# EDGAR Filing Document

**Accession Number:** 0000831114
**File Stem:** 0001145549-23-003276
**Filing Date:** 2023-1
**Character Count:** 199043
**Document Hash:** c67ca83db3a2ebf24cd60b3674e63a68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-003276.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001145549-23-003276

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBB FUND, INC.
- **CENTRAL INDEX KEY:** 0000831114
- **IRS NUMBER:** 510312196
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05518
- **FILM NUMBER:** 23557325

**BUSINESS ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN ST.
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 609-731-6256

**MAIL ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN ST.
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RBB FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUND INC /DE/
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### Boston Partners Long/Short Research Fund (Series ID: S000030191)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000092912 | Investor Class      | BPRRX           |
| C000092913 | Institutional Class | BPIRX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **BOSTON PARTNERS INVESTMENT FUNDS** | **BOSTON PARTNERS INVESTMENT FUNDS** | **BOSTON PARTNERS INVESTMENT FUNDS** | **BOSTON PARTNERS INVESTMENT FUNDS** |
| **BOSTON PARTNERS LONG/SHORT RESEARCH FUND** | **BOSTON PARTNERS LONG/SHORT RESEARCH FUND** | **BOSTON PARTNERS LONG/SHORT RESEARCH FUND** | **BOSTON PARTNERS LONG/SHORT RESEARCH FUND** |
| PORTFOLIO OF INVESTMENTS | PORTFOLIO OF INVESTMENTS | PORTFOLIO OF INVESTMENTS | PORTFOLIO OF INVESTMENTS |
| NOVEMBER 30, 2022 (UNAUDITED) | NOVEMBER 30, 2022 (UNAUDITED) | NOVEMBER 30, 2022 (UNAUDITED) | NOVEMBER 30, 2022 (UNAUDITED) |
|  | NUMBER OF |  |  |
|  | SHARES |  | VALUE |
| **LONG POSITIONS—102.7%** |  |  |  |
| **COMMON STOCKS—95.2%** |  |  |  |
| **Communication Services—4.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Activision Blizzard, Inc. | 81014 |  | $5990985 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A\* | 21905 |  | 2212186 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 326788 |  | 6647795 |
| &nbsp;&nbsp;&nbsp; Interpublic Group of Cos., Inc., (The)† | 62858 |  | 2159801 |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc.\* | 31553 |  | 2295796 |
| &nbsp;&nbsp;&nbsp; Nexstar Media Group, Inc., Class A† | 60455 |  | 11459850 |
| &nbsp;&nbsp;&nbsp; TEGNA, Inc. | 222579 |  | 4393709 |
| &nbsp;&nbsp;&nbsp; T-Mobile US, Inc.\* | 35391 |  | 5360321 |
|  |  |  | 40520443 |
| **Consumer Discretionary—9.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp; AutoNation, Inc.\* | 6145 |  | 761427 |
| &nbsp;&nbsp;&nbsp; AutoZone, Inc.\* | 2379 |  | 6135441 |
| &nbsp;&nbsp;&nbsp; Booking Holdings, Inc.\* | 2782 |  | 5785030 |
| &nbsp;&nbsp;&nbsp; Carter's, Inc. | 16587 |  | 1211514 |
| &nbsp;&nbsp;&nbsp; Dollar General Corp. | 23589 |  | 6031236 |
| &nbsp;&nbsp;&nbsp; Flutter Entertainment PLC\* | 38871 |  | 5787821 |
| &nbsp;&nbsp;&nbsp; Frontdoor, Inc.\* | 193166 |  | 4514289 |
| &nbsp;&nbsp;&nbsp; Garmin Ltd. | 33665 |  | 3130508 |
| &nbsp;&nbsp;&nbsp; GVC Holdings PLC | 249827 |  | 4276988 |
| &nbsp;&nbsp;&nbsp; Harley-Davidson, Inc.† | 119806 |  | 5646457 |
| &nbsp;&nbsp;&nbsp; Hasbro, Inc.† | 47126 |  | 2960455 |
| &nbsp;&nbsp;&nbsp; LKQ Corp.† | 62160 |  | 3377153 |
| &nbsp;&nbsp;&nbsp; Mohawk Industries, Inc.\* | 17017 |  | 1724333 |
| &nbsp;&nbsp;&nbsp; Polaris, Inc. | 11104 |  | 1266522 |
| &nbsp;&nbsp;&nbsp; Restaurant Brands International, Inc. | 71362 |  | 4734869 |
| &nbsp;&nbsp;&nbsp; Ross Stores, Inc. | 42133 |  | 4957790 |
| &nbsp;&nbsp;&nbsp; Stride, Inc.\*† | 104000 |  | 3682640 |
| &nbsp;&nbsp;&nbsp; Tempur Sealy International, Inc.† | 84258 |  | 2676877 |
| &nbsp;&nbsp;&nbsp; TJX Cos., Inc., (The)† | 47628 |  | 3812621 |
| &nbsp;&nbsp;&nbsp; Topgolf Callaway Brands Corp.\*† | 123441 |  | 2586089 |
| &nbsp;&nbsp;&nbsp; Whirlpool Corp. | 9349 |  | 1369909 |
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, Inc. | 53087 |  | 3892339 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd.\* | 2082500 |  | 1595195 |
|  |  |  | 81917503 |
| **Consumer Staples—6.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., Class A | 170541 |  | 3572834 |
| &nbsp;&nbsp;&nbsp; British American Tobacco PLC - SP ADR† | 217108 |  | 8960047 |
| &nbsp;&nbsp;&nbsp; Coca-Cola European Partners PLC† | 37610 |  | 1996715 |
| &nbsp;&nbsp;&nbsp; Hershey Co., (The) | 42540 |  | 10004132 |
| &nbsp;&nbsp;&nbsp; Keurig Dr Pepper, Inc.† | 259435 |  | 10032351 |
| &nbsp;&nbsp;&nbsp; Kraft Heinz Co., (The)† | 120783 |  | 4752811 |
| &nbsp;&nbsp;&nbsp; Kroger Co., (The) | 66631 |  | 3277579 |
| &nbsp;&nbsp;&nbsp; Philip Morris International, Inc. | 59804 |  | 5960664 |
| &nbsp;&nbsp;&nbsp; US Foods Holding Corp.\*† | 118555 |  | 4336742 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | 40776 |  | 6215078 |
|  |  |  | 59108953 |
| **Energy—8.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Canadian Natural Resources Ltd. | 112424 |  | 6713961 |
| &nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. | 407399 |  | 8101642 |
| &nbsp;&nbsp;&nbsp; Chord Energy Corp. | 27984 |  | 4268399 |
| &nbsp;&nbsp;&nbsp; ConocoPhillips† | 18597 |  | 2296915 |
| &nbsp;&nbsp;&nbsp; Devon Energy Corp.† | 81632 |  | 5593425 |
| &nbsp;&nbsp;&nbsp; Diamondback Energy, Inc.† | 18654 |  | 2761165 |
| &nbsp;&nbsp;&nbsp; Enerplus Corp. | 241024 |  | 4481292 |
| &nbsp;&nbsp;&nbsp; Halliburton Co.† | 229337 |  | 8689579 |
| &nbsp;&nbsp;&nbsp; Kosmos Energy Ltd.\*† | 568087 |  | 3777779 |
| &nbsp;&nbsp;&nbsp; Marathon Petroleum Corp.† | 58079 |  | 7074603 |
| &nbsp;&nbsp;&nbsp; MEG Energy Corp.\* | 307687 |  | 4380334 |
| &nbsp;&nbsp;&nbsp; Pioneer Natural Resources Co. | 16737 |  | 3949765 |
| &nbsp;&nbsp;&nbsp; Schlumberger Ltd. | 163699 |  | 8438683 |
|  |  |  | 70527542 |
| **Financials—17.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Allstate Corp., (The)† | 34233 |  | 4583799 |
| &nbsp;&nbsp;&nbsp; Ameriprise Financial, Inc.† | 23830 |  | 7910368 |
