | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       3129 | NS      | $167370.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onestream Inc                                            | Onestream Inc                                                                                             | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |          2 | NS      | $48.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                      | OneWater Marine Inc                                                                                       | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1876 | NS      | $17728.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                              | OneSpan Inc                                                                                               | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       3673 | NS      | $38676.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                      | Onto Innovation Inc                                                                                       | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |         53 | NS      | $10868.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                 | ON24 Inc                                                                                                  | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |      29444 | NS      | $238496.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                 | Ooma Inc                                                                                                  | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16996 | NS      | $247291.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                                | Opendoor Technologies Inc                                                                                 | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      33949 | NS      | $158881.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                        | Open Lending Corp                                                                                         | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17741 | NS      | $22176.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                          | OPKO Health Inc                                                                                           | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      64894 | NS      | $73979.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                   | Oportun Financial Corp                                                                                    | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       6122 | NS      | $28222.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                                 | Oppenheimer Holdings Inc                                                                                  | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1498 | NS      | $133606.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                                | OppFi Inc                                                                                                 | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4334 | NS      | $33415.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                              | Oracle Corp                                                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      48353 | NS      | $7113209.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                          | OptimizeRx Corp                                                                                           | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8594 | NS      | $53970.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                   | Option Care Health Inc                                                                                    | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       9863 | NS      | $265511.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc                                | Orange County Bancorp Inc                                                                                 | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4032 | NS      | $128943.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                 | OraSure Technologies Inc                                                                                  | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      26509 | NS      | $79527.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                                | Orchid Island Capital Inc                                                                                 | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |      30263 | NS      | $212748.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchestra BioMed Holdings Inc                            | Orchestra BioMed Holdings Inc                                                                             | CUSIP: 68572M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10303 | NS      | $43787.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                               | Organogenesis Holdings Inc                                                                                | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       8283 | NS      | $19630.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                       | Origin Bancorp Inc                                                                                        | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       3188 | NS      | $132174.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                     | Origin Materials Inc                                                                                      | CUSIP: 68622D205<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |       2080 | NS      | $4742.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                 | BARK Inc                                                                                                  | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     131833 | NS      | $66786.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                                 | ORIC Pharmaceuticals Inc                                                                                  | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |       2409 | NS      | $30522.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                             | Organon & Co                                                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      14851 | NS      | $88957.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                                 | Orion Group Holdings Inc                                                                                  | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |       7132 | NS      | $77738.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                   | Ormat Technologies Inc                                                                                    | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       3174 | NS      | $355234.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                          | Orrstown Financial Services Inc                                                                           | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       4641 | NS      | $167447.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                     | OrthoPediatrics Corp                                                                                      | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |       5569 | NS      | $88380.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                     | Orthofix Medical Inc                                                                                      | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8915 | NS      | $102255.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc                                   | Oruka Therapeutics Inc                                                                                    | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |        876 | NS      | $42967.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                         | Oscar Health Inc                                                                                          | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |        960 | NS      | $11011.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                             | Oshkosh Corp                                                                                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       1907 | NS      | $280729.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                      | Otis Worldwide Corp                                                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       9133 | NS      | $703971.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                          | Otter Tail Corp                                                                                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2545 | NS      | $223374.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                               | Ouster Inc                                                                                                | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        309 | NS      | $5676.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                       | Outfront Media Inc                                                                                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |       2996 | NS      | $79394.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                       | Outset Medical Inc                                                                                        | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7142 | NS      | $27425.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                    | Bed Bath & Beyond Inc                                                                                     | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       9838 | NS      | $45648.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                              | Ovintiv Inc                                                                                               | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       4238 | NS      | $251567.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accendra Health Inc                                      | Accendra Health Inc                                                                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      29357 | NS      | $66933.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                            | Owens Corning                                                                                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       1250 | NS      | $135275.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                    | Oxford Industries Inc                                                                                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |        443 | NS      | $17059.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAMT CORP                                                | PAMT CORP                                                                                                 | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5216 | NS      | $44075.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                           | PBF Energy Inc                                                                                            | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        252 | NS      | $12000.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                        | PC Connection Inc                                                                                         | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       2613 | NS      | $152755.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                              | PCB Bancorp                                                                                               | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       6140 | NS      | $138088.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                        | PDF Solutions Inc                                                                                         | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       1952 | NS      | $63849.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                | PG&E Corp                                                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     114378 | NS      | $2009621.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                         | PJT Partners Inc                                                                                          | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |        971 | NS      | $135668.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                     | PNC Financial Services Group Inc/The                                                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      17457 | NS      | $3632627.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                          | TXNM Energy Inc                                                                                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       6563 | NS      | $383672.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                       | PPG Industries Inc                                                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       3545 | NS      | $378889.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                 | PPL Corp                                                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      21496 | NS      | $821147.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                  | PMV Pharmaceuticals Inc                                                                                   | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74321 | NS      | $92158.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                            | PRA Group Inc                                                                                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |        110 | NS      | $1925.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                 | PVH Corp                                                                                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       1413 | NS      | $98570.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                     | PTC Therapeutics Inc                                                                                      | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       3766 | NS      | $256577.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                  | PTC Inc                                                                                                   | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       2516 | NS      | $358504.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                               | PACCAR Inc                                                                                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      11546 | NS      | $1333563.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridgepost Capital Inc                                    | Ridgepost Capital Inc                                                                                     | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9224 | NS      | $66966.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                           | PACS Group Inc                                                                                            | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3898 | NS      | $125203.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                    | Pacific Biosciences of California Inc                                                                     | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      10983 | NS      | $14497.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                   | Pacira BioSciences Inc                                                                                    | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10138 | NS      | $229118.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                | Packaging Corp of America                                                                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       1537 | NS      | $326182.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                            | PagerDuty Inc                                                                                             | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |        434 | NS      | $2695.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                | Palantir Technologies Inc                                                                                 | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      61761 | NS      | $9034399.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                   | Palo Alto Networks Inc                                                                                    | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      19762 | NS      | $3168243.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                     | Palomar Holdings Inc                                                                                      | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       1012 | NS      | $120934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc                                | Palvella Therapeutics Inc                                                                                 | CUSIP: 697947109<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |       1225 | NS      | $152696.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                            | Papa John's International Inc                                                                             | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |        533 | NS      | $17274.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                      | PAR Technology Corp                                                                                       | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |        113 | NS      | $1506.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                 | Par Pacific Holdings Inc                                                                                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       6650 | NS      | $416556.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp                                  | Paramount Skydance Corp                                                                                   | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      28302 | NS      | $255284.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp                                      | Park Aerospace Corp                                                                                       | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      13025 | NS      | $356624.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc                                           | ReposiTrak Inc                                                                                            | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |      15518 | NS      | $117936.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Hotels & Resorts Inc                                | Park Hotels & Resorts Inc                                                                                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |       3045 | NS      | $32063.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                       | Park National Corp                                                                                        | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |        793 | NS      | $129615.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                                  | Park-Ohio Holdings Corp                                                                                   | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3813 | NS      | $91664.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                        | Parke Bancorp Inc                                                                                         | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       9882 | NS      | $280648.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                     | Parker-Hannifin Corp                                                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       5117 | NS      | $4580943.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                             | Parsons Corp                                                                                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |        989 | NS      | $53574.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                   | Patrick Industries Inc                                                                                    | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       1777 | NS      | $197371.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot National Bancorp Inc                             | Patriot National Bancorp Inc                                                                              | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Long             | EC               | CORP              | US        |      18595 | NS      | $23987.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                 | Patterson-UTI Energy Inc                                                                                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       9676 | NS      | $104791.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                              | Paychex Inc                                                                                               | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       7137 | NS      | $657460.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                      | Paycom Software Inc                                                                                       | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        622 | NS      | $75597.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                   | Paylocity Holding Corp                                                                                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        845 | NS      | $91293.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                      | PayPal Holdings Inc                                                                                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      19646 | NS      | $888588.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc                                              | Paysign Inc                                                                                               | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20922 | NS      | $123439.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                      | Payoneer Global Inc                                                                                       | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |       1352 | NS      | $6530.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                      | Peabody Energy Corp                                                                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       2726 | NS      | $89821.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                         | Peapack-Gladstone Financial Corp                                                                          | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       2251 | NS      | $79257.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                  | Pebblebrook Hotel Trust                                                                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       3664 | NS      | $46276.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                          | Pegasystems Inc                                                                                           | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       1664 | NS      | $70819.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                  | Peloton Interactive Inc                                                                                   | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |        688 | NS      | $2951.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                    | Pennant Group Inc/The                                                                                     | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       1780 | NS      | $54254.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                       | PennyMac Mortgage Investment Trust                                                                        | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |      14977 | NS      | $174631.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                          | PennyMac Financial Services Inc                                                                           | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       1704 | NS      | $148929.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                              | Penske Automotive Group Inc                                                                               | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        996 | NS      | $148921.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                             | Penumbra Inc                                                                                              | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        703 | NS      | $230844.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                   | Peoples Bancorp Inc/OH                                                                                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4496 | NS      | $147783.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                          | Peoples Financial Services Corp                                                                           | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |       2563 | NS      | $136684.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                              | PepsiCo Inc                                                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      34777 | NS      | $5400520.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                  | Perdoceo Education Corp                                                                                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       5918 | NS      | $220208.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                | Perella Weinberg Partners                                                                                 | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        302 | NS      | $5484.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                | Performance Food Group Co                                                                                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       5590 | NS      | $478839.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                  | Perimeter Solutions Inc                                                                                   | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5542 | NS      | $135335.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                              | Revvity Inc                                                                                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       1423 | NS      | $124669.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Services Inc                     | Perma-Fix Environmental Services Inc                                                                      | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |         13 | NS      | $138.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                   | Permian Resources Corp                                                                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      70146 | NS      | $1495512.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                                  | Perpetua Resources Corp                                                                                   | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | CA        |       2507 | NS      | $70496.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                                           | Personalis Inc                                                                                            | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       2606 | NS      | $16600.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                           | Petco Health & Wellness Co Inc                                                                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      14573 | NS      | $40512.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                               | Pfizer Inc                                                                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     142183 | NS      | $3992498.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                              | Phathom Pharmaceuticals Inc                                                                               | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7027 | NS      | $78069.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                | Phibro Animal Health Corp                                                                                 | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       3768 | NS      | $208408.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                          | Philip Morris International Inc                                                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      39188 | NS      | $6479343.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                 | Phillips Edison & Co Inc                                                                                  | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |       4670 | NS      | $174751.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                              | Phillips 66                                                                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       9586 | NS      | $1746377.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                               | Phinia Inc                                                                                                | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       1182 | NS      | $80896.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc                           | Phoenix Education Partners Inc                                                                            | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         17 | NS      | $534.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                             | Phreesia Inc                                                                                              | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       4257 | NS      | $35673.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Picard Medical Inc                                       | Picard Medical Inc                                                                                        | CUSIP: 71953R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         16 | NS      | $16.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                                | Piedmont Realty Trust Inc                                                                                 | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |       5211 | NS      | $34236.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                     | Pilgrim's Pride Corp                                                                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       1660 | NS      | $62681.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                               | Pinnacle West Capital Corp                                                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       3802 | NS      | $383051.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                          | Pinnacle Financial Partners Inc                                                                           | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       2420 | NS      | $208458.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                            | Pinterest Inc                                                                                             | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       7537 | NS      | $138228.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                   | Pioneer Bancorp Inc/NY                                                                                    | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16073 | NS      | $223736.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                        | Piper Sandler Cos                                                                                         | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       1284 | NS      | $98290.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                         | Pitney Bowes Inc                                                                                          | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      11793 | NS      | $130312.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                       | Planet Fitness Inc                                                                                        | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       1779 | NS      | $132322.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                          | Planet Labs PBC                                                                                           | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |       7465 | NS      | $208646.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                                          | Playstudios Inc                                                                                           | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      64723 | NS      | $30368.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                                    | Playtika Holding Corp                                                                                     | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |         96 | NS      | $266.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                              | Plexus Corp                                                                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        306 | NS      | $61977.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                                  | Pliant Therapeutics Inc                                                                                   | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |      27883 | NS      | $35132.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                           | Plumas Bancorp                                                                                            | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |       4327 | NS      | $211244.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                              | Polaris Inc                                                                                               | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       1520 | NS      | $82840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc                                | Ponce Financial Group Inc                                                                                 | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14979 | NS      | $250299.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBC Medical Group Holdings Inc                           | SBC Medical Group Holdings Inc                                                                            | CUSIP: 73245B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          3 | NS      | $12.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                | Pool Corp                                                                                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        527 | NS      | $106627.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                              | Popular Inc                                                                                               | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      18129 | NS      | $2432367.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                          | Porch Group Inc                                                                                           | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       6611 | NS      | $47400.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                           | Portillo's Inc                                                                                            | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7565 | NS      | $40018.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                             | Portland General Electric Co                                                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       5689 | NS      | $300208.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                        | Post Holdings Inc                                                                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       2369 | NS      | $234199.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                  | Postal Realty Trust Inc                                                                                   | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |      22913 | NS      | $425265.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                    | Powell Industries Inc                                                                                     | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        184 | NS      | $99558.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                   | Power Integrations Inc                                                                                    | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        272 | NS      | $13926.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                        | Power Solutions International Inc                                                                         | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |        153 | NS      | $9314.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                           | Praxis Precision Medicines Inc                                                                            | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        616 | NS      | $198469.