| &nbsp;&nbsp;&nbsp; Aon PLC, Class A | 13682 |  | 4217887 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp.† | 256273 |  | 9699933 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., Class B\*† | 13893 |  | 4426310 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 7657 |  | 790509 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp., (The) | 71100 |  | 5868594 |
| &nbsp;&nbsp;&nbsp; Chubb Ltd. | 10401 |  | 2283955 |
| &nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd. | 76800 |  | 2002848 |
| &nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | 611273 |  | 1546907 |
| &nbsp;&nbsp;&nbsp; Discover Financial Services† | 21535 |  | 2333533 |
| &nbsp;&nbsp;&nbsp; East West Bancorp, Inc.† | 105546 |  | 7410385 |
| &nbsp;&nbsp;&nbsp; Everest Re Group Ltd. | 12912 |  | 4363481 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp† | 226941 |  | 8251575 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc., (The)† | 9664 |  | 3731754 |
| &nbsp;&nbsp;&nbsp; Hana Financial Group, Inc. | 59498 |  | 2034953 |
| &nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc.† | 594037 |  | 9195693 |
| &nbsp;&nbsp;&nbsp; ING Groep NV | 128805 |  | 1562002 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co.† | 67634 |  | 9345666 |
| &nbsp;&nbsp;&nbsp; KeyCorp† | 445544 |  | 8380683 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC | 623670 |  | 1983473 |
| &nbsp;&nbsp;&nbsp; Nordea Bank Abp | 288758 |  | 3034561 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp.† | 159109 |  | 3692920 |
| &nbsp;&nbsp;&nbsp; Renaissance Holdings Ltd. | 24757 |  | 4676845 |
| &nbsp;&nbsp;&nbsp; S&P Global, Inc. | 4975 |  | 1755180 |
| &nbsp;&nbsp;&nbsp; Sampo Oyj, Class A | 84975 |  | 4303425 |
| &nbsp;&nbsp;&nbsp; SLM Corp.† | 117423 |  | 2050205 |
| &nbsp;&nbsp;&nbsp; StoneX Group, Inc.\* | 44114 |  | 4476247 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial† | 20102 |  | 755433 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp.† | 86898 |  | 4067695 |
| &nbsp;&nbsp;&nbsp; UBS Group AG | 76745 |  | 1415178 |
| &nbsp;&nbsp;&nbsp; United Overseas Bank Ltd. | 138500 |  | 3193461 |
| &nbsp;&nbsp;&nbsp; W R Berkley Corp.† | 56981 |  | 4346511 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co.† | 255683 |  | 12260000 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group Ltd. | 1005 |  | 1365654 |
|  |  |  | 153317623 |
| **Health Care—12.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Abbott Laboratories† | 9523 |  | 1024484 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc.† | 73568 |  | 11857690 |
| &nbsp;&nbsp;&nbsp; Amedisys, Inc.\* | 5867 |  | 534425 |
| &nbsp;&nbsp;&nbsp; AmerisourceBergen Corp. | 3159 |  | 539210 |
| &nbsp;&nbsp;&nbsp; Amgen, Inc. | 28337 |  | 8115717 |
| &nbsp;&nbsp;&nbsp; AstraZeneca PLC | 20566 |  | 2783427 |
| &nbsp;&nbsp;&nbsp; Avantor, Inc.\*† | 109199 |  | 2432954 |
| &nbsp;&nbsp;&nbsp; Boston Scientific Corp.\*† | 49946 |  | 2261055 |
| &nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 104429 |  | 8383560 |
| &nbsp;&nbsp;&nbsp; Centene Corp.\*† | 60343 |  | 5252858 |
| &nbsp;&nbsp;&nbsp; Cigna Corp.† | 10885 |  | 3579968 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp.† | 64844 |  | 6606307 |
| &nbsp;&nbsp;&nbsp; Elevance Health, Inc.† | 10414 |  | 5549829 |
| &nbsp;&nbsp;&nbsp; Envista Holdings Corp.\*† | 48191 |  | 1644277 |
| &nbsp;&nbsp;&nbsp; HCA Healthcare, Inc. | 10900 |  | 2618398 |
| &nbsp;&nbsp;&nbsp; Humana, Inc. | 5400 |  | 2969460 |
| &nbsp;&nbsp;&nbsp; ICON PLC\* | 9717 |  | 2093431 |
| &nbsp;&nbsp;&nbsp; IQVIA Holdings, Inc.\* | 10977 |  | 2393206 |
| &nbsp;&nbsp;&nbsp; Johnson & Johnson† | 23946 |  | 4262388 |
| &nbsp;&nbsp;&nbsp; Medtronic PLC | 46221 |  | 3653308 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 3807 |  | 419227 |
| &nbsp;&nbsp;&nbsp; Molina Healthcare, Inc.\* | 2830 |  | 953059 |
| &nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | 23626 |  | 2963601 |
| &nbsp;&nbsp;&nbsp; Pfizer, Inc. | 14295 |  | 716608 |
| &nbsp;&nbsp;&nbsp; R1 RCM, Inc.\* | 43431 |  | 393051 |
| &nbsp;&nbsp;&nbsp; Sanofi | 38768 |  | 3501901 |
| &nbsp;&nbsp;&nbsp; Sotera Health Co.\*† | 152568 |  | 1272417 |
| &nbsp;&nbsp;&nbsp; Stryker Corp. | 7644 |  | 1787855 |
| &nbsp;&nbsp;&nbsp; Syneos Health, Inc.\* | 6727 |  | 237329 |
| &nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 10092 |  | 5653740 |
| &nbsp;&nbsp;&nbsp; UCB SA | 16502 |  | 1331990 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 17941 |  | 9827362 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., Class B | 3277 |  | 428795 |
| &nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc.† | 25537 |  | 3066994 |
|  |  |  | 111109881 |
| **Industrials—14.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Advanced Drainage Systems, Inc. | 26864 |  | 2612793 |
| &nbsp;&nbsp;&nbsp; AGCO Corp. | 26560 |  | 3525043 |
| &nbsp;&nbsp;&nbsp; Allegion PLC | 27532 |  | 3129012 |
| &nbsp;&nbsp;&nbsp; Allison Transmission Holdings, Inc.† | 61926 |  | 2774285 |
| &nbsp;&nbsp;&nbsp; AMETEK, Inc.† | 34885 |  | 4968322 |
| &nbsp;&nbsp;&nbsp; ASGN, Inc.\*† | 24856 |  | 2251954 |
| &nbsp;&nbsp;&nbsp; Boeing Co., (The)\* | 5276 |  | 943771 |
| &nbsp;&nbsp;&nbsp; Brenntag SE | 46326 |  | 2945463 |
| &nbsp;&nbsp;&nbsp; BWX Technologies, Inc.† | 46302 |  | 2819329 |
| &nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 16162 |  | 3820858 |
| &nbsp;&nbsp;&nbsp; Clean Harbors, Inc.\* | 28829 |  | 3459480 |
| &nbsp;&nbsp;&nbsp; Copart, Inc.\* | 72830 |  | 4847565 |
| &nbsp;&nbsp;&nbsp; Curtiss-Wright Corp. | 16496 |  | 2914018 |
| &nbsp;&nbsp;&nbsp; Deere & Co. | 5265 |  | 2321865 |
| &nbsp;&nbsp;&nbsp; Dover Corp.† | 21242 |  | 3015302 |
| &nbsp;&nbsp;&nbsp; Eaton Corp., PLC† | 21925 |  | 3583641 |
| &nbsp;&nbsp;&nbsp; Ferguson PLC | 22206 |  | 2603209 |
| &nbsp;&nbsp;&nbsp; Fortive Corp. | 64273 |  | 4341641 |
| &nbsp;&nbsp;&nbsp; FTI Consulting, Inc.\*† | 50097 |  | 8657764 |
| &nbsp;&nbsp;&nbsp; Hexcel Corp. | 32292 |  | 1935905 |
| &nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc.† | 118172 |  | 4451539 |
| &nbsp;&nbsp;&nbsp; Landstar System, Inc. | 14315 |  | 2476209 |
| &nbsp;&nbsp;&nbsp; Leidos Holdings, Inc.† | 35215 |  | 3850056 |
| &nbsp;&nbsp;&nbsp; Maxar Technologies, Inc. | 12813 |  | 310075 |
| &nbsp;&nbsp;&nbsp; Norfolk Southern Corp. | 18547 |  | 4757305 |
| &nbsp;&nbsp;&nbsp; nVent Electric PLC | 94483 |  | 3780265 |
| &nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 48733 |  | 3805560 |
| &nbsp;&nbsp;&nbsp; Parker-Hannifin Corp.† | 16344 |  | 4885875 |
| &nbsp;&nbsp;&nbsp; Resideo Technologies, Inc.\*† | 80395 |  | 1302399 |
| &nbsp;&nbsp;&nbsp; Science Applications International Corp.† | 68733 |  | 7568191 |
| &nbsp;&nbsp;&nbsp; Sensata Technologies Holding PLC | 36564 |  | 1649036 |
| &nbsp;&nbsp;&nbsp; Societe BIC SA | 84660 |  | 5592930 |
| &nbsp;&nbsp;&nbsp; Textron, Inc. | 15292 |  | 1091543 |
| &nbsp;&nbsp;&nbsp; TransUnion | 35460 |  | 2236817 |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp. | 1402 |  | 304837 |
| &nbsp;&nbsp;&nbsp; WESCO International, Inc.\* | 39182 |  | 5051343 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 22073 |  | 2231360 |
|  |  |  | 122816560 |
| **Information Technology—13.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc.\* | 34141 |  | 2650366 |
| &nbsp;&nbsp;&nbsp; Amdocs Ltd.† | 41802 |  | 3714526 |
| &nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 27603 |  | 3025289 |
| &nbsp;&nbsp;&nbsp; Arrow Electronics, Inc.\*† | 18731 |  | 2036809 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 11642 |  | 6415091 |
| &nbsp;&nbsp;&nbsp; Capgemini SA | 27791 |  | 5024564 |
| &nbsp;&nbsp;&nbsp; Check Point Software Technologies Ltd.\* | 43038 |  | 5716737 |
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc.† | 127508 |  | 6339698 |
| &nbsp;&nbsp;&nbsp; Cognizant Technology Solutions Corp., Class A† | 84606 |  | 5263339 |
| &nbsp;&nbsp;&nbsp; Concentrix Corp. | 34059 |  | 4168140 |
| &nbsp;&nbsp;&nbsp; Fair Isaac Corp.\* | 3591 |  | 2225414 |
| &nbsp;&nbsp;&nbsp; FleetCor Technologies, Inc.\*† | 24376 |  | 4782571 |
| &nbsp;&nbsp;&nbsp; Flex Ltd.\*† | 281065 |  | 6177809 |
| &nbsp;&nbsp;&nbsp; Gen Digital, Inc.† | 129180 |  | 2965973 |
| &nbsp;&nbsp;&nbsp; Jabil, Inc.† | 82883 |  | 5983324 |
| &nbsp;&nbsp;&nbsp; KLA-Tencor Corp. | 5977 |  | 2349857 |
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | 6459 |  | 3051102 |
| &nbsp;&nbsp;&nbsp; Microchip Technology, Inc.† | 62862 |  | 4978042 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 54827 |  | 3160777 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp.† | 28714 |  | 7326090 |
| &nbsp;&nbsp;&nbsp; NetApp, Inc. | 59700 |  | 4036317 |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV | 15932 |  | 2801483 |
| &nbsp;&nbsp;&nbsp; Oracle Corp.† | 43592 |  | 3619444 |
| &nbsp;&nbsp;&nbsp; Qorvo, Inc.\* | 32420 |  | 3217685 |
| &nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 42791 |  | 5412634 |
| &nbsp;&nbsp;&nbsp; Samsung Electronics Co., Ltd. | 42977 |  | 2065000 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, Inc.† | 83963 |  | 4513851 |
| &nbsp;&nbsp;&nbsp; Western Digital Corp.\* | 15275 |  | 561356 |
|  |  |  | 113583288 |
| **Materials—5.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Avery Dennison Corp. | 19891 |  | 3845527 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems Ltd.\* | 140072 |  | 3759533 |
| &nbsp;&nbsp;&nbsp; Cabot Corp.† | 39385 |  | 2899524 |
| &nbsp;&nbsp;&nbsp; Corteva, Inc.† | 67810 |  | 4554120 |
| &nbsp;&nbsp;&nbsp; DuPont de Nemours, Inc.† | 29981 |  | 2113960 |
| &nbsp;&nbsp;&nbsp; Elkem ASA\* | 367165 |  | 1359663 |
| &nbsp;&nbsp;&nbsp; Ferroglobe PLC\* | 243786 |  | 1128729 |
| &nbsp;&nbsp;&nbsp; FMC Corp. | 20773 |  | 2713785 |
| &nbsp;&nbsp;&nbsp; Glencore PLC\* | 1099856 |  | 7505575 |
| &nbsp;&nbsp;&nbsp; Norsk Hydro ASA | 771662 |  | 5810711 |
| &nbsp;&nbsp;&nbsp; Olin Corp. | 71329 |  | 4064326 |
| &nbsp;&nbsp;&nbsp; Valvoline, Inc.† | 140429 |  | 4631348 |
| &nbsp;&nbsp;&nbsp; WestRock Co. | 73811 |  | 2798913 |
|  |  |  | 47185714 |
| **Real Estate—2.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Americold Realty Trust, Inc.† | 117224 |  | 3499136 |
| &nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, Inc. | 24066 |  | 1598464 |
| &nbsp;&nbsp;&nbsp; Essex Property Trust, Inc. | 8825 |  | 1944854 |
| &nbsp;&nbsp;&nbsp; Host Hotels & Resorts, Inc.† | 104164 |  | 1972866 |
| &nbsp;&nbsp;&nbsp; Klepierre SA\* | 43473 |  | 1007372 |
| &nbsp;&nbsp;&nbsp; Lamar Advertising Co., Class A | 27708 |  | 2774679 |
| &nbsp;&nbsp;&nbsp; Regency Centers Corp. | 32931 |  | 2187606 |
| &nbsp;&nbsp;&nbsp; Ventas, Inc. | 60566 |  | 2818136 |
|  |  |  | 17803113 |
| **Utilities—1.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., Inc. | 22906 |  | 2217301 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc.† | 123388 |  | 3838601 |
| &nbsp;&nbsp;&nbsp; Entergy Corp. | 32513 |  | 3780286 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Corp. | 77562 |  | 3198657 |
|  |  |  | 13034845 |
| TOTAL COMMON STOCKS |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $647,016,186) |  |  | 830925465 |
| **WARRANTS—0.0%** |  |  |  |
| **Energy—0.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Vista Energy SAB de CV \* | 26 |  | 5 |
| TOTAL WARRANTS |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $4) |  |  | 5 |
| **SHORT-TERM INVESTMENTS—7.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp; U.S. Bank Money Market Deposit Account, 3.50%(a) | 65910412 |  | 65910412 |
| TOTAL SHORT-TERM INVESTMENTS |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $65,910,412) |  |  | 65910412 |
| TOTAL LONG POSITIONS—102.7% |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $712,926,602) |  |  | 896835882 |
| **SECURITIES SOLD SHORT—(27.7%)** |  |  |  |
| **COMMON STOCKS—(27.7%)** |  |  |  |
| **Communication Services—(2.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Angi, Inc.\* | (490782) |  | (1094444) |
| &nbsp;&nbsp;&nbsp; Cable One, Inc. | (1299) |  | (940853) |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc.\* | (1600179) |  | (1808202) |
| &nbsp;&nbsp;&nbsp; fuboTV, Inc.\* | (559284) |  | (1560402) |