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                             | Precigen Inc                                                                                              | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      18423 | NS      | $71297.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                            | Preferred Bank/Los Angeles CA                                                                             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       1757 | NS      | $159342.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                               | Preformed Line Products Co                                                                                | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        624 | NS      | $168948.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                         | Prestige Consumer Healthcare Inc                                                                          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1818 | NS      | $107752.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                   | T Rowe Price Group Inc                                                                                    | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       3290 | NS      | $296560.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                           | PriceSmart Inc                                                                                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       2549 | NS      | $383624.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp                               | PrimeEnergy Resources Corp                                                                                | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |         88 | NS      | $20490.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                        | Primo Brands Corp                                                                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |       1640 | NS      | $30881.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                   | Primoris Services Corp                                                                                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       2167 | NS      | $309967.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                            | Primerica Inc                                                                                             | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        789 | NS      | $197628.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                                    | Primis Financial Corp                                                                                     | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      13175 | NS      | $174964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                       | Prime Medicine Inc                                                                                        | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8244 | NS      | $28689.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc                                    | Princeton Bancorp Inc                                                                                     | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |          3 | NS      | $101.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                            | Principal Financial Group Inc                                                                             | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       6253 | NS      | $563457.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro-Dex Inc                                              | Pro-Dex Inc                                                                                               | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |         10 | NS      | $491.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                        | ProAssurance Corp                                                                                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      11623 | NS      | $287320.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                  | Procter & Gamble Co/The                                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      57284 | NS      | $8274100.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc                         | Priority Technology Holdings Inc                                                                          | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |        133 | NS      | $627.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                                 | Procore Technologies Inc                                                                                  | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |       1117 | NS      | $63669.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                 | PROCEPT BioRobotics Corp                                                                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        565 | NS      | $14130.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                  | Privia Health Group Inc                                                                                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7466 | NS      | $153575.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProKidney Corp                                           | ProKidney Corp                                                                                            | CUSIP: 74291D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7442 | NS      | $13321.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc                                        | PROG Holdings Inc                                                                                         | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |        833 | NS      | $23898.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                   | Progress Software Corp                                                                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       1122 | NS      | $28779.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                     | Progressive Corp/The                                                                                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      26312 | NS      | $5216090.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                              | Progyny Inc                                                                                               | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8425 | NS      | $143056.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                             | Prologis Inc                                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      22715 | NS      | $3002468.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                    | ProPetro Holding Corp                                                                                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        287 | NS      | $4135.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                | Prosperity Bancshares Inc                                                                                 | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2181 | NS      | $146519.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protalix BioTherapeutics Inc                             | Protalix BioTherapeutics Inc                                                                              | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Long             | EC               | CORP              | US        |      78711 | NS      | $170802.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                             | Protagonist Therapeutics Inc                                                                              | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2566 | NS      | $270456.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                           | Proto Labs Inc                                                                                            | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       1703 | NS      | $97105.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                         | Provident Financial Services Inc                                                                          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       4405 | NS      | $93209.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                 | Prudential Financial Inc                                                                                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       8427 | NS      | $823233.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                      | Public Service Enterprise Group Inc                                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      11650 | NS      | $943067.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                           | Public Storage                                                                                            | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       3662 | NS      | $991962.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                             | Pulmonx Corp                                                                                              | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |        188 | NS      | $242.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                           | PulteGroup Inc                                                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4270 | NS      | $502194.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc                                    | Pulse Biosciences Inc                                                                                     | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |       1720 | NS      | $37134.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puma Biotechnology Inc                                   | Puma Biotechnology Inc                                                                                    | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37458 | NS      | $239356.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                          | Pure Cycle Corp                                                                                           | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15623 | NS      | $157167.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                               | PureCycle Technologies Inc                                                                                | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        630 | NS      | $3269.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Everpure Inc                                             | Everpure Inc                                                                                              | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       6939 | NS      | $409678.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                    | Purple Innovation Inc                                                                                     | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      90709 | NS      | $59976.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                         | QCR Holdings Inc                                                                                          | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       1459 | NS      | $124671.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                        | Quad/Graphics Inc                                                                                         | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |       5690 | NS      | $37610.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                | Qorvo Inc                                                                                                 | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       2287 | NS      | $177013.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                          | Q2 Holdings Inc                                                                                           | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |        608 | NS      | $28758.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                             | QUALCOMM Inc                                                                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      46134 | NS      | $5941136.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                               | Qualys Inc                                                                                                | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        873 | NS      | $76693.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                      | Quanta Services Inc                                                                                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       4103 | NS      | $2252629.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                           | Quantum-Si Inc                                                                                            | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36210 | NS      | $28026.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                           | Quanterix Corp                                                                                            | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2860 | NS      | $10067.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                                    | Quantum Computing Inc                                                                                     | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        979 | NS      | $6706.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                        | QuantumScape Corp                                                                                         | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |       5148 | NS      | $32844.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                    | Quest Diagnostics Inc                                                                                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       3883 | NS      | $760990.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                           | QuinStreet Inc                                                                                            | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |        322 | NS      | $3867.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                              | RBB Bancorp                                                                                               | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |       6348 | NS      | $135656.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                             | RCI Hospitality Holdings Inc                                                                              | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       1498 | NS      | $34169.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                            | RB Global Inc                                                                                             | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |         55 | NS      | $5271.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies Inc                                     | RCM Technologies Inc                                                                                      | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         24 | NS      | $459.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc                                        | RGC Resources Inc                                                                                         | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          2 | NS      | $44.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                 | RLI Corp                                                                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       2576 | NS      | $146935.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                        | RLJ Lodging Trust                                                                                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |       3294 | NS      | $24441.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                        | RMR Group Inc/The                                                                                         | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       9941 | NS      | $153787.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                       | RH                                                                                                        | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |         13 | NS      | $1817.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                    | RPM International Inc                                                                                     | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       2117 | NS      | $210429.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                  | RXO Inc                                                                                                   | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |         47 | NS      | $687.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                 | Rackspace Technology Inc                                                                                  | CUSIP: 750102105<br>LEI: 529900TFVYSFOO980K68 | Long             | EC               | CORP              | US        |       6943 | NS      | $6802.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc                                         | Radian Group Inc                                                                                          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       6051 | NS      | $200167.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                    | Radiant Logistics Inc                                                                                     | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      25288 | NS      | $178280.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                               | RadNet Inc                                                                                                | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |        663 | NS      | $37055.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                               | Rambus Inc                                                                                                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       1745 | NS      | $150122.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                            | Ralliant Corp                                                                                             | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |       2937 | NS      | $122149.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                        | Ralph Lauren Corp                                                                                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       3771 | NS      | $1297186.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                     | Ramaco Resources Inc                                                                                      | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        134 | NS      | $1366.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                     | Ramaco Resources Inc                                                                                      | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        932 | NS      | $14408.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                     | Range Resources Corp                                                                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       5790 | NS      | $261592.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                               | Ranger Energy Services Inc                                                                                | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |       2786 | NS      | $47752.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                               | Rapid7 Inc                                                                                                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |        310 | NS      | $1708.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                                 | Rapport Therapeutics Inc                                                                                  | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1182 | NS      | $36984.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                              | Raymond James Financial Inc                                                                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       4489 | NS      | $649962.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                             | Rayonier Inc                                                                                              | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      13806 | NS      | $284679.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                          | Rayonier Advanced Materials Inc                                                                           | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |       6298 | NS      | $69718.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                 | RTX Corp                                                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      53781 | NS      | $10374354.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                         | RBC Bearings Inc                                                                                          | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        907 | NS      | $492609.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                                      | RE/MAX Holdings Inc                                                                                       | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       3067 | NS      | $17665.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                       | Ready Capital Corp                                                                                        | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |      13782 | NS      | $22326.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Brokerage Inc/The                                   | Real Brokerage Inc/The                                                                                    | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |       8493 | NS      | $21232.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                       | Realty Income Corp                                                                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      24233 | NS      | $1482574.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                            | Recursion Pharmaceuticals Inc                                                                             | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1847 | NS      | $5670.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Cat Holdings Inc                                     | Red Cat Holdings Inc                                                                                      | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               | CORP              | US        |        497 | NS      | $6505.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc                                 | Red River Bancshares Inc                                                                                  | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       2917 | NS      | $263813.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                            | Red Robin Gourmet Burgers Inc                                                                             | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      18432 | NS      | $54005.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                     | Red Rock Resorts Inc                                                                                      | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1586 | NS      | $84628.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                           | Red Violet Inc                                                                                            | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       4127 | NS      | $142794.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                               | Reddit Inc                                                                                                | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       2653 | NS      | $357226.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                             | Redwire Corp                                                                                              | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        355 | NS      | $3017.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                        | Redwood Trust Inc                                                                                         | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |      24813 | NS      | $139200.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                       | Regal Rexnord Corp                                                                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        912 | NS      | $170781.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                     | Regency Centers Corp                                                                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       4389 | NS      | $332071.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                            | Regeneron Pharmaceuticals Inc                                                                             | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       2306 | NS      | $1781707.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                            | REGENXBIO Inc                                                                                             | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       2890 | NS      | $24218.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                 | Regional Management Corp                                                                                  | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       2781 | NS      | $89687.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                   | Regions Financial Corp                                                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      21004 | NS      | $548624.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                         | Reinsurance Group of America Inc                                                                          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       1533 | NS      | $312977.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rekor Systems Inc                                        | Rekor Systems Inc                                                                                         | CUSIP: 759419104<br>LEI: 549300BHH76SEFU1DD95 | Long             | EC               | CORP              | US        |      58508 | NS      | $47976.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                   | Relay Therapeutics Inc                                                                                    | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2798 | NS      | $27840.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                             | Reliance Inc                                                                                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       1183 | NS      | $359537.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                       | Remitly Global Inc                                                                                        | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        820 | NS      | $12849.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                            | Renasant Corp                                                                                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       1359 | NS      | $49100.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KORU Medical Systems Inc                                 | KORU Medical Systems Inc                                                                                  | CUSIP: 759910102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        210 | NS      | $907.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                            | Repligen Corp                                                                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        179 | NS      | $21089.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REGULUS THERAPE                                   | CONTRA REGULUS THERAPE                                                                                    | CUSIP: 759CVR012<br>LEI: N/A                  | N/A              | DE               |  | US        |         92 | NS      | $106.72        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upbound Group Inc                                        | Upbound Group Inc                                                                                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |         97 | NS      | $1750.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                  | Republic Bancorp Inc/KY                                                                                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1971 | NS      | $139054.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                      | Repay Holdings Corp                                                                                       | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      10108 | NS      | $26280.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                    | Republic Services Inc                                                                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       5283 | NS      | $1157082.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                               | ResMed Inc                                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       3892 | NS      | $873676.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                 | Resideo Technologies Inc                                                                                  | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       2084 | NS      | $70251.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                      | Reservoir Media Inc                                                                                       | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      14774 | NS      | $144637.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                 | Resources Connection Inc                                                                                  | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23062 | NS      | $86021.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                      | Restaurant Brands International Inc                                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      16756 | NS      | $1238268.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc                         | Resolute Holdings Management Inc                                                                          | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        504 | NS      | $81799.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                                 | Revolution Medicines Inc                                                                                  | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       3316 | NS      | $322481.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                        | Revolve Group Inc                                                                                         | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        203 | NS      | $4589.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                              | REX American Resources Corp                                                                               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7586 | NS      | $345694.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                            | Rexford Industrial Realty Inc                                                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |       5028 | NS      | $164566.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                           | Reynolds Consumer Products Inc                                                                            | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |       5093 | NS      | $107869.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc                                             | Rezolute Inc                                                                                              | CUSIP: 76200L309<br>LEI: 549300T05L48T72P2G08 | Long             | EC               | CORP              | US        |      11032 | NS      | $33647.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                               | Rhythm Pharmaceuticals Inc                                                                                | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       2185 | NS      | $190029.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                                | Ribbon Communications Inc                                                                                 | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       6931 | NS      | $14693.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richmond Mutual BanCorp Inc                              | Richmond Mutual BanCorp Inc                                                                               | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          3 | NS      | $40.71         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc                                    | Richtech Robotics Inc                                                                                     | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2124 | NS      | $4439.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rigel Pharmaceuticals Inc                                | Rigel Pharmaceuticals Inc                                                                                 | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       2688 | NS      | $72683.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                    | Rigetti Computing Inc                                                                                     | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |       3779 | NS      | $53057.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                            | Riley Exploration Permian Inc                                                                             | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       2331 | NS      | $84964.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                        | Rimini Street Inc                                                                                         | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      42450 | NS      | $139236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                          | RingCentral Inc                                                                                           | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        416 | NS      | $15471.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                       | Riot Platforms Inc                                                                                        | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       1264 | NS      | $15623.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                    | Rivian Automotive Inc                                                                                     | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      11993 | NS      | $180494.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                          | Robert Half Inc                                                                                           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       2271 | NS      | $57683.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                    | Robinhood Markets Inc                                                                                     | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      16990 | NS      | $1177407.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                              | ROBLOX Corp                                                                                               | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      17940 | NS      | $1014686.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                                                            | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17217 | NS      | $245342.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                          | Rocket Lab Corp                                                                                           | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |       7774 | NS      | $499246.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                               | Rocket Pharmaceuticals Inc                                                                                | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       2721 | NS      | $9741.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                  | Rockwell Automation Inc                                                                                   | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       2830 | NS      | $1015630.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                         | Rocky Brands Inc                                                                                          | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       4386 | NS      | $169825.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                                 | Roku Inc                                                                                                  | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       2756 | NS      | $260772.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                              | Rollins Inc                                                                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      11566 | NS      | $617740.