| &nbsp;&nbsp;&nbsp; iHeartMedia, Inc., Class A\* | (197779) |  | (1590143) |
| &nbsp;&nbsp;&nbsp; Lions Gate Entertainment Corp., Class A\* | (203990) |  | (1558484) |
| &nbsp;&nbsp;&nbsp; Madison Square Garden Entertainment Corp.\* | (37454) |  | (1802287) |
| &nbsp;&nbsp;&nbsp; Paramount Global, Class B | (153152) |  | (3075292) |
| &nbsp;&nbsp;&nbsp; Proximus SADP | (56562) |  | (591687) |
| &nbsp;&nbsp;&nbsp; Roblox Corp., Class A\* | (31785) |  | (1009810) |
| &nbsp;&nbsp;&nbsp; Telia Co., AB | (548503) |  | (1498907) |
| &nbsp;&nbsp;&nbsp; Warner Music Group Corp., Class A | (80227) |  | (2749379) |
|  |  |  | (19279890) |
| **Consumer Discretionary—(4.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Accor SA\* | (67803) |  | (1785951) |
| &nbsp;&nbsp;&nbsp; Adient PLC\* | (98265) |  | (3826439) |
| &nbsp;&nbsp;&nbsp; Big Lots, Inc. | (35428) |  | (690846) |
| &nbsp;&nbsp;&nbsp; Carnival Corp.\* | (92836) |  | (921862) |
| &nbsp;&nbsp;&nbsp; Choice Hotels International, Inc. | (19196) |  | (2365331) |
| &nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | (24796) |  | (2965106) |
| &nbsp;&nbsp;&nbsp; Etsy, Inc.\* | (11017) |  | (1455236) |
| &nbsp;&nbsp;&nbsp; Farfetch Ltd., Class A\* | (69250) |  | (588625) |
| &nbsp;&nbsp;&nbsp; Genius Sports Ltd.\* | (168461) |  | (862520) |
| &nbsp;&nbsp;&nbsp; Hyatt Hotels Corp., Class A\* | (13994) |  | (1403878) |
| &nbsp;&nbsp;&nbsp; Mattel, Inc.\* | (39889) |  | (727176) |
| &nbsp;&nbsp;&nbsp; Membership Collective Group, Inc., Class A\* | (202175) |  | (909788) |
| &nbsp;&nbsp;&nbsp; Moncler SpA | (23791) |  | (1240088) |
| &nbsp;&nbsp;&nbsp; National Vision Holdings, Inc.\* | (26331) |  | (1065352) |
| &nbsp;&nbsp;&nbsp; Portillo's, Inc., Class A\* | (36334) |  | (733583) |
| &nbsp;&nbsp;&nbsp; QuantumScape Corp.\* | (202266) |  | (1514972) |
| &nbsp;&nbsp;&nbsp; Rakuten Group, Inc. | (356600) |  | (1713310) |
| &nbsp;&nbsp;&nbsp; RH\* | (2822) |  | (809434) |
| &nbsp;&nbsp;&nbsp; Shake Shack, Inc., Class A\* | (10478) |  | (551143) |
| &nbsp;&nbsp;&nbsp; Shimano, Inc. | (8200) |  | (1416437) |
| &nbsp;&nbsp;&nbsp; Texas Roadhouse, Inc. | (18251) |  | (1812689) |
| &nbsp;&nbsp;&nbsp; Warby Parker, Inc., Class A\* | (34654) |  | (590158) |
| &nbsp;&nbsp;&nbsp; Whitbread PLC | (44046) |  | (1390949) |
| &nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | (20014) |  | (2339637) |
| &nbsp;&nbsp;&nbsp; Wingstop, Inc. | (9979) |  | (1651624) |
| &nbsp;&nbsp;&nbsp; Yum China Holdings, Inc. | (18831) |  | (1037965) |
|  |  |  | (36370099) |
| **Consumer Staples—(1.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; B&G Foods, Inc. | (80256) |  | (1065800) |
| &nbsp;&nbsp;&nbsp; Beyond Meat, Inc.\* | (73668) |  | (1074816) |
| &nbsp;&nbsp;&nbsp; Central Garden & Pet Co., Class A\* | (60517) |  | (2364399) |
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc. | (195500) |  | (2089986) |
| &nbsp;&nbsp;&nbsp; Kikkoman Corp. | (28700) |  | (1625543) |
| &nbsp;&nbsp;&nbsp; Oatly Group AB - ADR\* | (524659) |  | (855194) |
|  |  |  | (9075738) |
| **Energy—(2.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Baker Hughes Co. | (64274) |  | (1865231) |
| &nbsp;&nbsp;&nbsp; Enviva, Inc. | (21774) |  | (1235675) |
| &nbsp;&nbsp;&nbsp; EQT Corp. | (85971) |  | (3646030) |
| &nbsp;&nbsp;&nbsp; Hess Corp. | (29322) |  | (4219729) |
| &nbsp;&nbsp;&nbsp; NOV, Inc. | (156512) |  | (3515260) |
| &nbsp;&nbsp;&nbsp; Permian Resources Corp. | (410750) |  | (4173220) |
|  |  |  | (18655145) |
| **Financials—(3.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Ashmore Group PLC | (818211) |  | (2243468) |
| &nbsp;&nbsp;&nbsp; B Riley Financial, Inc. | (71412) |  | (3136415) |
| &nbsp;&nbsp;&nbsp; Cincinnati Financial Corp. | (15077) |  | (1672944) |
| &nbsp;&nbsp;&nbsp; Credit Suisse Group AG\* | (186053) |  | (569092) |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG | (41026) |  | (436040) |
| &nbsp;&nbsp;&nbsp; Goosehead Insurance, Inc., Class A\* | (18274) |  | (742107) |
| &nbsp;&nbsp;&nbsp; Hang Seng Bank Ltd. | (252700) |  | (3897549) |
| &nbsp;&nbsp;&nbsp; Selective Insurance Group, Inc. | (8725) |  | (838647) |
| &nbsp;&nbsp;&nbsp; SoFi Technologies, Inc.\* | (418030) |  | (2019085) |
| &nbsp;&nbsp;&nbsp; T Rowe Price Group, Inc. | (26729) |  | (3338719) |
| &nbsp;&nbsp;&nbsp; Trupanion, Inc.\* | (10926) |  | (571102) |
| &nbsp;&nbsp;&nbsp; United Bankshares, Inc. | (108501) |  | (4653608) |
| &nbsp;&nbsp;&nbsp; WisdomTree, Inc. | (325601) |  | (1813598) |
|  |  |  | (25932374) |
| **Health Care—(1.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Allogene Therapeutics, Inc.\* | (71985) |  | (709772) |
| &nbsp;&nbsp;&nbsp; Ambu A/S, Class B | (28450) |  | (360931) |
| &nbsp;&nbsp;&nbsp; Ascendis Pharma A/S - ADR\* | (8692) |  | (1069638) |
| &nbsp;&nbsp;&nbsp; Cassava Sciences, Inc.\* | (16801) |  | (585179) |
| &nbsp;&nbsp;&nbsp; CureVac NV\* | (68162) |  | (494175) |
| &nbsp;&nbsp;&nbsp; Doximity, Inc., Class A\* | (38397) |  | (1305114) |
| &nbsp;&nbsp;&nbsp; Exact Sciences Corp.\* | (11247) |  | (505553) |
| &nbsp;&nbsp;&nbsp; Glaukos Corp.\* | (14082) |  | (655799) |
| &nbsp;&nbsp;&nbsp; Guardant Health, Inc.\* | (12349) |  | (646347) |
| &nbsp;&nbsp;&nbsp; Idorsia Ltd.\* | (47421) |  | (703101) |
| &nbsp;&nbsp;&nbsp; Intra-Cellular Therapies, Inc.\* | (16985) |  | (920927) |
| &nbsp;&nbsp;&nbsp; ModivCare, Inc.\* | (9823) |  | (756371) |
| &nbsp;&nbsp;&nbsp; Neogen Corp.\* | (76731) |  | (1270665) |
| &nbsp;&nbsp;&nbsp; Oak Street Health, Inc.\* | (38359) |  | (829322) |
| &nbsp;&nbsp;&nbsp; Oxford Nanopore Technologies PLC\* | (152884) |  | (470394) |
| &nbsp;&nbsp;&nbsp; Phreesia, Inc.\* | (23255) |  | (646954) |
| &nbsp;&nbsp;&nbsp; Royalty Pharma PLC, Class A | (23632) |  | (1039099) |
| &nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc.\* | (17828) |  | (749667) |
| &nbsp;&nbsp;&nbsp; Teladoc Health, Inc.\* | (45844) |  | (1307012) |
| &nbsp;&nbsp;&nbsp; Twist Bioscience Corp.\* | (14944) |  | (408718) |
| &nbsp;&nbsp;&nbsp; Ventyx Biosciences, Inc.\* | (20475) |  | (593570) |
| &nbsp;&nbsp;&nbsp; West Pharmaceutical Services, Inc. | (3033) |  | (711724) |
|  |  |  | (16740032) |
| **Industrials—(5.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; AeroVironment, Inc.\* | (34064) |  | (3133547) |
| &nbsp;&nbsp;&nbsp; American Airlines Group, Inc.\* | (218078) |  | (3146865) |
| &nbsp;&nbsp;&nbsp; Array Technologies, Inc.\* | (164339) |  | (3441259) |
| &nbsp;&nbsp;&nbsp; General Electric Co. | (37670) |  | (3238490) |
| &nbsp;&nbsp;&nbsp; Hayward Holdings, Inc.\* | (239092) |  | (2283329) |
| &nbsp;&nbsp;&nbsp; Healthcare Services Group, Inc. | (59959) |  | (836428) |
| &nbsp;&nbsp;&nbsp; InPost SA\* | (329654) |  | (2440466) |
| &nbsp;&nbsp;&nbsp; Kornit Digital Ltd.\* | (48081) |  | (1232797) |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc.\* | (237120) |  | (2257382) |
| &nbsp;&nbsp;&nbsp; Pentair PLC | (50930) |  | (2331066) |
| &nbsp;&nbsp;&nbsp; Proto Labs, Inc.\* | (55761) |  | (1478782) |
| &nbsp;&nbsp;&nbsp; Saia, Inc.\* | (20233) |  | (4928556) |
| &nbsp;&nbsp;&nbsp; Tecnoglass, Inc. | (95551) |  | (2770979) |
| &nbsp;&nbsp;&nbsp; TFI International, Inc. | (37860) |  | (4109252) |
| &nbsp;&nbsp;&nbsp; Triton International Ltd. | (33794) |  | (2280081) |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc.\* | (31046) |  | (1371302) |
| &nbsp;&nbsp;&nbsp; Vertiv Holdings Co. | (221267) |  | (3064548) |
| &nbsp;&nbsp;&nbsp; Watsco, Inc. | (9176) |  | (2468160) |
|  |  |  | (46813289) |
| **Information Technology—(2.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Appfolio, Inc., Class A\* | (29037) |  | (3312831) |
| &nbsp;&nbsp;&nbsp; BlackBerry Ltd.\* | (424024) |  | (2064997) |
| &nbsp;&nbsp;&nbsp; Itron, Inc.\* | (36317) |  | (1931338) |
| &nbsp;&nbsp;&nbsp; Jamf Holding Corp.\* | (94371) |  | (2008215) |
| &nbsp;&nbsp;&nbsp; Melexis NV | (25974) |  | (2288540) |
| &nbsp;&nbsp;&nbsp; Napco Security Technologies, Inc.\* | (81329) |  | (2145459) |
| &nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., Class A\* | (224413) |  | (1683098) |
| &nbsp;&nbsp;&nbsp; Procore Technologies, Inc.\* | (56598) |  | (2771604) |
| &nbsp;&nbsp;&nbsp; Taiyo Yuden Co., Ltd. | (60300) |  | (1947794) |
| &nbsp;&nbsp;&nbsp; Unity Software, Inc.\* | (38803) |  | (1533107) |
|  |  |  | (21686983) |
| **Materials—(4.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Antofagasta PLC | (260211) |  | (4502334) |
| &nbsp;&nbsp;&nbsp; AptarGroup, Inc. | (18072) |  | (1918162) |
| &nbsp;&nbsp;&nbsp; Ball Corp. | (27444) |  | (1539060) |
| &nbsp;&nbsp;&nbsp; Cemex SAB de CV - SP ADR\* | (664877) |  | (3038488) |
| &nbsp;&nbsp;&nbsp; EMS-Chemie Holding AG | (2714) |  | (1890992) |
| &nbsp;&nbsp;&nbsp; Fortescue Metals Group Ltd. | (288713) |  | (3842668) |
| &nbsp;&nbsp;&nbsp; Grupo Mexico SAB de CV, Class B | (453600) |  | (1845527) |
| &nbsp;&nbsp;&nbsp; Huntsman Corp. | (86095) |  | (2391719) |
| &nbsp;&nbsp;&nbsp; Mitsui Chemicals, Inc. | (63200) |  | (1438561) |
| &nbsp;&nbsp;&nbsp; Nippon Paper Industries Co., Ltd. | (465000) |  | (3268655) |
| &nbsp;&nbsp;&nbsp; PureCycle Technologies, Inc.\* | (134515) |  | (933534) |
| &nbsp;&nbsp;&nbsp; RPM International, Inc. | (11339) |  | (1174947) |
| &nbsp;&nbsp;&nbsp; Siam Cement PCL, (The) - NVDR | (275000) |  | (2629521) |
| &nbsp;&nbsp;&nbsp; Southern Copper Corp. | (45926) |  | (2802405) |
| &nbsp;&nbsp;&nbsp; Standard Lithium Ltd.\* | (337335) |  | (1484274) |
| &nbsp;&nbsp;&nbsp; UPM-Kymmene Oyj | (54448) |  | (1998870) |
|  |  |  | (36699717) |
| **Real Estate—(1.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Howard Hughes Corp., (The)\* | (25076) |  | (1869165) |
| &nbsp;&nbsp;&nbsp; Macerich Co., (The) | (76869) |  | (976236) |
| &nbsp;&nbsp;&nbsp; Nomura Real Estate Master Fund, Inc. | (1112) |  | (1394352) |
| &nbsp;&nbsp;&nbsp; Rexford Industrial Realty, Inc. | (22822) |  | (1261828) |
| &nbsp;&nbsp;&nbsp; SL Green Realty Corp. | (36963) |  | (1550968) |
| &nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield\* | (21833) |  | (1176824) |
| &nbsp;&nbsp;&nbsp; WeWork, Inc., Class A\* | (866710) |  | (2392120) |
|  |  |  | (10621493) |
| TOTAL COMMON STOCKS |  |  |  |
| &nbsp;&nbsp;&nbsp; (Proceeds $(281836320)) |  |  | (241874760) |
| **RIGHTS—(0.0%)** |  |  |  |
| **Financials—(0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; Credit Suisse Group AG \* | (186053) |  | (17303) |
| TOTAL RIGHTS |  |  |  |
| &nbsp;&nbsp;&nbsp; (Proceeds $(82708)) |  |  | (17303) |
| TOTAL SECURITIES SOLD SHORT—(27.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp; (Proceeds $(281919028)) |  |  | (241892063) |
|  | NUMBER OF | NOTIONAL |  |
|  | CONTRACTS | AMOUNT |  |
| **OPTIONS WRITTEN—(0.1%)** |  |  |  |
| **Call Options Written—(0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp; ConocoPhillips |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2022, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise Price: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125.00 | (175) | (2161425) | (60375) |
| &nbsp;&nbsp;&nbsp; Halliburton Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2022, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise Price: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37.00 | (1500) | (5683500) | (280500) |
| &nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2022, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise Price: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110.00 | (250) | (3045250) | (313750) |
| &nbsp;&nbsp;&nbsp; Schlumberger Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2022, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise Price: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50.00 | (500) | (2577500) | (125000) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CALL OPTIONS WRITTEN |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Premiums received $(985924)) |  |  | (779625) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OPTIONS WRITTEN |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Premiums received $(985924)) |  |  | (779625) |
| OTHER ASSETS IN EXCESS OF LIABILITIES—25.1% |  |  | 219297674 |
| NET ASSETS—100.0% |  |  | $873461868 |