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                              | Root Inc/OH                                                                                               | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         60 | NS      | $2650.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                   | Roper Technologies Inc                                                                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       2410 | NS      | $852802.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                          | Ross Stores Inc                                                                                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       8569 | NS      | $1856302.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                           | Royal Gold Inc                                                                                            | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       2060 | NS      | $524249.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                               | Rubrik Inc                                                                                                | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |       1759 | NS      | $86138.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc                                               | Rumble Inc                                                                                                | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        121 | NS      | $617.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RideNow Group Inc                                        | RideNow Group Inc                                                                                         | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |       1520 | NS      | $10731.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                     | Rush Enterprises Inc                                                                                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       1959 | NS      | $129509.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                     | Rush Enterprises Inc                                                                                      | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |         23 | NS      | $1480.05       | 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        |       1264 | NS      | $27492.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                              | RxSight Inc                                                                                               | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1837 | NS      | $11315.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                              | Ryan Specialty Holdings Inc                                                                               | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2452 | NS      | $82730.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                         | Ryder System Inc                                                                                          | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        643 | NS      | $131628.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                     | Ryerson Holding Corp                                                                                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       3477 | NS      | $78162.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                         | Ryman Hospitality Properties Inc                                                                          | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       1223 | NS      | $112846.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                          | S&T Bancorp Inc                                                                                           | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3043 | NS      | $127288.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp                                              | SES AI Corp                                                                                               | CUSIP: 78397Q109<br>LEI: 529900HSCKUBL8K4K759 | Long             | EC               | CORP              | US        |       6299 | NS      | $6059.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                           | S&P Global Inc                                                                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      13418 | NS      | $5707212.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                  | SBA Communications Corp                                                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       2393 | NS      | $411859.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                       | SEI Investments Co                                                                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       2791 | NS      | $219009.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                               | SEACOR Marine Holdings Inc                                                                                | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |       9394 | NS      | $67261.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                              | H2O America                                                                                               | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |       4346 | NS      | $254979.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                               | Sezzle Inc                                                                                                | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |         72 | NS      | $4556.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                     | SL Green Realty Corp                                                                                      | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |        831 | NS      | $30697.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                 | SLM Corp                                                                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4377 | NS      | $93711.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                         | SPS Commerce Inc                                                                                          | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        186 | NS      | $10354.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio Emerging Markets ETF         | State Street SPDR Portfolio Emerging Markets ETF                                                          | CUSIP: 78463X509<br>LEI: 5493005Z5SCOTBZOLJ04 | Long             | EC               | RF                | US        |    6129100 | NS      | $287516081.00  | 5.09%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR Bloomberg Convertible Securities ETF   | State Street SPDR Bloomberg Convertible Securities ETF                                                    | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     337922 | NS      | $30926621.44   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| SS&C Technologies Holdings Inc                           | SS&C Technologies Holdings Inc                                                                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       6634 | NS      | $448259.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                  | State Street Blackstone Senior Loan ETF                                                                   | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |    1739314 | NS      | $69816063.96   | 1.24%             |  |  |  | No            |                  1 | On Loan: —       |
| SKYX Platforms Corp                                      | SKYX Platforms Corp                                                                                       | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49411 | NS      | $55340.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                     | SPX Technologies Inc                                                                                      | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       1312 | NS      | $262321.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                               | Sabra Health Care REIT Inc                                                                                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      11992 | NS      | $230606.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                               | Sabre Corp                                                                                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      19725 | NS      | $28601.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                                      | Sable Offshore Corp                                                                                       | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |        369 | NS      | $6095.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                             | Safehold Inc                                                                                              | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |       3591 | NS      | $48586.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                               | Safety Insurance Group Inc                                                                                | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       2395 | NS      | $173972.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagimet Biosciences Inc                                  | Sagimet Biosciences Inc                                                                                   | CUSIP: 786700104<br>LEI: 2549002OT2F8BV0VPD02 | Long             | EC               | CORP              | US        |      12731 | NS      | $66519.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI                                   | CONTRA SAGE THERAPEUTI                                                                                    | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | N/A              | DE               |  | US        |       3738 | NS      | $672.84        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| St Joe Co/The                                            | St Joe Co/The                                                                                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       3251 | NS      | $204162.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                           | Salesforce Inc                                                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      41830 | NS      | $7808406.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                | Sally Beauty Holdings Inc                                                                                 | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       5525 | NS      | $76521.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                              | Samsara Inc                                                                                               | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Long             | EC               | CORP              | US        |       3048 | NS      | $96591.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                   | Sana Biotechnology Inc                                                                                    | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2605 | NS      | $7502.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanara Medtech Inc                                       | Sanara Medtech Inc                                                                                        | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6003 | NS      | $103131.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                          | Sandisk Corp/DE                                                                                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1729 | NS      | $1098502.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                     | SandRidge Energy Inc                                                                                      | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      12489 | NS      | $203695.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                              | John B Sanfilippo & Son Inc                                                                               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       2572 | NS      | $204036.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                 | Sangamo Therapeutics Inc                                                                                  | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      69005 | NS      | $17037.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                             | Sanmina Corp                                                                                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       2043 | NS      | $264854.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc                                      | SANUWAVE Health Inc                                                                                       | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3842 | NS      | $66428.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Palladyne AI Corp                                        | Palladyne AI Corp                                                                                         | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12141 | NS      | $73695.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sarepta Therapeutics Inc                                 | Sarepta Therapeutics Inc                                                                                  | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |        385 | NS      | $8377.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellogic Inc                                           | Satellogic Inc                                                                                            | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34040 | NS      | $185177.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                         | Saul Centers Inc                                                                                          | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |       7476 | NS      | $243568.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc                                               | Savara Inc                                                                                                | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |       3753 | NS      | $20491.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                                 | Savers Value Village Inc                                                                                  | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        193 | NS      | $1435.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                           | ScanSource Inc                                                                                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |        272 | NS      | $9873.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                         | Henry Schein Inc                                                                                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       3682 | NS      | $271363.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                  | SLB Ltd                                                                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      32333 | NS      | $1661592.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                   | Schneider National Inc                                                                                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |        591 | NS      | $15578.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                          | Scholastic Corp                                                                                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3494 | NS      | $136475.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholar Rock Holding Corp                                | Scholar Rock Holding Corp                                                                                 | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |        367 | NS      | $18041.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                            | Schrodinger Inc/United States                                                                             | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |        836 | NS      | $9496.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                  | Charles Schwab Corp/The                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      75072 | NS      | $7055266.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                       | Mativ Holdings Inc                                                                                        | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |        746 | NS      | $6490.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp                  | Science Applications International Corp                                                                   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       1130 | NS      | $107259.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                                | Scotts Miracle-Gro Co/The                                                                                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        545 | NS      | $33141.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SCPHARMACEUTICA                                   | CONTRA SCPHARMACEUTICA                                                                                    | CUSIP: 810CVR019<br>LEI: 549300F55SN4ZR2OA180 | N/A              | DE               |  | US        |      22737 | NS      | $7275.84       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| EW Scripps Co/The                                        | EW Scripps Co/The                                                                                         | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       9184 | NS      | $34164.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                            | Seaboard Corp                                                                                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         62 | NS      | $350549.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                         | Seacoast Banking Corp of Florida                                                                          | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |       3016 | NS      | $91354.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                          | Sealed Air Corp                                                                                           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       2870 | NS      | $120683.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc                          | Seaport Entertainment Group Inc                                                                           | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |       5944 | NS      | $127677.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                               | United Parks & Resorts Inc                                                                                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |        125 | NS      | $4082.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Materials Select Sector SPDR ETF            | State Street Materials Select Sector SPDR ETF                                                             | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Long             | EC               | RF                | US        |     994300 | NS      | $49685171.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Health Care Select Sector SPDR ETF          | State Street Health Care Select Sector SPDR ETF                                                           | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     630400 | NS      | $92422944.00   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Energy Select Sector SPDR ETF               | State Street Energy Select Sector SPDR ETF                                                                | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             | EC               | RF                | US        |     646200 | NS      | $39586212.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Financial Select Sector SPDR ETF            | State Street Financial Select Sector SPDR ETF                                                             | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             | EC               | RF                | US        |      59800 | NS      | $2952326.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Industrial Select Sector SPDR ETF           | State Street Industrial Select Sector SPDR ETF                                                            | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             | EC               | RF                | US        |     882800 | NS      | $142775244.00  | 2.53%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Technology Select Sector SPDR ETF           | State Street Technology Select Sector SPDR ETF                                                            | CUSIP: 81369Y803<br>LEI: 549300BR5T0JNM2MW070 | Long             | EC               | RF                | US        |     681200 | NS      | $90531480.00   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Security National Financial Corp                         | Security National Financial Corp                                                                          | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9219 | NS      | $87396.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                 | Seer Inc                                                                                                  | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      59854 | NS      | $100554.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                               | Select Water Solutions Inc                                                                                | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |       1008 | NS      | $15422.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                             | Select Medical Holdings Corp                                                                              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5522 | NS      | $89953.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc                               | Cartesian Therapeutics Inc                                                                                | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |       7427 | NS      | $45676.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group Inc                            | Selective Insurance Group Inc                                                                             | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       2060 | NS      | $155303.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                          | Selectquote Inc                                                                                           | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |       7563 | NS      | $4760.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc                           | SELLAS Life Sciences Group Inc                                                                            | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |        601 | NS      | $2542.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GeneDx Holdings Corp                                     | GeneDx Holdings Corp                                                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        687 | NS      | $44119.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                             | Semtech Corp                                                                                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |        424 | NS      | $32601.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                   | Sempra                                                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      15536 | NS      | $1509633.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                                     | SEMrush Holdings Inc                                                                                      | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |        264 | NS      | $3152.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                        | Seneca Foods Corp                                                                                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2625 | NS      | $396690.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                               | Sensient Technologies Corp                                                                                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       2938 | NS      | $253960.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                                  | Senseonics Holdings Inc                                                                                   | CUSIP: 81727U303<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      10185 | NS      | $67832.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SentinelOne Inc                                          | SentinelOne Inc                                                                                           | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |       2779 | NS      | $35793.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                             | Septerna Inc                                                                                              | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        259 | NS      | $6223.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sera Prognostics Inc                                     | Sera Prognostics Inc                                                                                      | CUSIP: 81749D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10456 | NS      | $21225.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                   | Seres Therapeutics Inc                                                                                    | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |       2668 | NS      | $23665.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                               | Seritage Growth Properties                                                                                | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      40977 | NS      | $115145.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                            | Service Corp International/US                                                                             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       3742 | NS      | $308752.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc                                       | Serve Robotics Inc                                                                                        | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        270 | NS      | $2278.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ServiceNow Inc                                           | ServiceNow Inc                                                                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      54457 | NS      | $5693479.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                         | ServiceTitan Inc                                                                                          | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        368 | NS      | $23353.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                               | ServisFirst Bancshares Inc                                                                                | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1150 | NS      | $83754.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                          | Shake Shack Inc                                                                                           | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        189 | NS      | $16720.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARPLINK INC                                            | SHARPLINK INC                                                                                             | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Long             | EC               | CORP              | US        |       1752 | NS      | $11300.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                         | Shenandoah Telecommunications Co                                                                          | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      10154 | NS      | $156574.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                  | Sherwin-Williams Co/The                                                                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      13489 | NS      | $4323898.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                      | Shift4 Payments Inc                                                                                       | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        346 | NS      | $15130.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc                                        | Shoe Carnival Inc                                                                                         | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        148 | NS      | $2307.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                            | Shoals Technologies Group Inc                                                                             | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7289 | NS      | $47961.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                     | Shore Bancshares Inc                                                                                      | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7851 | NS      | $146656.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundThinking Inc                                        | SoundThinking Inc                                                                                         | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |      13023 | NS      | $86212.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                         | Shutterstock Inc                                                                                          | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |         43 | NS      | $714.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                              | SI-BONE Inc                                                                                               | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       6917 | NS      | $87361.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siebert Financial Corp                                   | Siebert Financial Corp                                                                                    | CUSIP: 826176109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          7 | NS      | $13.44         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                           | Sierra Bancorp                                                                                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5036 | NS      | $170821.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                       | Sight Sciences Inc                                                                                        | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13320 | NS      | $50216.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                    | SIGA Technologies Inc                                                                                     | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27433 | NS      | $146766.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                 | Silicon Laboratories Inc                                                                                  | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        324 | NS      | $67440.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                      | Silgan Holdings Inc                                                                                       | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       1615 | NS      | $62662.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvaco Group Inc                                        | Silvaco Group Inc                                                                                         | CUSIP: 82728C102<br>LEI: 89450009UUSWTJL6DP68 | Long             | EC               | CORP              | US        |      18661 | NS      | $132119.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                                  | ARS Pharmaceuticals Inc                                                                                   | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        286 | NS      | $2296.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO Inc                                                  | QXO Inc                                                                                                   | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |       5589 | NS      | $108538.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                              | Simmons First National Corp                                                                               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       8488 | NS      | $165091.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                 | Simon Property Group Inc                                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       8217 | NS      | $1532717.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                 | Simply Good Foods Co/The                                                                                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4122 | NS      | $59150.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                             | Simpson Manufacturing Co Inc                                                                              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        783 | NS      | $134378.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                     | Simulations Plus Inc                                                                                      | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               | CORP              | US        |       1705 | NS      | $20153.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                                             | Sinclair Inc                                                                                              | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1879 | NS      | $24314.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc                                  | Sionna Therapeutics Inc                                                                                   | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         78 | NS      | $3127.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                        | SITE Centers Corp                                                                                         | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      34519 | NS      | $186402.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                             | SiteOne Landscape Supply Inc                                                                              | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |        529 | NS      | $70415.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                              | SiTime Corp                                                                                               | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        125 | NS      | $43168.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                                   | Sirius XM Holdings Inc                                                                                    | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |       6922 | NS      | $159759.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                             | Six Flags Entertainment Corp                                                                              | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        372 | NS      | $6603.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                                           | Skillsoft Corp                                                                                            | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       2888 | NS      | $12389.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillz Inc                                               | Skillz Inc                                                                                                | CUSIP: 83067L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14904 | NS      | $38601.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                       | Champion Homes Inc                                                                                        | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |        720 | NS      | $53546.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sky Harbour Group Corp                                   | Sky Harbour Group Corp                                                                                    | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13135 | NS      | $126490.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc                                              | SkyWest Inc                                                                                               | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |        691 | NS      | $63454.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                   | Skyworks Solutions Inc                                                                                    | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       1555 | NS      | $83270.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                  | SkyWater Technology Inc                                                                                   | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        502 | NS      | $13759.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                    | Skyward Specialty Insurance Group Inc                                                                     | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       1208 | NS      | $52765.