---

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| PLC | Public Limited Company |
| SP ADR | Sponsored American Depositary Receipt |
| NVDR | Non-Voting Depository Receipt |
| \* | Non-income producing. |
| (a) | The rate shown is as of November 30, 2022. |
| † | Security position is either entirely or partially held in a segregated account as collateral for securities sold short. |
| Industry classifications may be different than those used for compliance monitoring purposes. | Industry classifications may be different than those used for compliance monitoring purposes. |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Contracts For Difference held by the Fund at November 30, 2022, are as follows: | Contracts For Difference held by the Fund at November 30, 2022, are as follows: | Contracts For Difference held by the Fund at November 30, 2022, are as follows: | Contracts For Difference held by the Fund at November 30, 2022, are as follows: | Contracts For Difference held by the Fund at November 30, 2022, are as follows: | Contracts For Difference held by the Fund at November 30, 2022, are as follows: | Contracts For Difference held by the Fund at November 30, 2022, are as follows: |  |
| **REFERENCE<br> COMPANY** | **COUNTERPARTY** | **EXPIRATION DATE** | **FINANCING** <br> **RATE** | **PAYMENT FREQUENCY** | **NUMBER OF CONTRACTS LONG/(SHORT)** | **NOTIONAL<br> AMOUNT** | **UNREALIZED<br> APPRECIATION<br> (DEPRECIATION)** |
| **Long** |  |  |  |  |  |  |  |
| **United States** |  |  |  |  |  |  |  |
| International Game Technology | Goldman Sachs | 09/18/2025 | 3.83% | Monthly | 111212 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729142 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42261) |
| Total Long |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42261) |
| **Short** |  |  |  |  |  |  |  |
| **Australia** |  |  |  |  |  |  |  |
| Commonwealth Bank of Australia | Morgan Stanley | 09/19/2023 | 2.81 | Monthly | (56710) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4151727) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53119) |
| WiseTech Global Ltd. | Morgan Stanley | 09/19/2023 | 2.81 | Monthly | (45650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1765827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31914 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5917554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21205) |
| **Brazil** |  |  |  |  |  |  |  |
| Klabin SA | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (269400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1019591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146776 |
| Suzano SA | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (257300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2619930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202330 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3639521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349106 |
| **Canada** |  |  |  |  |  |  |  |
| Boyd Group Services, Inc. | Morgan Stanley | 09/19/2023 | 3.75 | Monthly | (36675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5957318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354441) |
| **China** |  |  |  |  |  |  |  |
| Shenzhen Goodix Technology Co., Ltd., Class A | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (153700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1119567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30036 |
| **Germany** |  |  |  |  |  |  |  |
| Deutsche Bank AG | Morgan Stanley | 09/19/2023 | 1.49 | Monthly | (292716) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3083177) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59093 |
| Umicore | Morgan Stanley | 09/19/2023 | 1.49 | Monthly | (42625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1516967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35928 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4600144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95021 |
| **Japan** |  |  |  |  |  |  |  |
| Nippon Shinyaku Co., Ltd. | Morgan Stanley | 09/19/2023 | -0.08 | Monthly | (14300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (837765) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53849 |
| **South Korea** |  |  |  |  |  |  |  |
| Kakaobank Corp. | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (112611) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2138913) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313983 |
| Krafton, Inc. | Morgan Stanley | 09/19/2023 | 0.00 | Monthly | (12765) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2197107) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65732) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4336020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248251 |
| **Switzerland** |  |  |  |  |  |  |  |
| Credit Suisse Group AG | Morgan Stanley | 09/19/2023 | 0.46 | Monthly | (680533) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2029553) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050016 |
| Credit Suisse Group AG - Right | Morgan Stanley | 12/31/2025 | 0.46 | Monthly | (680533) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63289) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63288) |
| Vat Group AG | Morgan Stanley | 09/19/2023 | 0.46 | Monthly | (8239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2253372) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196778 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4346214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1183506 |
| **Taiwan** |  |  |  |  |  |  |  |
| Acer, Inc. | Goldman Sachs | 09/18/2025 | 3.83 | Monthly | (1489000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1185207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7818) |
| Pan Jit International, Inc. | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (1101000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2247921) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145036) |
| Asustek Computer, Inc. | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (183000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1575059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89722) |
| Compal Electronics | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (1420000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (994743) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9171 |
| Formosa Plastics Corp. | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (495000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1444694) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27739) |
| Nan Ya Plastics Corp. | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (568000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1413315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33712) |
| SDI Corporation | Goldman Sachs | 09/16/2025 | 3.83 | Monthly | (201000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (676385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22515) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9537324) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (317371) |
| **Turkey** |  |  |  |  |  |  |  |
| Arcelik AS | Bank of America | 06/01/2023 | 3.83 | Monthly | (501885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2477381) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198659) |
| **United Kingdom** |  |  |  |  |  |  |  |
| Whitbread PLC | Morgan Stanley | 09/19/2023 | 2.93 | Monthly | (5126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2224) |
| **United States** |  |  |  |  |  |  |  |
| Affirm Holdings, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (51192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173541 |
| Alexandria Real Estate Equities, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (9508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1479540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55051) |
| AMERCO | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (5569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352518) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62540) |
| AMERCO - Non-Voting | Morgan Stanley | 12/31/2025 | 4.14 | Monthly | (50121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3166144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179934) |
| Ameresco, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (57328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3756131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109496) |
| Bank of Hawaii Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (46468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3748574) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12546 |
| BlackLine, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (42154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2853404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77985) |
| Ceridian HCM Holding, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (17473) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1195852) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74086 |
| Chipotle Mexican Grill, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (1376) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2238697) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142402) |
| Coinbase Global, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (7942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (363188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77832 |
| Commerce Bancshares, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (57000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4270439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137940) |
| Community Bank System, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (65820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4287514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15797 |
| Core & Main, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (114010) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2371408) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82087 |
| Coty, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (316042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2487251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69529) |
| Credit Acceptance Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (6268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2970781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136580 |
| Cullen/Frost Bankers, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (20909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3033269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13591 |
| CVB Financial Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (70704) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2027791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72118) |
| Definitive Healthcare Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (69863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (794342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18863 |
| Extra Space Storage, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (8546) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1373257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49909) |
| Figs, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (108935) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (852961) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131811) |
| First Financial Bankshares, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (92351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3412369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124674 |
| Floor & Decor Holdings, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (24638) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1838734) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119987 |
| Glacier Bancorp, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (68049) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3940037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31983) |
| Greif, Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (29428) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2069083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59150 |
| Guidewire Software, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (36809) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2183142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110059 |
| Kinsale Capital Group, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (12490) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3849543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276154) |
| La-Z-Boy, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (110376) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3005538) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25386 |
| Lowe's Cos., Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (9707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2063223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36013) |
| Moody's Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (10640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3173593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001 |
| Myriad Genetics, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (35995) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (729259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22317 |
| National Beverage Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (53906) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2777776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10242 |
| Novanta, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (27105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4275813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85381 |
| Nu Holdings Ltd., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (208987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (929992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96134 |
| Rite Aid Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (46394) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81653 |
| RLI Corp. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (31267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4066898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57531) |
| Rocket Cos., Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (159473) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1323626) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12758 |
| Rockwell Automation, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (9065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2395154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48226 |
| Wayfair Inc., Class A | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (20272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (742766) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111901 |
| WD-40 Co. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (14202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2378835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99982 |
| Westamerica Bancorporation | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (43261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2671367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14709) |
| Wolfspeed, Inc. | Morgan Stanley | 09/19/2023 | 3.83 | Monthly | (17413) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1583190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50324 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93980810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162993 |
| Total Short |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (136909261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228862 |
| Net unrealized gain/(loss) on Contracts For Difference |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186601 |

---

------

---

| |
|:---|
| **BOSTON PARTNERS INVESTMENT FUNDS** |
| **BOSTON PARTNERS LONG/SHORT RESEARCH FUND** |
| **NOTES TO PORTFOLIO OF INVESTMENTS** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

---

**PORTFOLIO VALUATION** — The Boston Partners Long/Short Research Fund's (the "Fund") net asset value ("NAV") is calculated once daily at the close of regular trading hours on the New York Stock Exchange ("NYSE") (generally 4:00 p.m. Eastern time) on each day the NYSE is open. Securities held by the Fund are valued using the closing price or the last sale price on a national securities exchange or the National Association of Securities Dealers Automatic Quotation System ("NASDAQ") market system where they are primarily traded. Equity securities traded in the over-the-counter ("OTC") market are valued at their closing prices. If there were no transactions on that day, securities traded principally on an exchange or on NASDAQ will be valued at the mean of the last bid and ask prices prior to the market close. Fixed income securities are valued using an independent pricing service, which considers such factors as security prices, yields, maturities and ratings, and are deemed representative of market values at the close of the market. Foreign securities are valued based on prices from the primary market in which they are traded, and are translated from the local currency into U.S. dollars using current exchange rates. Investments in other open-end investment companies, if any, are valued based on the NAV of the investment companies (which may use fair value pricing as disclosed in their prospectuses). Options for which the primary market is a national securities exchange are valued at the last sale price on the exchange on which they are traded, or, in the absence of any sale, will be valued at the mean of the last bid and ask prices prior to the market close. Options not traded on a national securities exchange are valued at the last quoted bid price for long option positions and the closing ask price for short option positions. If market quotations are unavailable or deemed unreliable, securities will be valued in accordance with procedures adopted by the Company's Board of Directors (the "Board"). Relying on prices supplied by pricing services or dealers or using fair valuation may result in values that are higher or lower than the values used by other investment companies and investors to price the same investments. Such procedures use fundamental valuation methods, which may include, but are not limited to, an analysis of the effect of any restrictions on the resale of the security, industry analysis and trends, significant changes in the issuer's financial position, and any other event which could have a significant impact on the value of the security. Determination of fair value involves subjective judgment as the actual market value of a particular security can be established only by negotiations between the parties in a sales transaction, and the difference between the recorded fair value and the value that would be received in a sale could be significant. The Fund may use fair value pricing more frequently for securities traded primarily in non-U.S. markets because, among other things, most foreign markets close well before the Fund values its securities, generally as of 4:00 p.m. Eastern time. The earlier close of these foreign markets gives rise to the possibility that significant events, including broad market moves, government actions or pronouncements, aftermarket trading, or news events may have occurred in the interim. To account for this, the Fund may value foreign securities using fair value prices based on third-party vendor modeling tools (international fair value pricing).