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                        | Sleep Number Corp                                                                                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      11081 | NS      | $19890.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                             | Slide Insurance Holdings Inc                                                                              | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |       7104 | NS      | $127872.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                                | Smith & Wesson Brands Inc                                                                                 | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      12989 | NS      | $186132.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                           | A O Smith Corp                                                                                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       2634 | NS      | $173685.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                       | SmartFinancial Inc                                                                                        | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4468 | NS      | $174609.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT Inc                          | Smartstop Self Storage REIT Inc                                                                           | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               |  | US        |       5903 | NS      | $178742.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTRENT INC                                            | SmartRent Inc                                                                                             | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25140 | NS      | $37710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Douglas Homes Corp                                 | Smith Douglas Homes Corp                                                                                  | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1418 | NS      | $18150.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corp                                       | Smith-Midland Corp                                                                                        | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1909 | NS      | $62099.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                     | Smithfield Foods Inc                                                                                      | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      10144 | NS      | $283727.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                       | J M Smucker Co/The                                                                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       2830 | NS      | $272925.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                              | Snap-on Inc                                                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       1216 | NS      | $441675.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                 | Snap Inc                                                                                                  | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       4120 | NS      | $18952.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                            | Snowflake Inc                                                                                             | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       9150 | NS      | $1380003.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                    | SoFi Technologies Inc                                                                                     | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      21204 | NS      | $336719.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                               | SolarEdge Technologies Inc                                                                                | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       1424 | NS      | $72695.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc                        | Solaris Energy Infrastructure Inc                                                                         | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        728 | NS      | $41139.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                                  | Soleno Therapeutics Inc                                                                                   | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        227 | NS      | $7599.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                                    | Solid Biosciences Inc                                                                                     | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3134 | NS      | $22564.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                          | Solid Power Inc                                                                                           | CUSIP: 83422N105<br>LEI: 5299001ZPFRA2QBIQK79 | Long             | EC               | CORP              | US        |       2010 | NS      | $6030.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                           | Solventum Corp                                                                                            | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       2984 | NS      | $194855.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                     | Sonic Automotive Inc                                                                                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       1065 | NS      | $73027.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                       | Sonoco Products Co                                                                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       2023 | NS      | $109424.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                | Sonos Inc                                                                                                 | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       2898 | NS      | $38833.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                         | Sotera Health Co                                                                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5265 | NS      | $75500.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                        | SoundHound AI Inc                                                                                         | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2073 | NS      | $14241.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc                               | South Plains Financial Inc                                                                                | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |       4194 | NS      | $175728.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                       | California BanCorp                                                                                        | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |       8752 | NS      | $155085.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                          | Southern Co/The                                                                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      28375 | NS      | $2738755.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                     | Southern Copper Corp                                                                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       2119 | NS      | $364595.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                            | Southern First Bancshares Inc                                                                             | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2547 | NS      | $138811.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                            | Southern Missouri Bancorp Inc                                                                             | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2511 | NS      | $160553.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southland Holdings Inc                                   | Southland Holdings Inc                                                                                    | CUSIP: 84445C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31135 | NS      | $40475.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                 | Southside Bancshares Inc                                                                                  | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       5321 | NS      | $165429.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                     | SOUTHSTATE BANK CORP                                                                                      | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       1782 | NS      | $164870.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                    | Southwest Airlines Co                                                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       6716 | NS      | $252320.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                               | Southwest Gas Holdings Inc                                                                                | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       3110 | NS      | $270259.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                             | Spectrum Brands Holdings Inc                                                                              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |        567 | NS      | $41787.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                                         | Spire Global Inc                                                                                          | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |       4285 | NS      | $53905.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                | Spire Inc                                                                                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       4291 | NS      | $388507.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                                        | Spok Holdings Inc                                                                                         | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      21713 | NS      | $236671.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                       | Sportsman's Warehouse Holdings Inc                                                                        | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      31163 | NS      | $43939.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                               | Sprouts Farmers Market Inc                                                                                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       1772 | NS      | $136674.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                             | Sprinklr Inc                                                                                              | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |       3375 | NS      | $20250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                        | Sprout Social Inc                                                                                         | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       3732 | NS      | $21272.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                | Block Inc                                                                                                 | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       9495 | NS      | $571409.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                        | STAAR Surgical Co                                                                                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       1362 | NS      | $25469.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                      | STAG Industrial Inc                                                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |       6793 | NS      | $244955.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                              | Standard Motor Products Inc                                                                               | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       4452 | NS      | $154662.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                               | Standex International Corp                                                                                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        486 | NS      | $123861.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                                         | StandardAero Inc                                                                                          | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1398 | NS      | $36110.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                               | Stanley Black & Decker Inc                                                                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       1141 | NS      | $81079.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Group LP                                            | Star Group LP                                                                                             | CUSIP: 85512C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16378 | NS      | $201121.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Holdings                                            | Star Holdings                                                                                             | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |      11741 | NS      | $88879.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                           | Starbucks Corp                                                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      25009 | NS      | $2240556.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                              | Starwood Property Trust Inc                                                                               | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |      14237 | NS      | $245161.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp                                 | Starz Entertainment Corp                                                                                  | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      21387 | NS      | $245950.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                        | State Street Corp                                                                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       7955 | NS      | $1006784.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                       | Steel Dynamics Inc                                                                                        | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       3027 | NS      | $544860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                | Stepan Co                                                                                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       1413 | NS      | $70621.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                                 | Stem Inc                                                                                                  | CUSIP: 85859N300<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |       5396 | NS      | $47700.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                      | Stellar Bancorp Inc                                                                                       | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       4131 | NS      | $151235.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                      | StepStone Group Inc                                                                                       | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1512 | NS      | $72152.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                                          | Stereotaxis Inc                                                                                           | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |      63982 | NS      | $117726.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                  | Sterling Bancorp Inc/MI                                                                                   | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23246 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sterling Infrastructure Inc                              | Sterling Infrastructure Inc                                                                               | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        659 | NS      | $268390.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                        | Stewart Information Services Corp                                                                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       1077 | NS      | $66321.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                    | Stifel Financial Corp                                                                                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       3307 | NS      | $244453.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                           | Stitch Fix Inc                                                                                            | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       6405 | NS      | $21200.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                  | Stock Yards Bancorp Inc                                                                                   | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       1832 | NS      | $121443.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                   | Stoke Therapeutics Inc                                                                                    | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       2951 | NS      | $96084.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                           | Stoneridge Inc                                                                                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |       6606 | NS      | $31906.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                         | StoneX Group Inc                                                                                          | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       3408 | NS      | $274855.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                  | Strategic Education Inc                                                                                   | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |        912 | NS      | $75659.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strive Inc                                               | Strive Inc                                                                                                | CUSIP: 862945300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         11 | NS      | $110.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                                   | Strattec Security Corp                                                                                    | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       1487 | NS      | $116491.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                                   | Stratus Properties Inc                                                                                    | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       3247 | NS      | $99098.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strawberry Fields REIT Inc                               | Strawberry Fields REIT Inc                                                                                | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               |  | US        |         34 | NS      | $404.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                               | Stride Inc                                                                                                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       2056 | NS      | $181277.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                             | Stryker Corp                                                                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       8824 | NS      | $2899478.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                     | Sturm Ruger & Co Inc                                                                                      | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       4925 | NS      | $197443.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                                  | Summit Therapeutics Inc                                                                                   | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        573 | NS      | $10864.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                      | Sun Communities Inc                                                                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       3876 | NS      | $488220.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                        | Sun Country Airlines Holdings Inc                                                                         | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |        505 | NS      | $8342.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                       | SunCoke Energy Inc                                                                                        | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       9146 | NS      | $59540.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                              | SunOpta Inc                                                                                               | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |        465 | NS      | $3013.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                               | Sunrun Inc                                                                                                | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       2866 | NS      | $38862.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                             | Sunstone Hotel Investors Inc                                                                              | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |       4728 | NS      | $42599.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc                                 | Sunrise Realty Trust Inc                                                                                  | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               |  | US        |       8267 | NS      | $63407.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Super Micro Computer Inc                                 | Super Micro Computer Inc                                                                                  | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       5865 | NS      | $133546.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                                | Superior Group of Cos Inc                                                                                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      11622 | NS      | $118079.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                             | Supernus Pharmaceuticals Inc                                                                              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       5068 | NS      | $261964.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                     | Surgery Partners Inc                                                                                      | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       6251 | NS      | $74511.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                      | Sutro Biopharma Inc                                                                                       | CUSIP: 869367201<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       4092 | NS      | $101931.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                           | Sweetgreen Inc                                                                                            | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        503 | NS      | $2610.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                             | Sylvamo Corp                                                                                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |         45 | NS      | $1900.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbotic Inc                                             | Symbotic Inc                                                                                              | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |       1165 | NS      | $61978.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                            | Synaptics Inc                                                                                             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |         17 | NS      | $1190.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                             | Synopsys Inc                                                                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       4192 | NS      | $1662044.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                           | TD SYNNEX Corp                                                                                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       2304 | NS      | $388707.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                               | Syndax Pharmaceuticals Inc                                                                                | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |        386 | NS      | $9016.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                      | Synchrony Financial                                                                                       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       8952 | NS      | $608915.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                               | Sysco Corp                                                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      14519 | NS      | $1035640.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                       | TFS Financial Corp                                                                                        | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12420 | NS      | $174501.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                          | TJX Cos Inc/The                                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      50417 | NS      | $8051594.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                                   | TKO Group Holdings Inc                                                                                    | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2172 | NS      | $437983.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                          | T-Mobile US Inc                                                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      11241 | NS      | $2360947.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                                  | TPG Inc                                                                                                   | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       1626 | NS      | $65869.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                     | Tri Pointe Homes Inc                                                                                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2667 | NS      | $124628.91     | 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               |  | US        |      24062 | NS      | $187924.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc/MD                                               | TSS Inc/MD                                                                                                | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7395 | NS      | $96208.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies Inc                                     | TTM Technologies Inc                                                                                      | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       1486 | NS      | $144766.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG Inc                                                 | TWFG Inc                                                                                                  | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3328 | NS      | $61201.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                           | Tactile Systems Technology Inc                                                                            | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       4461 | NS      | $116565.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                        | Take-Two Interactive Software Inc                                                                         | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       4890 | NS      | $965775.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                                        | Talen Energy Corp                                                                                         | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |        950 | NS      | $303268.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc                                            | Talkspace Inc                                                                                             | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35677 | NS      | $184628.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                         | Talos Energy Inc                                                                                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       7202 | NS      | $113503.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamboran Resources Corp                                  | Tamboran Resources Corp                                                                                   | CUSIP: 87507T101<br>LEI: 529900WBYBEP48BB5133 | Long             | EC               | CORP              | US        |       4774 | NS      | $238652.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                 | Tandem Diabetes Care Inc                                                                                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |        335 | NS      | $6421.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                               | Tanger Inc                                                                                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       4809 | NS      | $163409.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                   | Tango Therapeutics Inc                                                                                    | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4533 | NS      | $94830.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                             | Tapestry Inc                                                                                              | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      15696 | NS      | $2214862.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                              | Target Corp                                                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       9523 | NS      | $1154187.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                     | Targa Resources Corp                                                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       4900 | NS      | $1228577.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                  | Target Hospitality Corp                                                                                   | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1125 | NS      | $10440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                               | Tarsus Pharmaceuticals Inc                                                                                | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2708 | NS      | $189966.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                               | TaskUS Inc                                                                                                | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |       1753 | NS      | $11762.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                | Taylor Morrison Home Corp                                                                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       2450 | NS      | $142688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                                | Taysha Gene Therapies Inc                                                                                 | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12068 | NS      | $53943.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                           | TechTarget Inc                                                                                            | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       3069 | NS      | $11907.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecogen Inc                                              | Tecogen Inc                                                                                               | CUSIP: 87876P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14202 | NS      | $36357.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                                 | Tectonic Therapeutic Inc                                                                                  | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          9 | NS      | $278.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                           | Tejon Ranch Co                                                                                            | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      19381 | NS      | $365138.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                       | Teladoc Health Inc                                                                                        | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |       5681 | NS      | $30961.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                | Teledyne Technologies Inc                                                                                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       1204 | NS      | $728432.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                             | Teleflex Inc                                                                                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        620 | NS      | $74158.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                           | Telephone and Data Systems Inc                                                                            | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |       4955 | NS      | $208605.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                               | Telos Corp                                                                                                | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      16030 | NS      | $67165.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                  | Tenaya Therapeutics Inc                                                                                   | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21195 | NS      | $14675.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc                                            | Tempus AI Inc                                                                                             | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       1042 | NS      | $47119.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                             | Somnigroup International Inc                                                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       7193 | NS      | $531706.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                     | Tenable Holdings Inc                                                                                      | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       3735 | NS      | $63177.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                         | 10X Genomics Inc                                                                                          | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |        140 | NS      | $2972.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                    | Tenet Healthcare Corp                                                                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       2782 | NS      | $524991.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                               | Tennant Co                                                                                                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       2303 | NS      | $152919.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                            | Teradata Corp                                                                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |        588 | NS      | $15070.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                             | Teradyne Inc                                                                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       3208 | NS      | $951043.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                               | Terex Corp                                                                                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       1813 | NS      | $107148.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                             | Terawulf Inc                                                                                              | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       3461 | NS      | $49942.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                                | Terns Pharmaceuticals Inc                                                                                 | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |       2717 | NS      | $143240.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                      | Terreno Realty Corp                                                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |       2446 | NS      | $150233.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                | Tesla Inc                                                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      83940 | NS      | $31204695.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                   | TETRA Technologies Inc                                                                                    | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       7964 | NS      | $67853.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                           | Tetra Tech Inc                                                                                            | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       4567 | NS      | $137558.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc                                 | Tevogen Bio Holdings Inc                                                                                  | CUSIP: 88165K200<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |       1874 | NS      | $8470.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc                             | Texas Capital Bancshares Inc                                                                              | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        913 | NS      | $86625.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                    | Texas Instruments Inc                                                                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      36970 | NS      | $7177355.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                  | Texas Pacific Land Corp                                                                                   | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        632 | NS      | $299921.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                      | Texas Roadhouse Inc                                                                                       | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       1479 | NS      | $244242.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                              | Textron Inc                                                                                               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       4083 | NS      | $357507.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                      | TG Therapeutics Inc                                                                                       | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |       2591 | NS      | $86073.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                     | Beauty Health Co/The                                                                                      | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      17676 | NS      | $15731.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                       | Trade Desk Inc/The                                                                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       4648 | NS      | $105463.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                         | RealReal Inc/The                                                                                          | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       5357 | NS      | $48641.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                             | Thermo Fisher Scientific Inc                                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      15174 | NS      | $7458476.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                               | Thermon Group Holdings Inc                                                                                | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       1705 | NS      | $85932.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                               | Third Coast Bancshares Inc                                                                                | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       3146 | NS      | $119013.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                   | Third Harmonic Bio Inc                                                                                    | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7399 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thor Industries Inc                                      | Thor Industries Inc                                                                                       | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       1395 | NS      | $111446.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                          | 3D Systems Corp                                                                                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      22005 | NS      | $41369.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                              | ThredUp Inc                                                                                               | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      18994 | NS      | $62300.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                    | 3M Co                                                                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      13387 | NS      | $1944194.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                       | Thryv Holdings Inc                                                                                        | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3894 | NS      | $10669.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                            | Tidewater Inc                                                                                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       1215 | NS      | $101513.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                                   | Tile Shop Holdings Inc                                                                                    | CUSIP: 88677Q208<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      13669 | NS      | $41376.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Timberland Bancorp Inc/WA                                | Timberland Bancorp Inc/WA                                                                                 | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5237 | NS      | $206494.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                            | Timken Co/The                                                                                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       1236 | NS      | $124304.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                             | Metallus Inc                                                                                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       3969 | NS      | $64853.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                              | Tiptree Inc                                                                                               | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |       1607 | NS      | $27190.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                  | Titan International Inc                                                                                   | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       3246 | NS      | $22429.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                      | Titan Machinery Inc                                                                                       | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       2755 | NS      | $46063.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                | Toast Inc                                                                                                 | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       5274 | NS      | $139813.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                        | Toll Brothers Inc                                                                                         | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       1702 | NS      | $232271.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                  | Tompkins Financial Corp                                                                                   | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       1470 | NS      | $115894.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp                       | Tonix Pharmaceuticals Holding Corp                                                                        | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |       2510 | NS      | $34512.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                              | Tootsie Roll Industries Inc                                                                               | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       6886 | NS      | $294169.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                            | TopBuild Corp                                                                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        632 | NS      | $222021.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                              | Toro Co/The                                                                                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       1858 | NS      | $173611.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                      | Torrid Holdings Inc                                                                                       | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68728 | NS      | $122335.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank/Portsmouth VA                                 | Towne Bank/Portsmouth VA                                                                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       3585 | NS      | $120706.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                        | Tractor Supply Co                                                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      15353 | NS      | $695490.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                     | Tradeweb Markets Inc                                                                                      | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1670 | NS      | $196492.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                              | Traeger Inc                                                                                               | CUSIP: 89269P202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        331 | NS      | $9599.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                             | Transcat Inc                                                                                              | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |        500 | NS      | $36725.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                    | Transcontinental Realty Investors Inc                                                                     | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |       3076 | NS      | $107290.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                      | TransDigm Group Inc                                                                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1373 | NS      | $1591252.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                    | TransMedics Group Inc                                                                                     | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |        977 | NS      | $97123.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                               | TransUnion                                                                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       1801 | NS      | $124611.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                      | Travel + Leisure Co                                                                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       2136 | NS      | $147789.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                    | Travelers Cos Inc/The                                                                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       6141 | NS      | $1791206.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                                | Travelzoo                                                                                                 | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |       8279 | NS      | $49011.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                 | Travere Therapeutics Inc                                                                                  | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4151 | NS      | $123326.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                              | Treace Medical Concepts Inc                                                                               | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39004 | NS      | $52265.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                            | Tredegar Corp                                                                                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       8705 | NS      | $69204.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA TREEHOUSE FOODS                                   | CONTRA TREEHOUSE FOODS                                                                                    | CUSIP: 894CVR018<br>LEI: 5493007M7EVHE470Q576 | N/A              | DE               |  | US        |       3056 | NS      | $5898.08       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trevi Therapeutics Inc                                   | Trevi Therapeutics Inc                                                                                    | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10265 | NS      | $122461.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triller Group Inc                                        | Triller Group Inc                                                                                         | CUSIP: 895970101<br>LEI: 5493006NA1XBERP7JE98 | Long             | EC               | CORP              | US        |     329518 | NS      | $79051.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                                         | TriCo Bancshares                                                                                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3078 | NS      | $146328.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                              | TriMas Corp                                                                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       4806 | NS      | $172727.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                              | Trimble Inc                                                                                               | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       4909 | NS      | $320214.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                         | TriNet Group Inc                                                                                          | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |        713 | NS      | $25974.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                   | Trinity Industries Inc                                                                                    | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       4014 | NS      | $129170.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                    | Triumph Financial Inc                                                                                     | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |         50 | NS      | $2983.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriSalus Life Sciences Inc                               | TriSalus Life Sciences Inc                                                                                | CUSIP: 89680M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22522 | NS      | $90088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                          | TripAdvisor Inc                                                                                           | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       3234 | NS      | $34474.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                             | TrueBlue Inc                                                                                              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15478 | NS      | $60518.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                            | Trupanion Inc                                                                                             | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |        180 | NS      | $4609.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                    | Truist Financial Corp                                                                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      31550 | NS      | $1450353.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                     | TrustCo Bank Corp NY                                                                                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4486 | NS      | $196397.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                           | Trustmark Corp                                                                                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       3287 | NS      | $138514.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                        | TTEC Holdings Inc                                                                                         | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        778 | NS      | $1945.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                               | Tucows Inc                                                                                                | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |       6548 | NS      | $112363.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuHURA Biosciences Inc                                   | TuHURA Biosciences Inc                                                                                    | CUSIP: 898920103<br>LEI: 549300N7OBMRNSOQC133 | Long             | EC               | CORP              | US        |        161 | NS      | $288.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                 | Turning Point Brands Inc                                                                                  | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       2385 | NS      | $206994.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                        | Turtle Beach Corp                                                                                         | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       3603 | NS      | $36534.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                        | Tutor Perini Corp                                                                                         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       4059 | NS      | $313314.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                               | Twilio Inc                                                                                                | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       3023 | NS      | $380353.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                    | Twist Bioscience Corp                                                                                     | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |        290 | NS      | $13780.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                              | Two Harbors Investment Corp                                                                               | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |      19401 | NS      | $221559.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                                   | Tyler Technologies Inc                                                                                    | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        811 | NS      | $277670.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                     | Tyra Biosciences Inc                                                                                      | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        671 | NS      | $25699.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                          | Tyson Foods Inc                                                                                           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       7365 | NS      | $471875.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                  | UDR Inc                                                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       5357 | NS      | $180959.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                     | UFP Technologies Inc                                                                                      | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |         37 | NS      | $7163.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                 | UGI Corp                                                                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      10284 | NS      | $374543.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                | Udemy Inc                                                                                                 | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |        483 | NS      | $2231.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                       | UMB Financial Corp                                                                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       1289 | NS      | $145386.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                       | UFP Industries Inc                                                                                        | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       1121 | NS      | $103266.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Gold Corp                                             | US Gold Corp                                                                                              | CUSIP: 90291C201<br>LEI: 5299003C2TFXIV9QAV34 | Long             | EC               | CORP              | US        |         58 | NS      | $881.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Goldmining Inc                                        | US Goldmining Inc                                                                                         | CUSIP: 90291W108<br>LEI: 391200A8WKGUPEUHMC68 | Long             | EC               | CORP              | US        |         11 | NS      | $127.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                               | US Bancorp                                                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      67122 | NS      | $3491015.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund           | Goldman Sachs Financial Square Government Fund                                                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  196053340 | NS      | $196053339.90  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                       | UMH Properties Inc                                                                                        | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      15733 | NS      | $227027.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                | USANA Health Sciences Inc                                                                                 | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       2426 | NS      | $42382.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                  | US Physical Therapy Inc                                                                                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       1223 | NS      | $91676.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                    | Uber Technologies Inc                                                                                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      58842 | NS      | $4232505.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                             | Ubiquiti Inc                                                                                              | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |         21 | NS      | $16596.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                              | USCB Financial Holdings Inc                                                                               | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8457 | NS      | $156792.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                               | UiPath Inc                                                                                                | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |        445 | NS      | $4939.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                                         | UL Solutions Inc                                                                                          | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       3458 | NS      | $296385.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                          | Ulta Beauty Inc                                                                                           | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       1381 | NS      | $721862.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                 | Ultra Clean Holdings Inc                                                                                  | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |         15 | NS      | $932.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                            | Ultragenyx Pharmaceutical Inc                                                                             | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       1058 | NS      | $22165.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                         | Under Armour Inc                                                                                          | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |         16 | NS      | $94.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                         | Under Armour Inc                                                                                          | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |         14 | NS      | $81.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                                | Unifi Inc                                                                                                 | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      20037 | NS      | $71532.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                         | UniFirst Corp/MA                                                                                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        301 | NS      | $75728.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Bankshares Inc/Morrisville VT                      | Union Bankshares Inc/Morrisville VT                                                                       | CUSIP: 905400107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         17 | NS      | $413.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                       | Union Pacific Corp                                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      25600 | NS      | $6211072.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                              | Unisys Corp                                                                                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      35536 | NS      | $73559.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                            | United Community Banks Inc/GA                                                                             | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       2807 | NS      | $88392.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                 | United Bankshares Inc/WV                                                                                  | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       3698 | NS      | $153171.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                             | United Airlines Holdings Inc                                                                              | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       6309 | NS      | $580869.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                    | United Fire Group Inc                                                                                     | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6000 | NS      | $222360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp                          | American Coastal Insurance Corp                                                                           | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |      11366 | NS      | $127867.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                 | United Natural Foods Inc                                                                                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       8032 | NS      | $361921.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                | United Parcel Service Inc                                                                                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      15405 | NS      | $1515543.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                       | United Rentals Inc                                                                                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       1350 | NS      | $983556.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corp                              | United States Antimony Corp                                                                               | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5200 | NS      | $45396.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Array Digital Infrastructure Inc                         | Array Digital Infrastructure Inc                                                                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       2770 | NS      | $127807.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                        | United States Lime & Minerals Inc                                                                         | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |        378 | NS      | $49370.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                    | US Foods Holding Corp                                                                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       7562 | NS      | $697292.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bills                                                                                       | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  150000000 | PA      | $149667340.50  | 2.65%             | 2026-04-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                          | Uniti Group Inc                                                                                           | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |       8406 | NS      | $78848.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                 | United Therapeutics Corp                                                                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       3433 | NS      | $2035700.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                   | UnitedHealth Group Inc                                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      35807 | NS      | $9689016.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                              | Unitil Corp                                                                                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5446 | NS      | $284499.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                        | Unity Bancorp Inc                                                                                         | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       2931 | NS      | $151913.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                       | Unity Software Inc                                                                                        | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       5038 | NS      | $110533.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                        | Universal Corp/VA                                                                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       4002 | NS      | $210905.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                   | Universal Display Corp                                                                                    | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        209 | NS      | $19156.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                     | Universal Health Realty Income Trust                                                                      | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |       7626 | NS      | $308624.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                         | Universal Insurance Holdings Inc                                                                          | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       8879 | NS      | $303306.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                         | Universal Logistics Holdings Inc                                                                          | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        175 | NS      | $3699.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                            | Universal Health Services Inc                                                                             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       1794 | NS      | $321072.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                        | Universal Technical Institute Inc                                                                         | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       2980 | NS      | $107578.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                   | Univest Financial Corp                                                                                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       3640 | NS      | $124706.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                               | Unum Group                                                                                                | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       5146 | NS      | $375812.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unusual Machines Inc /US                                 | Unusual Machines Inc /US                                                                                  | CUSIP: 91532F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1914 | NS      | $23733.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                     | Upstart Holdings Inc                                                                                      | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |        414 | NS      | $10619.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                               | Upwork Inc                                                                                                | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |        603 | NS      | $6608.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                                            | Ur-Energy Inc                                                                                             | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |      33917 | NS      | $50536.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                      | Uranium Energy Corp                                                                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       8658 | NS      | $116883.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                     | Urban Outfitters Inc                                                                                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       3049 | NS      | $193154.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                    | Urban Edge Properties                                                                                     | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       7130 | NS      | $142457.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc                                       | USA Rare Earth Inc                                                                                        | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4373 | NS      | $66185.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                                | Utah Medical Products Inc                                                                                 | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       4276 | NS      | $265069.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                           | Utz Brands Inc                                                                                            | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |       8580 | NS      | $67953.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                  | VF Corp                                                                                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        492 | NS      | $8359.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                        | UWM Holdings Corp                                                                                         | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         93 | NS      | $336.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                 | VSE Corp                                                                                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        750 | NS      | $138300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                        | VAALCO Energy Inc                                                                                         | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      31633 | NS      | $200553.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                         | Vail Resorts Inc                                                                                          | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        790 | NS      | $101372.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                       | Valero Energy Corp                                                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       7907 | NS      | $1953661.