**FAIR VALUE MEASUREMENTS** — The inputs and valuation techniques used to measure fair value of the Fund's investments are summarized into three levels as described in the hierarchy below:

---

| |
|:---|
| • Level 1 — Prices are determined using quoted prices in active markets for identical securities. |
| • Level 2 — Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). |
| • Level 3 — Prices are determined using significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). |
| The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
| The following is a summary of the inputs used, as of November 30, 2022, in valuing the Fund's investments carried at fair value: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **TOTAL** | **LEVEL 1** | **LEVEL 2** | **LEVEL 3** |
| Common Stock |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Communication Services | $40520443 | $33872648 | $6647795 | $- |
| &nbsp;&nbsp;&nbsp; Consumer Discretionary | 81917503 | 70257499 | 11660004 | - |
| &nbsp;&nbsp;&nbsp; Consumer Staples | 59108953 | 59108953 | - | - |
| &nbsp;&nbsp;&nbsp; Energy | 70527542 | 70527542 | - | - |
| &nbsp;&nbsp;&nbsp; Financials | 153317623 | 133655993 | 19661630 | - |
| &nbsp;&nbsp;&nbsp; Health Care | 111109881 | 100528962 | 10580919 | - |
| &nbsp;&nbsp;&nbsp; Industrials | 122816560 | 114278167 | 8538393 | - |
| &nbsp;&nbsp;&nbsp; Information Technology | 113583288 | 106493724 | 7089564 | - |
| &nbsp;&nbsp;&nbsp; Materials | 47185714 | 32509765 | 14675949 | - |
| &nbsp;&nbsp;&nbsp; Real Estate | 17803113 | 16795741 | 1007372 | - |
| &nbsp;&nbsp;&nbsp; Utilities | 13034845 | 13034845 | - | - |
| Warrants | 5 | - | 5 | - |
| Short-Term Investments | 65910412 | 65910412 | - | - |
| Contracts For Difference |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Equity Contracts | 3797972 | 3797972 | - | - |
| Total Assets | $900633854 | $820772223 | $79861631 | $- |
|  | **TOTAL** | **LEVEL 1** | **LEVEL 2** | **LEVEL 3** |
| Securities Sold Short |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Communication Services | $(19279890) | $(17189296) | $(2090594) | $- |
| &nbsp;&nbsp;&nbsp; Consumer Discretionary | (36370099) | (28823364) | (7546735) | - |
| &nbsp;&nbsp;&nbsp; Consumer Staples | (9075738) | (5360209) | (3715529) | - |
| &nbsp;&nbsp;&nbsp; Energy | (18655145) | (18655145) | - | - |
| &nbsp;&nbsp;&nbsp; Financials | (25932374) | (18786225) | (7146149) | - |
| &nbsp;&nbsp;&nbsp; Health Care | (16740032) | (15205606) | (1534426) | - |
| &nbsp;&nbsp;&nbsp; Industrials | (46813289) | (44372823) | (2440466) | - |
| &nbsp;&nbsp;&nbsp; Information Technology | (21686983) | (17450649) | (4236334) | - |
| &nbsp;&nbsp;&nbsp; Materials | (36699717) | (17128116) | (19571601) | - |
| &nbsp;&nbsp;&nbsp; Real Estate | (10621493) | (8050317) | (2571176) | - |
| Rights | (17303) | (17303) | - | - |
| Contracts For Difference |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Equity Contracts | (2611371) | (2611371) | - | - |
| Total Liabilities | $(244503434) | $(193650424) | $(50853010) | $- |

---

At the end of each quarter, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities. Various factors are considered, such as changes in liquidity from the prior reporting period; whether or not a broker is willing to execute at the quoted price; the depth and consistency of prices from third party pricing services; and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates the classification of Level 1, 2 and 3 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund's investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

For fair valuations using significant unobservable inputs, U.S. generally accepted accounting principles ("U.S. GAAP") requires the Fund to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of Level 3 during the period. Transfers in and out between levels are based on values at the end of the period. A reconciliation of Level 3 investments is presented only when the Fund had an amount of Level 3 investments at the end of the reporting period that was meaningful in relation to its net assets. The amounts and reasons for all Level 3 transfers are disclosed if the Fund had an amount of total Level 3 transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period.

For the period ended November 30, 2022, the Fund had no significant Level 3 transfers. <br>For more information with regard to significant accounting policies, see the most recent semi-annual or annual report filed with the Securities and Exchange Commission.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RBB Fund, Inc.

- **b. Investment Company Act file number:** 811-05518

- **c. CIK number of Registrant:** 0000831114

- **d. LEI of Registrant:** 5493005KKD0GVHSW0D29

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-765-5366

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

- **a. Name of Series:** Boston Partners Long/Short Research Fund

- **b. EDGAR series identifier (if any):** S000030191

- **c. LEI of Series:** 5493006PQCQNOP39PQ42

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

- **a. Date of fiscal year-end:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1132719599.02