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                  | Valley National Bancorp                                                                                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      18859 | NS      | $231588.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                   | Valmont Industries Inc                                                                                    | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        570 | NS      | $227754.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                           | Value Line Inc                                                                                            | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3076 | NS      | $108552.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                            | Valvoline Inc                                                                                             | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       5424 | NS      | $182680.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                | Vanda Pharmaceuticals Inc                                                                                 | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      24774 | NS      | $171188.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Fallen Angel High Yield Bond ETF                  | VanEck Fallen Angel High Yield Bond ETF                                                                   | CUSIP: 92189F437<br>LEI: 549300A6A1N73WLV0K30 | Long             | EC               | RF                | US        |     570300 | NS      | $16379016.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Inflation-Protected Securities ETF   | Vanguard Short-Term Inflation-Protected Securities ETF                                                    | CUSIP: 922020805<br>LEI: N/A                  | Long             | EC               | RF                | US        |   10284100 | NS      | $513690795.00  | 9.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                      | Varonis Systems Inc                                                                                       | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |        565 | NS      | $12130.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                    | Veeco Instruments Inc                                                                                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |         58 | NS      | $1963.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                  | V2X Inc                                                                                                   | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1162 | NS      | $79597.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                        | Veeva Systems Inc                                                                                         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       4625 | NS      | $812427.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                   | Velocity Financial Inc                                                                                    | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10020 | NS      | $181261.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                               | Ventas Inc                                                                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      13428 | NS      | $1098141.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                                 | Vanguard Real Estate ETF                                                                                  | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Long             | EC               | RF                | US        |     236400 | NS      | $20968680.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Inc                                       | Venture Global Inc                                                                                        | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |      10986 | NS      | $173139.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Clean Fuels Inc                                    | Verde Clean Fuels Inc                                                                                     | CUSIP: 923372106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         20 | NS      | $33.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                             | Verastem Inc                                                                                              | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |       5517 | NS      | $29240.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                             | Veracyte Inc                                                                                              | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |        872 | NS      | $28087.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                    | Vera Therapeutics Inc                                                                                     | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        270 | NS      | $10862.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                             | Veralto Corp                                                                                              | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       6677 | NS      | $590380.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                             | VeriSign Inc                                                                                              | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       2566 | NS      | $637291.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                               | Verizon Communications Inc                                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     175040 | NS      | $8787008.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                     | Verisk Analytics Inc                                                                                      | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       3140 | NS      | $595815.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                             | Vericel Corp                                                                                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       1387 | NS      | $44619.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                                             | Veritone Inc                                                                                              | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |      14673 | NS      | $28905.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Verra Mobility Corp                                      | Verra Mobility Corp                                                                                       | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |       6562 | NS      | $93770.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc                                  | Versant Media Group Inc                                                                                   | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       3380 | NS      | $125127.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                               | Vertex Pharmaceuticals Inc                                                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      11542 | NS      | $5153964.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                       | Vertiv Holdings Co                                                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      18598 | NS      | $4660286.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                               | Vertex Inc                                                                                                | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |        588 | NS      | $6991.32       | 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        |       3597 | NS      | $131758.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                               | Viasat Inc                                                                                                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       6394 | NS      | $292845.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                      | Viavi Solutions Inc                                                                                       | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      10988 | NS      | $365680.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                              | Viatris Inc                                                                                               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      30171 | NS      | $407610.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc                                   | Via Transportation Inc                                                                                    | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |        138 | NS      | $2070.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                     | Viant Technology Inc                                                                                      | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         72 | NS      | $806.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                      | VICI Properties Inc                                                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      29144 | NS      | $796214.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                               | Vicor Corp                                                                                                | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        849 | NS      | $136689.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                   | Victoria's Secret & Co                                                                                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       1460 | NS      | $67685.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                             | Victory Capital Holdings Inc                                                                              | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |        616 | NS      | $40335.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                                    | Viemed Healthcare Inc                                                                                     | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      31989 | NS      | $294618.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                                  | Viking Therapeutics Inc                                                                                   | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |         42 | NS      | $1366.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA VIGIL NEUROSCIE                                   | CONTRA VIGIL NEUROSCIE                                                                                    | CUSIP: 926CVR010<br>LEI: N/A                  | N/A              | DE               |  | US        |       2973 | NS      | $148.65        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Village Super Market Inc                                 | Village Super Market Inc                                                                                  | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       7450 | NS      | $314613.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                                          | Virco Mfg. Corp                                                                                           | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13924 | NS      | $85214.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc                             | Virgin Galactic Holdings Inc                                                                              | CUSIP: 92766K403<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |       6242 | NS      | $15168.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics Inc                                | Viridian Therapeutics Inc                                                                                 | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |       1684 | NS      | $32939.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                      | Virtu Financial Inc                                                                                       | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       2070 | NS      | $91038.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                 | Visa Inc                                                                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      74110 | NS      | $22399006.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                           | Virtus Investment Partners Inc                                                                            | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        289 | NS      | $38827.15      | 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        |       1859 | NS      | $80717.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                             | Visteon Corp                                                                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       1483 | NS      | $135116.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                              | Vistra Corp                                                                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       8703 | NS      | $1308321.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                                     | Vita Coco Co Inc/The                                                                                      | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |       3136 | NS      | $150245.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                          | Vital Farms Inc                                                                                           | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       2160 | NS      | $30499.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                                       | Vitesse Energy Inc                                                                                        | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6749 | NS      | $122561.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivid Seats Inc                                          | Vivid Seats Inc                                                                                           | CUSIP: 92854T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3672 | NS      | $21701.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vontier Corp                                             | Vontier Corp                                                                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       2294 | NS      | $81368.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                                 | Voyager Technologies Inc                                                                                  | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |       6228 | NS      | $145672.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor BioPharma Inc                                        | Vor BioPharma Inc                                                                                         | CUSIP: 929033207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9093 | NS      | $162219.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                     | Vornado Realty Trust                                                                                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       2934 | NS      | $76254.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                       | Voya Financial Inc                                                                                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       2061 | NS      | $140807.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                                 | Voyager Therapeutics Inc                                                                                  | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      12307 | NS      | $47505.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                      | Vulcan Materials Co                                                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       3223 | NS      | $877622.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vroom Inc                                                | Vroom Inc                                                                                                 | CUSIP: 92918V307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $13.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vox Royalty Corp                                         | Vox Royalty Corp                                                                                          | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        289 | NS      | $1514.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                               | Vuzix Corp                                                                                                | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |      27032 | NS      | $62443.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore Inc                                         | W&T Offshore Inc                                                                                          | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      51897 | NS      | $176968.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                 | WD-40 Co                                                                                                  | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       1425 | NS      | $290614.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                      | WSFS Financial Corp                                                                                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       1862 | NS      | $121886.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                             | WP Carey Inc                                                                                              | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       8382 | NS      | $569640.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                     | WEC Energy Group Inc                                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       9401 | NS      | $1088353.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                     | Wabash National Corp                                                                                      | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |        293 | NS      | $2525.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                        | WM Technology Inc                                                                                         | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |      64516 | NS      | $42477.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                 | Westinghouse Air Brake Technologies Corp                                                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       3975 | NS      | $993392.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                              | Walmart Inc                                                                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     109566 | NS      | $13616862.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                      | Walker & Dunlop Inc                                                                                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        248 | NS      | $11006.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                   | CONTRA WALGREENS BOOTS                                                                                    | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |      12948 | NS      | $6862.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Warby Parker Inc                                         | Warby Parker Inc                                                                                          | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        487 | NS      | $10261.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                | Warner Bros Discovery Inc                                                                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      56335 | NS      | $1546959.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                  | Warner Music Group Corp                                                                                   | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4464 | NS      | $114010.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                 | WaFd Inc                                                                                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2901 | NS      | $91091.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                             | Washington Trust Bancorp Inc                                                                              | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       6193 | NS      | $207217.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                     | Waste Management Inc                                                                                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      11686 | NS      | $2685325.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                              | Waters Corp                                                                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       2197 | NS      | $654266.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                 | Waterstone Financial Inc                                                                                  | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      12011 | NS      | $216558.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                               | Watsco Inc                                                                                                | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        410 | NS      | $149153.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                             | Watts Water Technologies Inc                                                                              | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       1257 | NS      | $364894.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                              | Wayfair Inc                                                                                               | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       2279 | NS      | $171403.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc                               | Climb Global Solutions Inc                                                                                | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |       1584 | NS      | $31394.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                                     | Waystar Holding Corp                                                                                      | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |       4696 | NS      | $113220.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                 | Weave Communications Inc                                                                                  | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8504 | NS      | $39288.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                   | Webster Financial Corp                                                                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       3710 | NS      | $257548.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc                                | Webtoon Entertainment Inc                                                                                 | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3676 | NS      | $33782.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc                                         | Weis Markets Inc                                                                                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2843 | NS      | $194432.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                         | Wells Fargo & Co                                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     126460 | NS      | $10067480.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                            | Welltower Inc                                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      17608 | NS      | $3481277.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                           | Wendy's Co/The                                                                                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       4995 | NS      | $34715.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                   | Werner Enterprises Inc                                                                                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       1075 | NS      | $31615.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                             | WesBanco Inc                                                                                              | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2252 | NS      | $77671.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                  | WESCO International Inc                                                                                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       1017 | NS      | $278271.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                         | West BanCorp Inc                                                                                          | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |       8675 | NS      | $206378.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                         | West Pharmaceutical Services Inc                                                                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        889 | NS      | $222818.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                      | Westamerica BanCorp                                                                                       | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       3783 | NS      | $197283.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                 | Western Alliance Bancorp                                                                                  | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       1660 | NS      | $117611.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                     | Western Digital Corp                                                                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       7779 | NS      | $2104141.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                     | Western Union Co/The                                                                                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      12236 | NS      | $106820.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Co                                       | Westrock Coffee Co                                                                                        | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12225 | NS      | $51956.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc                                                  | WEX Inc                                                                                                   | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         97 | NS      | $14844.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                          | Weyco Group Inc                                                                                           | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       2828 | NS      | $90637.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                          | Weyerhaeuser Co                                                                                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       9461 | NS      | $231132.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                           | Whirlpool Corp                                                                                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |         93 | NS      | $5014.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                          | Whitestone REIT                                                                                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      16813 | NS      | $271529.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                    | John Wiley & Sons Inc                                                                                     | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       2030 | NS      | $77343.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                        | Willdan Group Inc                                                                                         | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       1521 | NS      | $116447.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                     | Williams Cos Inc/The                                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      54289 | NS      | $3951153.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                      | Williams-Sonoma Inc                                                                                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       2768 | NS      | $504689.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp                                | Willis Lease Finance Corp                                                                                 | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |        134 | NS      | $22814.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                   | WillScot Holdings Corp                                                                                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       1141 | NS      | $19807.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                             | Wingstop Inc                                                                                              | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        235 | NS      | $36417.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                             | Winmark Corp                                                                                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        574 | NS      | $245413.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                 | Winnebago Industries Inc                                                                                  | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       1024 | NS      | $31733.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                  | Wintrust Financial Corp                                                                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       1484 | NS      | $206186.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                           | WisdomTree Inc                                                                                            | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      13941 | NS      | $202980.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide Inc                                 | Wolverine World Wide Inc                                                                                  | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |        393 | NS      | $6413.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                             | Woodward Inc                                                                                              | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       4661 | NS      | $1668265.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                              | Workday Inc                                                                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       5714 | NS      | $742362.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                              | Workiva Inc                                                                                               | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |        348 | NS      | $20751.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                    | World Acceptance Corp                                                                                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        294 | NS      | $39701.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                        | World Kinect Corp                                                                                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       4632 | NS      | $106860.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                              | Worthington Enterprises Inc                                                                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       2459 | NS      | $128212.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                     | WW International Inc                                                                                      | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |        624 | NS      | $8573.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                             | Wyndham Hotels & Resorts Inc                                                                              | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       1495 | NS      | $121438.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                         | Wynn Resorts Ltd                                                                                          | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       2067 | NS      | $209903.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                  | XPO Inc                                                                                                   | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       8397 | NS      | $1633636.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                 | XPEL Inc                                                                                                  | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        478 | NS      | $21156.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                          | Xcel Energy Inc                                                                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      16176 | NS      | $1285021.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XCF Global Inc                                           | XCF Global Inc                                                                                            | CUSIP: 98400U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         69 | NS      | $25.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                               | Xenia Hotels & Resorts Inc                                                                                | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       2066 | NS      | $30638.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corp                                        | XOMA Royalty Corp                                                                                         | CUSIP: 98419J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4188 | NS      | $131377.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                             | Xylem Inc/NY                                                                                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       6501 | NS      | $776869.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                                | Xenon Pharmaceuticals Inc                                                                                 | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        369 | NS      | $21457.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                             | Xeris Biopharma Holdings Inc                                                                              | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31372 | NS      | $181957.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                   | Xponential Fitness Inc                                                                                    | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5550 | NS      | $33411.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                              | Xometry Inc                                                                                               | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       1305 | NS      | $53296.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                | Xperi Inc                                                                                                 | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               | CORP              | US        |      23896 | NS      | $133817.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                 | Yelp Inc                                                                                                  | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       2542 | NS      | $62889.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                 | Yext Inc                                                                                                  | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       7304 | NS      | $28047.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                        | YETI Holdings Inc                                                                                         | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |        103 | NS      | $3768.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                                        | York Water Co/The                                                                                         | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10333 | NS      | $314639.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                          | Yum! Brands Inc                                                                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       7797 | NS      | $1212277.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                  | Zebra Technologies Corp                                                                                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        440 | NS      | $91995.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc                                      | Zenas Biopharma Inc                                                                                       | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2034 | NS      | $39764.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                             | Zentalis Pharmaceuticals Inc                                                                              | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24619 | NS      | $57608.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                         | Zillow Group Inc                                                                                          | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        486 | NS      | $20115.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                         | Zillow Group Inc                                                                                          | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       1445 | NS      | $59794.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                                | Zevia PBC                                                                                                 | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        270 | NS      | $315.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                | Zeta Global Holdings Corp                                                                                 | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |        923 | NS      | $14694.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                               | Zimmer Biomet Holdings Inc                                                                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       3888 | NS      | $351552.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                         | Zions Bancorp NA                                                                                          | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       2733 | NS      | $157475.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                               | Zoetis Inc                                                                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      11292 | NS      | $1334827.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                         | ZipRecruiter Inc                                                                                          | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |       6341 | NS      | $11667.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                | ZoomInfo Technologies Inc                                                                                 | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |       4914 | NS      | $29385.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                              | Zscaler Inc                                                                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       2877 | NS      | $403614.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                  | Zoom Communications Inc                                                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       6524 | NS      | $524464.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zspace Inc                                               | Zspace Inc                                                                                                | CUSIP: 98980W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         28 | NS      | $3.18          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                               | Zumiez Inc                                                                                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       2061 | NS      | $45671.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                          | Zurn Elkay Water Solutions Corp                                                                           | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       6029 | NS      | $270340.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                            | Zymeworks Inc                                                                                             | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |       3977 | NS      | $99584.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127093  TRS USD R E JPGSMARB INDEX / Short: ES127093  TRS USD P V 00MSOFR SOFRRATE +89 BPS        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    9523061 | OU      | $55981.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                              | Long: ES127527  TRS USD R E BCOMRS INDEX / Short: ES127527  TRS USD P F   .00000                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |   14346439 | OU      | $245735.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128280  TRS USD R E ES128280 JPGSMARB RE / Short: ES128280  TRS USD P V 00MSOFR ES128280 +89BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   31155727 | OU      | $183148.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                              | Long: ES128431  TRS USD R E BCOMRS INDEX / Short: ES128431  TRS USD P F   .00000                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |    4885355 | OU      | $83679.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | Long: ES128867  TRS USD R V 00MSOFR SOFRRATE + 72 BPS / Short: ES128867  TRS USD P E .RUATU + INDEX       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   64393314 | OU      | $1449826.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128977  TRS USD R E .JPGSMARB  INDEX / Short: ES128977  TRS USD P V 00MSOFR SOFRRATE + 89 BPS     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    6715916 | OU      | $39479.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES129333  TRS USD R V 00MSOFR SOFRRATE +68.5 BPS / Short: ES129333  TRS USD P E .RUATU INDEX        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  294758444 | OU      | $6636538.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                              | Long: ES129863  TRS USD R V 00MSOFR SOFRRATE+35BPS / Short: ES129863  TRS USD P E .DMIWO00000NUS INDEX    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   46196133 | OU      | $1129087.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES130250  TRS USD R E .BCOMRS / Short: ES130250  TRS USD P F   .00000                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |   11048344 | OU      | $189243.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                              | Long: ES130280  TRS USD R V 00MSOFR SOFRRATE +32BPS / Short: ES130280  TRS USD P E MSCI WORLD DAILY INDEX | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   49299277 | OU      | $1204932.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES131466  TRS USD R E .JPGSMARB INDEX / Short: ES131466  TRS USD P V 00MSOFR SOFRRATE+89BPS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    7809268 | OU      | $45906.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                              | Long: ES131826  TRS USD R V 01MSOFR SOFRRATE +58 BPS / Short: ES131826  TRS USD P E .RUATU INDEX          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |  764282798 | OU      | $17207962.70   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132647  TRS USD R E JCUBIXY1 INDEX / Short: ES132647  TRS USD P F  1.00000 TRS                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   12467960 | OU      | $133949.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132631  TRS USD R E .BCOMRS INDEX / Short: ES132631  TRS USD P F  1.00000 TRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |   13699384 | OU      | $234652.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                         | Long: ES132617  TRS EUR R E .DBCDSBEF INDEX / Short: ES132617  TRS EUR P F  1.00000 TRS                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               |  | DE        |  281802465 | OU      | $-699438.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                         | Long: ES132622  TRS USD R E .DBCDSBUF  INDEX / Short: ES132622  TRS USD P F  1.00000                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               |  | US        |  335122063 | OU      | $-598005.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132661  TRS USD R E .AMZX INDEX / Short: ES132661  TRS USD P F  1.00000 TRS                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    8648184 | OU      | $30061.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132669  TRS USD R E .JPOSSVV1 INDEX / Short: ES132669  TRS USD P F  1.00000 TRS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   34704264 | OU      | $1239846.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132671  TRS USD R E JPOSSVHY INDEX / Short: ES132671  TRS USD P F  1.00000 TRS                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   19094603 | OU      | $-26823.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Long: ES132674  TRS USD R E .MSCBVMH3 INDEX / Short: ES132674  TRS USD P F  1.00000 TRS                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |  249163276 | OU      | $1051489.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Long: ES132687  TRS USD R E .MSVXCS01 INDEX / Short: ES132687  TRS USD P F  1.00000 TRS                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |   56374659 | OU      | $1309365.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132664  TRS USD R E .JPOSCUVS  INDEX / Short: ES132664  TRS USD P F  1.00000 TRS                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   35298244 | OU      | $-725195.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Long: ES132676  TRS USD R E .MSFVWGTT INDEX / Short: ES132676  TRS USD P F  1.00000 TRS                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |  516494894 | OU      | $1447981.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | Long: ES132630  TRS USD R V 00MSOFR0 SOFRRATE +51 BPS / Short: ES132630  TRS USD P E .RUATU INDEX         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |  521597007 | OU      | $11743849.08   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES132750  TRS USD R V 00MSOFR SOFRRATE +24 BPS / Short: ES132750  TRS USD P E NDDUWI INDEX          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   37995968 | OU      | $928666.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                              | Long: ES132752  TRS USD R V 00MSOFR SOFRRATE + 48 BPS / Short: ES132752  TRS USD P E RU30INTR INDEX       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |  130170471 | OU      | $2930811.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: BX003372  CDS EUR R V 03MEVENT 1 CCPCDX / Short: BX003372  CDS EUR P F  1.00000 2 CCPCDX            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  148000000 | OU      | $-2348562.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: SX003378  CDS EUR R F  5.00000 2 CCPCDX / Short: SX003378  CDS EUR P V 03MEVENT 1 CCPCDX            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  171550000 | OU      | $12421851.19   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: BX003377  CDS USD R V 03MEVENT 1 CCPCDX / Short: BX003377  CDS USD P F  1.00000 2 CCPCDX            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  338450000 | OU      | $-5839954.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: SX003379  CDS USD R F  5.00000 2 CCPCDX / Short: SX003379  CDS USD P V 03MEVENT 1 CCPCDX            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |  188950000 | OU      | $9060624.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                             | NATURAL GAS FUTR MAY26                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -137 | NC      | $220821.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | COPPER FUTURE MAY26                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         26 | NC      | $-112846.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT SEP26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      -1180 | NC      | $543607.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NATURAL GAS FUTR MAR27                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         56 | NC      | $-103004.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT JUN26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -957 | NC      | $219692.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE DEC26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         40 | NC      | $-72512.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE DEC26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -40 | NC      | $64596.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU DEC26                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -191 | NC      | $79447.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT MAR27                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -881 | NC      | $124591.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT JUN27                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -657 | NC      | $-8925.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR MAR27                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -573 | NC      | $290191.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR SEP26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -577 | NC      | $574656.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -557 | NC      | $467165.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT DEC26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      -1081 | NC      | $372784.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT DEC27                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -254 | NC      | $-42879.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -329 | NC      | $318553.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT SEP27                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -457 | NC      | $-60780.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR DEC26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -595 | NC      | $417623.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU SEP26                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -236 | NC      | $181716.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU MAR27                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -185 | NC      | $53633.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR JUN27                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -534 | NC      | $204813.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR SEP27                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -506 | NC      | $115008.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR DEC27                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -451 | NC      | $39939.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU JUN27                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -184 | NC      | $32006.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT MAR28                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -119 | NC      | $-28363.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU DEC27                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -207 | NC      | $-21057.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR MAR28                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -354 | NC      | $17605.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR DEC26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        100 | NC      | $347624.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR DEC26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -100 | NC      | $-97200.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | BRENT CRUDE FUTR JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        166 | NC      | $2750186.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | WTI CRUDE FUTURE JUN26                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         75 | NC      | $2323023.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU SEP27                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -199 | NC      | $5233.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU MAR28                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -201 | NC      | $-17916.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | GOLD 100 OZ FUTR JUN26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         24 | NC      | $-1142106.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | 90-DAY BANK BILL JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -447 | NC      | $317603.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JUN26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         40 | NC      | $341277.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JUN26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -40 | NC      | $-341633.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                 | 3M CORRA FUTURES DEC26                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -222 | NC      | $-47074.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | 90-DAY BANK BILL DEC26                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -526 | NC      | $344626.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | WTI CRUDE FUTURE MAY26                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         20 | NC      | $291744.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT JUN26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       1883 | NC      | $-17449031.15  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COFFEE 'C' FUTURE MAY26                                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -31 | NC      | $-111311.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN FUTURE JUL26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         63 | NC      | $159654.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | CORN FUTURE MAY26                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -89 | NC      | $-100354.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | WHEAT FUTURE(CBT) MAY26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         79 | NC      | $57701.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | SUGAR 11 (WORLD) MAY26                                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -224 | NC      | $-509355.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 JUN26                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       4120 | NC      | $-8744134.65   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | DAX INDEX FUTURE JUN26                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -5 | NC      | $-29342.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | THREE-MONTH SARON JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -147 | NC      | $-2288.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | 90-DAY BANK BILL SEP26                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -479 | NC      | $399260.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                           | FTSE/JSE TOP 40 JUN26                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         49 | NC      | $-72793.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE APR26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        307 | NC      | $-437186.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE APR26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -307 | NC      | $633733.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR APR26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        199 | NC      | $1957344.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR APR26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -199 | NC      | $-333694.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE APR26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        185 | NC      | $-292687.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE APR26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -185 | NC      | $38337.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                 | 3M CORRA FUTURES JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -202 | NC      | $-24096.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NY HARB ULSD FUT MAY26                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         20 | NC      | $675220.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COTTON NO.2 FUTR MAY26                                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -99 | NC      | $-295359.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | BRENT CRUDE FUTR JUL26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -92 | NC      | $-610884.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR MAY26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        355 | NC      | $2454498.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR MAY26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -236 | NC      | $-2905522.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE MAY26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         28 | NC      | $664.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE MAY26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -407 | NC      | $603846.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE MAY26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        184 | NC      | $122754.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE MAY26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -127 | NC      | $-460602.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | WHEAT FUTURE(CBT) JUL26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         66 | NC      | $262957.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE APR26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         86 | NC      | $-33236.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE APR26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -86 | NC      | $-1504.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JUN26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         29 | NC      | $-117602.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JUN26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -29 | NC      | $113698.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | KC HRW WHEAT FUT MAY26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -45 | NC      | $-193086.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | THREE-MONTH SARON SEP26                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -160 | NC      | $5037.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN OIL FUTR MAY26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -76 | NC      | $-517210.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN MEAL FUTR MAY26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -65 | NC      | $-33674.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN FUTURE MAY26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        205 | NC      | $-190498.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                 | 3M CORRA FUTURES SEP26                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -217 | NC      | $-37934.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE MAY26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         77 | NC      | $-81123.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE MAY26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -48 | NC      | $4503.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COFFEE 'C' FUTURE DEC26                                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         13 | NC      | $-60673.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR JUL26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         80 | NC      | $1121491.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR JUL26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -80 | NC      | $-1084200.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | CORN FUTURE DEC26                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        127 | NC      | $-33819.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN OIL FUTR JUL26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         60 | NC      | $418122.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LIVE CATTLE FUTR JUN26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         35 | NC      | $125117.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE AUG26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         16 | NC      | $-55348.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE AUG26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -16 | NC      | $66043.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | SILVER FUTURE MAY26                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          9 | NC      | $-399019.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | GASOLINE RBOB FUT OCT26                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         19 | NC      | $405402.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | KC HRW WHEAT FUT JUL26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         42 | NC      | $201461.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                | CBOE VIX FUTURE APR26                                                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         27 | NC      | $2035.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | NASDAQ 100 E-MINI JUN26                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         24 | NC      | $-470503.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | E-MINI RUSS 2000 JUN26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        172 | NC      | $132826.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                               | FTSE/MIB IDX FUT JUN26                                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         24 | NC      | $-61916.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | FTSE 100 IDX FUT JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        835 | NC      | $-2361030.29   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | LOW SU GASOIL G MAY26                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         33 | NC      | $865358.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LEAN HOGS FUTURE JUN26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         14 | NC      | $-32105.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | GASOLINE RBOB FUT MAY26                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         34 | NC      | $721760.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COTTON NO.2 FUTR DEC26                                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         25 | NC      | $50046.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | THREE-MONTH SARON DEC26                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -148 | NC      | $7073.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                | CBOE VIX FUTURE MAY26                                                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -126 | NC      | $-428829.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE AUG26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         22 | NC      | $191260.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE AUG26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -22 | NC      | $-208496.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN MEAL FUTR JUL26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         60 | NC      | $40602.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE OCT26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         54 | NC      | $-164169.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE OCT26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -54 | NC      | $100779.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | VSTOXX FUTURE APR26                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       2007 | NC      | $309207.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | CATTLE FEEDER FUT MAY26                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         17 | NC      | $199916.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | SUGAR 11 (WORLD) MAR27                                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        138 | NC      | $311048.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE SEP26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         32 | NC      | $313736.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE SEP26                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -32 | NC      | $-377901.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LIVE CATTLE FUTR AUG26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         21 | NC      | $111522.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE NOV26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         55 | NC      | $-200269.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE NOV26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -55 | NC      | $156139.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                | CBOE VIX FUTURE JUN26                                                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -96 | NC      | $-35064.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | COPPER FUTURE JUL26                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         28 | NC      | $-163639.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LEAN HOGS FUTURE JUL26                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         20 | NC      | $-22264.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE DEC26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         22 | NC      | $-91757.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE DEC26                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -22 | NC      | $38774.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BOBL FUTURE JUN26                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -873 | NC      | $348401.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUND FUTURE JUN26                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -548 | NC      | $128622.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-OAT FUTURE JUN26                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        173 | NC      | $-145680.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BTP FUTURE JUN26                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        202 | NC      | $-387621.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-SCHATZ FUT JUN26                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -1399 | NC      | $738570.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUXL 30Y BND JUN26                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -201 | NC      | $-156480.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                           | TOPIX INDX FUTR JUN26                                                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        586 | NC      | $-5256456.19   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR JAN27                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         26 | NC      | $-57626.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JAN27                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         19 | NC      | $-26315.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JAN27                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -19 | NC      | $6190.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE JAN27                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         11 | NC      | $-23479.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US LONG BOND(CBT) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -200 | NC      | $-127374.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR NOTE (CBT)JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -44 | NC      | $-9708.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | AUST 10Y BOND FUT JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -22 | NC      | $-8040.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                 | CAN 10YR BOND FUT JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -249 | NC      | $-123353.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P MID 400 EMINI JUN26                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         91 | NC      | $284726.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 5YR NOTE (CBT) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -725 | NC      | $-265413.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 2YR NOTE (CBT) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -794 | NC      | $321182.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | LONG GILT FUTURE JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -244 | NC      | $-93471.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                      | OMXS30 IND FUTURE APR26                                                                                   | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        275 | NC      | $-209912.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | CBOE VOLATILITY INDEX                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1370 | NC      | $455525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                          | HSCEI FUTURES APR26                                                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        -45 | NC      | $5423.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                              | CAC40 10 EURO FUT APR26                                                                                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |        -19 | NC      | $-25182.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                               | IBEX 35 INDX FUTR APR26                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         30 | NC      | $-97868.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JAN27                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         16 | NC      | $-77613.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JAN27                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -16 | NC      | $45972.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                          | HANG SENG IDX FUT APR26                                                                                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         16 | NC      | $-1530.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                 | S+P/TSX 60 IX FUT JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |         36 | NC      | $-51888.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | CBOE VOLATILITY INDEX                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1260 | NC      | $526050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                           | JPN 10Y BOND(OSE) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -124 | NC      | $573652.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -2 | NC      | $-20289.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -1 | NC      | $-12.60        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -3 | NC      | $-48013.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -2 | NC      | $-52.94        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -2 | NC      | $-25.20        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -3 | NC      | $-8636.49      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-5720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -13 | NC      | $-32.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | DOLLAR INDEX JUN26                                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |        216 | NC      | $144294.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -4 | NC      | $-176.43       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -7 | NC      | $-16760.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -8 | NC      | $-5347.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -4 | NC      | $-344.14       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 PR                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -42 | NC      | $-12039.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 WKLY INDEX                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -81 | NC      | $-468.12       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 WKLY INDEX                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -40 | NC      | $-46.23        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | CBOE VOLATILITY INDEX                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        960 | NC      | $367200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-187.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -30 | NC      | $-66600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE FEB27                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          8 | NC      | $-33918.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -12 | NC      | $-6829.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -6 | NC      | $-952.99       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -9 | NC      | $-41681.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -4 | NC      | $-201.63       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | STOXX W OPTIONS W2                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -82 | NC      | $-19050.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | STOXX W OPTIONS W2                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -41 | NC      | $-473.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -31 | NC      | $-128805.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-1462.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -15 | NC      | $-5658.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -7 | NC      | $-3706.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 PR                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -85 | NC      | $-17488.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -2 | NC      | $-1688.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -4 | NC      | $-28606.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -6 | NC      | $-25897.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225                                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -4 | NC      | $-831.73       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX APR26 6025 PUT                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -32 | NC      | $-84960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX APR26 6260 PUT                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -42 | NC      | $-1575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX APR26 6900 CALL                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-11760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX APR26 6770 CALL                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-262.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX APR26 6210 PUT                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-5805.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX APR26 6695 CALL                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-2730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX MAY26 9050 PUT                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -5 | NC      | $-3838.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX MAY26 10675 CALL                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -3 | NC      | $-3136.93      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX APR26 10500 CALL                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -5 | NC      | $-4103.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX APR26 9275 PUT                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -11 | NC      | $-3639.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225 MAY26 60125 CALL                                                                               | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -3 | NC      | $-2419.58      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225 APR26 48625 PUT                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -3 | NC      | $-13421.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                     | NIKKEI 225 MAY26 46500 PUT                                                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -7 | NC      | $-48076.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-10212.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -22 | NC      | $-51370.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                | Evraz PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |       7048 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Titan America SA                                         | Titan America SA                                                                                          | CUSIP: 000000000<br>LEI: 9845007APCB6462D6C46 | Long             | EC               | CORP              | BE        |        118 | NS      | $1767.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                | Aviva PLC                                                                                                 | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      16671 | NS      | $133791.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                           | Constellium SE                                                                                            | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |        246 | NS      | $6046.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                               | Adient PLC                                                                                                | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       4085 | NS      | $82557.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerant Holdings                                      | Accelerant Holdings                                                                                       | CUSIP: 000000000<br>LEI: 529900G48AUHCKJ6EU64 | Long             | EC               | CORP              | KY        |       2829 | NS      | $37795.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                             | Alkermes PLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       7043 | NS      | $249040.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                             | Allegion plc                                                                                              | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       2867 | NS      | $416546.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                | Amcor PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      10845 | NS      | $431088.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                               | Amdocs Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       3609 | NS      | $235523.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                    | Anglogold Ashanti Plc                                                                                     | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        300 | NS      | $29208.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                            | Ambarella Inc                                                                                             | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |        198 | NS      | $10192.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                  | Aon PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       5747 | NS      | $1855016.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                   | Arch Capital Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       9539 | NS      | $915648.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                     | Assured Guaranty Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       1817 | NS      | $148049.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                | Axis Capital Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       3585 | NS      | $363554.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Minerals Inc                                        | Aura Minerals Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300YIRI8PSDM2FV20 | Long             | EC               | CORP              | VG        |       3158 | NS      | $257692.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                               | Axalta Coating Systems Ltd                                                                                | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |       3191 | NS      | $88390.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                     | Bank of NT Butterfield & Son Ltd/The                                                                      | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       6135 | NS      | $321964.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                             | Biohaven Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |        455 | NS      | $3849.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                               | Bitdeer Technologies Group                                                                                | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | EC               | CORP              | KY        |        479 | NS      | $4143.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                            | Accenture PLC                                                                                             | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      14463 | NS      | $2867868.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullish                                                  | Bullish                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         25 | NS      | $893.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                                      | Burford Capital Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |        621 | NS      | $2806.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                       | Capri Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |          1 | NS      | $17.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                             | Cimpress PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |         82 | NS      | $5986.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                            | Clarivate PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      20134 | NS      | $50939.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                | Consolidated Water Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |       9486 | NS      | $314176.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                       | Credo Technology Group Holding Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        745 | NS      | $69933.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp                                     | Critical Metals Corp                                                                                      | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |        654 | NS      | $5192.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dole PLC                                                 | Dole PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |       9379 | NS      | $134025.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                           | Eaton Corp PLC                                                                                            | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       9070 | NS      | $3244066.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AVADEL PHARMACE                                   | CONTRA AVADEL PHARMACE                                                                                    | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | N/A              | DE               |  | IE        |       9781 | NS      | $6259.84       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Essent Group Ltd                                         | Essent Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       5188 | NS      | $303186.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                        | Everest Group Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       1011 | NS      | $330445.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                | Aptiv PLC                                                                                                 | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |       7296 | NS      | $506634.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                 | Fabrinet                                                                                                  | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        767 | NS      | $400005.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                             | FLEX LNG Ltd                                                                                              | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |       8496 | NS      | $252416.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Flutter Entertainment PLC                                | Flutter Entertainment PLC                                                                                 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       3740 | NS      | $381293.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                              | Fresh Del Monte Produce Inc                                                                               | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       7180 | NS      | $289066.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                        | FTAI Aviation Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1118 | NS      | $273910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                                 | GigaCloud Technology Inc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1363 | NS      | $61852.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                | Gates Industrial Corp PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |       2924 | NS      | $66111.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                              | Genpact Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      26093 | NS      | $971964.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                        | Genius Sports Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       1062 | NS      | $4704.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                      | GLOBALFOUNDRIES Inc                                                                                       | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       1647 | NS      | $73258.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                                   | Gambling.com Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |       7556 | NS      | $29317.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                                | Greenlight Capital Re Ltd                                                                                 | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      16402 | NS      | $283590.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                              | James Hardie Industries PLC                                                                               | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        467 | NS      | $8844.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                             | Hamilton Insurance Group Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      11327 | NS      | $337884.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                        | Helen of Troy Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        157 | NS      | $2263.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                            | Herbalife Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |       9199 | NS      | $135409.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                | Janus Henderson Group PLC                                                                                 | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       2219 | NS      | $113990.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                        | IBEX Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |       5410 | NS      | $145096.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                 | ICON PLC                                                                                                  | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       1097 | NS      | $121394.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                            | Weatherford International PLC                                                                             | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |        898 | NS      | $84932.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                              | Invesco Ltd                                                                                               | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      12603 | NS      | $306126.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                 | Jazz Pharmaceuticals PLC                                                                                  | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       2199 | NS      | $415720.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                       | Johnson Controls International plc                                                                        | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      16446 | NS      | $2153603.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Medical Technologies Ltd                          | Kestra Medical Technologies Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       1382 | NS      | $27543.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestrel Group Ltd                                        | Kestrel Group Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         10 | NS      | $108.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                | Linde PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      19436 | NS      | $9635591.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Ltd                                      | Lifezone Metals Ltd                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |        135 | NS      | $453.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                      | Luxfer Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |       7924 | NS      | $96514.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chaince Digital Holdings Inc                             | Chaince Digital Holdings Inc                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         13 | NS      | $51.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                            | Medtronic PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      62918 | NS      | $5451844.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                    | MeiraGTx Holdings plc                                                                                     | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |       9286 | NS      | $80416.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                                          | Marex Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |        184 | NS      | $8202.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIQ Global Intelligence Plc                              | NIQ Global Intelligence Plc                                                                               | CUSIP: 000000000<br>LEI: 529900Z0P0XAM4O3H416 | Long             | EC               | CORP              | IE        |        167 | NS      | $1898.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                   | National Energy Services Reunited Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       3773 | NS      | $81006.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                        | Joby Aviation Inc                                                                                         | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Long             | EC               | CORP              | US        |       5818 | NS      | $48056.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                           | Noble Corp PLC                                                                                            | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |        784 | NS      | $38470.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                              | Nordic American Tankers Ltd                                                                               | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |      68814 | NS      | $403250.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                       | Norwegian Cruise Line Holdings Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       2976 | NS      | $55651.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                             | Novocure Ltd                                                                                              | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |       1010 | NS      | $11009.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                           | NU Holdings Ltd/Cayman Islands                                                                            | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      16413 | NS      | $235854.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                       | nVent Electric PLC                                                                                        | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |       3317 | NS      | $392334.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                    | Pagseguro Digital Ltd                                                                                     | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |        539 | NS      | $5400.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                          | Pangaea Logistics Solutions Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       2930 | NS      | $20744.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                                   | Patria Investments Ltd                                                                                    | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Long             | EC               | CORP              | KY        |      14342 | NS      | $180709.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                        | Prothena Corp PLC                                                                                         | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |       1924 | NS      | $18701.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                               | RenaissanceRe Holdings Ltd                                                                                | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       1556 | NS      | $462489.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                           | Rezolve AI PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138007EPO6C1AEMWX44 | Long             | EC               | CORP              | GB        |        871 | NS      | $2229.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Roadzen Inc                                              | Roadzen Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      50279 | NS      | $60334.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                       | Royalty Pharma PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      16695 | NS      | $800859.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                             | SFL Corp Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |       8347 | NS      | $90064.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALSQ Corp                                              | SEALSQ Corp                                                                                               | CUSIP: 000000000<br>LEI: 894500UBT7U7WMV2PG59 | Long             | EC               | CORP              | VG        |       2176 | NS      | $5701.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                          | Seagate Technology Holdings PLC                                                                           | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       4587 | NS      | $1797003.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                             | Seadrill Ltd                                                                                              | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |        111 | NS      | $5050.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                              | Pentair PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       3552 | NS      | $309414.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                            | Sapiens International Corp NV                                                                             | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |        499 | NS      | $21681.55      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sensata Technologies Holding PLC                         | Sensata Technologies Holding PLC                                                                          | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |       2570 | NS      | $90515.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                                           | SharkNinja Inc                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        538 | NS      | $56974.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                      | Signet Jewelers Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       1897 | NS      | $160562.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                          | SiriusPoint Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      11380 | NS      | $245125.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                                     | Smurfit Westrock PLC                                                                                      | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      48721 | NS      | $1941531.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                               | STERIS PLC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       7937 | NS      | $1755108.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                              | StoneCo Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |       1220 | NS      | $17226.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                     | Super Group SGHC Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |        773 | NS      | $8348.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                      | TE Connectivity PLC                                                                                       | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       7645 | NS      | $1597957.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                           | TechnipFMC PLC                                                                                            | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      10184 | NS      | $704019.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                           | Tecnoglass Inc                                                                                            | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |        530 | NS      | $23611.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                          | Teekay Corp Ltd                                                                                           | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      27326 | NS      | $333650.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                       | Teekay Tankers Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       2924 | NS      | $214387.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                 | Theravance Biopharma Inc                                                                                  | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       8783 | NS      | $142548.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiziana Life Sciences Ltd                                | Tiziana Life Sciences Ltd                                                                                 | CUSIP: 000000000<br>LEI: 984500769407C5E46F42 | Long             | EC               | CORP              | BM        |      52652 | NS      | $61602.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Trane Technologies PLC                                   | Trane Technologies PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       6468 | NS      | $2695474.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                | Liberty Latin America Ltd                                                                                 | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      14235 | NS      | $122990.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                | Liberty Latin America Ltd                                                                                 | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      16892 | NS      | $148987.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsakos Energy Navigation Ltd                             | Tsakos Energy Navigation Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300IFUTS62LRRCU54 | Long             | EC               | CORP              | BM        |       5858 | NS      | $231156.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viking Holdings Ltd                                      | Viking Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |       3236 | NS      | $237781.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                                     | VTEX                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        273 | NS      | $1092.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waldencast plc                                           | Waldencast plc                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       9066 | NS      | $8609.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corp                                              | Webull Corp                                                                                               | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | KY        |        173 | NS      | $830.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitefiber Inc                                           | Whitefiber Inc                                                                                            | CUSIP: 000000000<br>LEI: 254900VTG8XTRF3IQN65 | Long             | EC               | CORP              | KY        |       2934 | NS      | $34943.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| White Mountains Insurance Group Ltd                      | White Mountains Insurance Group Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |         78 | NS      | $171362.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                 | Willis Towers Watson PLC                                                                                  | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       2766 | NS      | $804076.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                           | Perrigo Co PLC                                                                                            | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |       6619 | NS      | $71088.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                   | XP Inc                                                                                                    | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |        172 | NS      | $3274.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zura Bio Ltd                                             | Zura Bio Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300LQXD6M2MIQFN24 | Long             | EC               | CORP              | KY        |      20013 | NS      | $119077.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                                      | ADC Therapeutics SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        419 | NS      | $1571.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                                  | Aebi Schmidt Holding AG                                                                                   | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |         13 | NS      | $126.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                          | Bunge Global SA                                                                                           | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       3871 | NS      | $492391.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                            | On Holding AG                                                                                             | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |       1095 | NS      | $37251.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                                | Ardagh Metal Packaging SA                                                                                 | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |       2533 | NS      | $10258.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                               | Globant SA                                                                                                | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |        738 | NS      | $34029.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                                 | Orion SA                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        150 | NS      | $975.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                    | Spotify Technology SA                                                                                     | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       4523 | NS      | $2193247.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding Plc                                  | Birkenstock Holding Plc                                                                                   | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |        680 | NS      | $24364.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                                            | Frontline PLC                                                                                             | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | CY        |      10721 | NS      | $373734.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                                | JFrog Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |       1994 | NS      | $93578.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediWound Ltd                                            | MediWound Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300LJKCS74GRYKF90 | Long             | EC               | CORP              | IL        |         44 | NS      | $708.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                       | Nano-X Imaging Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         74 | NS      | $167.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                                  | Pagaya Technologies Ltd                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       2447 | NS      | $28507.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd                                            | Stratasys Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | IL        |       3060 | NS      | $23898.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taboola.com Ltd                                          | Taboola.com Ltd                                                                                           | CUSIP: 000000000<br>LEI: 984500F5945AFAFFCB30 | Long             | EC               | CORP              | IL        |      13201 | NS      | $40923.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd                                        | UroGen Pharma Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |       4351 | NS      | $78230.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                       | AerCap Holdings NV                                                                                        | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       5124 | NS      | $702910.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                               | Elastic NV                                                                                                | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |        541 | NS      | $27044.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                        | CNH Industrial NV                                                                                         | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      18303 | NS      | $201333.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                     | Ermenegildo Zegna NV                                                                                      | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |       7967 | NS      | $83016.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                  | Expro Group Holdings NV                                                                                   | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |       4824 | NS      | $83985.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immatics NV                                              | Immatics NV                                                                                               | CUSIP: 000000000<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |       1487 | NS      | $14632.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                             | LyondellBasell Industries NV                                                                              | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       1791 | NS      | $144282.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA            | Banco Latinoamericano de Comercio Exterior SA                                                             | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       6217 | NS      | $317564.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                         | Copa Holdings SA                                                                                          | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |       1955 | NS      | $222107.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                                 | OneSpaWorld Holdings Ltd                                                                                  | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |       4353 | NS      | $99901.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                              | Royal Caribbean Cruises Ltd                                                                               | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       6736 | NS      | $1853612.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forafric Global PLC                                      | Forafric Global PLC                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GI        |         25 | NS      | $241.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                    | Ardmore Shipping Corp                                                                                     | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |      12610 | NS      | $192302.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                            | Costamare Inc                                                                                             | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      12015 | NS      | $203053.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                           | Costamare Bulkers Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |      12232 | NS      | $189229.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                         | DHT Holdings Inc                                                                                          | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      18175 | NS      | $332057.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                           | Dorian LPG Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       4333 | NS      | $148188.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                                 | Flex Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       8960 | NS      | $586521.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                             | Genco Shipping & Trading Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |       8056 | NS      | $181662.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Ship Lease Inc                                    | Global Ship Lease Inc                                                                                     | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |       6155 | NS      | $229150.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                | International Seaways Inc                                                                                 | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       2947 | NS      | $214777.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                                   | Navigator Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |       7211 | NS      | $139388.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                         | Safe Bulkers Inc                                                                                          | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |      36837 | NS      | $233178.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                      | Scorpio Tankers Inc                                                                                       | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       4005 | NS      | $299013.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp                                  | Star Bulk Carriers Corp                                                                                   | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |       5866 | NS      | $134742.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                                   | WaVe Life Sciences Ltd                                                                                    | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |        497 | NS      | $3603.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President