**Total Liabilities:** $249805555.47

**Net Assets:** $882914043.55

**Cash Not Reported:** $232861902.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000092912 | -3.55%               | 6.97%                | 3.69%                |
| Class ID C000092913 | -3.57%               | 7.07%                | 3.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2624782.84              | $-48663196.18                              |
| Month 2  | $3234164.25              | $64691874.53                               |
| Month 3  | $4653296.44              | $32699692.91                               |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                    | FIGS INC-CLASS A                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-131811.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                     | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     50097 | NS      | $8657763.54   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                        | Fair Isaac Corp                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      3591 | NS      | $2225414.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd                           | Farfetch Ltd                             | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Short            | EC               | CORP              | GB        |    -69250 | NS      | $-588625.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                    | Fifth Third Bancorp                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    226941 | NS      | $8251574.76   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FIRST FINL BANKSHARES INC                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $124673.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                       | FirstEnergy Corp                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     77562 | NS      | $3198656.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                         | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |     -7548 | NS      | $-1214171.28  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc              | FleetCor Technologies Inc                | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     24376 | NS      | $4782571.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FLOOR & DECOR HOLDINGS INC-A             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $119987.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                           | Fortive Corp                             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     64273 | NS      | $4341641.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                          | Frontdoor Inc                            | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    193166 | NS      | $4514289.42   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                             | fuboTV Inc                               | CUSIP: 35953D104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -559284 | NS      | $-1560402.36  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                    | General Electric Co                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |    -37670 | NS      | $-3238489.90  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GLACIER BANCORP INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31983.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                           | Glaukos Corp                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Short            | EC               | CORP              | US        |    -14082 | NS      | $-655798.74   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The            | Goldman Sachs Group Inc/The              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      9664 | NS      | $3731753.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                | Goosehead Insurance Inc                  | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Short            | EC               | CORP              | US        |    -18274 | NS      | $-742107.14   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                              | Sampo Oyj                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     84975 | NS      | $4303424.81   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                    | Leidos Holdings Inc                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     35215 | NS      | $3850055.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe BIC SA                         | Societe BIC SA                           | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               | CORP              | FR        |     84660 | NS      | $5592930.43   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp          | Lions Gate Entertainment Corp            | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Short            | EC               | CORP              | US        |   -203990 | NS      | $-1558483.60  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc          | Live Nation Entertainment Inc            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     31553 | NS      | $2295796.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LOWE'S COS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-36012.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai         | Madison Square Garden Entertainment Corp | CUSIP: 55826T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37454 | NS      | $-1802286.48  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                 | UCB SA                                   | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     16502 | NS      | $1331990.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                | Marathon Petroleum Corp                  | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     58079 | NS      | $7074602.99   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                 | Sanofi                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     38768 | NS      | $3501901.44   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | Deutsche Bank AG                         | CUSIP: D18190898<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | EC               | CORP              | DE        |    -41026 | NS      | $-436039.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | DEUTSCHE BANK AG-REGISTERED              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $59092.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                 | Maxar Technologies Inc                   | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     12813 | NS      | $310074.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                    | Deutsche Telekom AG                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    326788 | NS      | $6647794.85   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                               | Accor SA                                 | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Short            | EC               | CORP              | FR        |    -67803 | NS      | $-1785951.18  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Membership Collective Group In         | Membership Collective Group Inc          | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Short            | EC               | CORP              | GB        |   -202175 | NS      | $-909787.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                         | Merck & Co Inc                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3807 | NS      | $419226.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                         | Microsoft Corp                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     28714 | NS      | $7326089.96   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc               | Microchip Technology Inc                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     62862 | NS      | $4978041.78   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                  | Micron Technology Inc                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     54827 | NS      | $3160776.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                            | Telia Co AB                              | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Short            | EC               | CORP              | SE        |   -548503 | NS      | $-1498907.39  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | ACER INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7818.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ASUSTEK COMPUTER INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-89722.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                          | ModivCare Inc                            | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Short            | EC               | CORP              | US        |     -9823 | NS      | $-756371.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                  | Mohawk Industries Inc                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     17017 | NS      | $1724332.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                  | Molina Healthcare Inc                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2830 | NS      | $953059.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd             | Fortescue Metals Group Ltd               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Short            | EC               | CORP              | AU        |   -288713 | NS      | $-3842668.13  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MOODY'S CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2447.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Bottlers Japan Holdi         | Coca-Cola Bottlers Japan Holdings Inc    | CUSIP: N/A<br>LEI: 353800XN1G90665VTQ16       | Short            | EC               | CORP              | JP        |   -195500 | NS      | $-2089985.89  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                 | DBS Group Holdings Ltd                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     76800 | NS      | $2002848.17   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PAN JIT INTERNATIONAL INC                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-145035.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COMMONWEALTH BANK OF AUSTRAL             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-53118.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COMPAL ELECTRONICS                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9171.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group Inc                      | Rakuten Group Inc                        | CUSIP: J64264104<br>LEI: 529900IMXUCQKUL1H943 | Short            | EC               | CORP              | JP        |   -356600 | NS      | $-1713309.87  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MYRIAD GENETICS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22316.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Short            | EC               | CORP              | US        |   -156512 | NS      | $-3515259.52  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies In         | Napco Security Technologies Inc          | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Short            | EC               | CORP              | US        |    -81329 | NS      | $-2145459.02  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FORMOSA PLASTICS CORP                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-27522.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NATIONAL BEVERAGE CORP                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10242.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc           | National Vision Holdings Inc             | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |    -26331 | NS      | $-1065352.26  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                            | Neogen Corp                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |    -76731 | NS      | $-1270665.36  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                     | Hang Seng Bank Ltd                       | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Short            | EC               | CORP              | HK        |   -252700 | NS      | $-3897548.95  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                             | NetApp Inc                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     59700 | NS      | $4036317.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                          | Kikkoman Corp                            | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |    -28700 | NS      | $-1625542.82  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                | Nexstar Media Group Inc                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     60455 | NS      | $11459849.80  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                  | Norfolk Southern Corp                    | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     18547 | NS      | $4757305.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals Inc                   | Mitsui Chemicals Inc                     | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Short            | EC               | CORP              | JP        |    -63200 | NS      | $-1438561.43  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Siam Cement PCL/The                    | Siam Cement PCL/The                      | CUSIP: N/A<br>LEI: 529900SEH9QK8ZZDCQ89       | Short            | EC               | CORP              | TH        |   -275000 | NS      | $-2629520.85  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NAN YA PLASTICS CORP                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-33658.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NIPPON SHINYAKU CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $48049.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                        | Gen Digital Inc                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    129180 | NS      | $2965972.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CVB FINANCIAL CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-72118.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                        | CVS Health Corp                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     64844 | NS      | $6606306.72   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                          | Cable One Inc                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |     -1299 | NS      | $-940852.71   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                             | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     39385 | NS      | $2899523.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp           | Topgolf Callaway Brands Corp             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    123441 | NS      | $2586088.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd         | Canadian Natural Resources Ltd           | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    112424 | NS      | $6713961.28   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp             | Capital One Financial Corp               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7657 | NS      | $790508.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                          | Carnival Corp                            | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | US        |    -92836 | NS      | $-921861.48   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                           | Carter's Inc                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     16587 | NS      | $1211514.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                   | Cassava Sciences Inc                     | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Short            | EC               | CORP              | US        |    -16801 | NS      | $-585178.83   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                        | Caterpillar Inc                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     16162 | NS      | $3820858.42   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                        | Cemex SAB de CV                          | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Short            | EC               | CORP              | MX        |   -664877 | NS      | $-3038487.89  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                           | Centene Corp                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     60343 | NS      | $5252858.15   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                 | CenterPoint Energy Inc                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    123388 | NS      | $3838600.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                | Central Garden & Pet Co                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Short            | EC               | CORP              | US        |    -60517 | NS      | $-2364399.19  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CERIDIAN HCM HOLDING INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $74085.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CHIPOTLE MEXICAN GRILL INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-142402.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In         | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |    -19196 | NS      | $-2365331.12  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp              | Cincinnati Financial Corp                | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |    -15077 | NS      | $-1672943.92  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                      | Cisco Systems Inc                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    127508 | NS      | $6339697.76   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                      | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     28829 | NS      | $3459480.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings         | Clear Channel Outdoor Holdings Inc       | CUSIP: 18453H106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |  -1600179 | NS      | $-1808202.27  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions         | Cognizant Technology Solutions Corp      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     84606 | NS      | $5263339.26   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COINBASE GLOBAL INC -CLASS A             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $77831.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COMMERCE BANCSHARES INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-137940.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COMMUNITY BANK SYSTEM INC                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $15796.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                        | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34059 | NS      | $4168140.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                         | ConocoPhillips                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18597 | NS      | $2296915.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                             | Copart Inc                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     72830 | NS      | $4847564.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CORE & MAIN INC-CLASS A                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $82087.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                            | Corteva Inc                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     67810 | NS      | $4554119.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COTY INC-CL A                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-69529.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GREIF INC-CL A                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $59150.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                    | Guardant Health Inc                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |    -12349 | NS      | $-646346.66   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GUIDEWIRE SOFTWARE INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $110058.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                     | HCA Healthcare Inc                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     10900 | NS      | $2618398.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                         | Halliburton Co                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    229337 | NS      | $8689578.93   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                    | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    119806 | NS      | $5646456.78   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                           | Capgemini SE                             | CUSIP: F4973Q101<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     27791 | NS      | $5024563.81   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                             | Hasbro Inc                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     47126 | NS      | $2960455.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                   | Hayward Holdings Inc                     | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -239092 | NS      | $-2283328.60  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc          | Healthcare Services Group Inc            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Short            | EC               | CORP              | US        |    -59959 | NS      | $-836428.05   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                         | Hershey Co/The                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     42540 | NS      | $10004131.80  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                              | Hess Corp                                | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Short            | EC               | CORP              | US        |    -29322 | NS      | $-4219729.02  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                            | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     32292 | NS      | $1935905.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc              | Host Hotels & Resorts Inc                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    104164 | NS      | $1972866.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                 | Howard Hughes Corp/The                   | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Short            | EC               | CORP              | US        |    -25076 | NS      | $-1869165.04  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                   | Howmet Aerospace Inc                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     58027 | NS      | $2185877.09   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                             | Humana Inc                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5400 | NS      | $2969460.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH           | Huntington Bancshares Inc/OH             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    594037 | NS      | $9195692.76   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                          | Huntsman Corp                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Short            | EC               | CORP              | US        |    -86095 | NS      | $-2391719.10  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                      | Hyatt Hotels Corp                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |    -13994 | NS      | $-1403878.08  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                        | iHeartMedia Inc                          | CUSIP: 45174J509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -197779 | NS      | $-1590143.16  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T         | Interpublic Group of Cos Inc/The         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     62858 | NS      | $2159800.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc           | Intra-Cellular Therapies Inc             | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Short            | EC               | CORP              | US        |    -16985 | NS      | $-920926.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                     | IQVIA Holdings Inc                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     10977 | NS      | $2393205.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                              | Itron Inc                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |    -36317 | NS      | $-1931338.06  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                    | JPMorgan Chase & Co                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     67634 | NS      | $9345666.12   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                              | Jabil Inc                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     82883 | NS      | $5983323.77   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                      | Jamf Holding Corp                        | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Short            | EC               | CORP              | US        |    -94371 | NS      | $-2008214.88  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                      | Johnson & Johnson                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     23946 | NS      | $4262388.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                               | KLA Corp                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      5977 | NS      | $2349857.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                   | Keurig Dr Pepper Inc                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    259435 | NS      | $10032351.45  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                | KeyCorp                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    445544 | NS      | $8380682.64   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KINSALE CAPITAL GROUP INC                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-277777.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                      | Kosmos Energy Ltd                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    568087 | NS      | $3777778.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                     | Kraft Heinz Co/The                       | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    120783 | NS      | $4752811.05   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu         | Kratos Defense & Security Solutions Inc  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |   -117439 | NS      | $-1118019.28  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                          | Kroger Co/The                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     66631 | NS      | $3277578.89   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                               | LKQ Corp                                 | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     62160 | NS      | $3377152.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                        | UPM-Kymmene Oyj                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Short            | EC               | CORP              | FI        |    -54448 | NS      | $-1998870.06  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | LA-Z-BOY INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $25386.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                     | nVent Electric PLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     94483 | NS      | $3780264.83   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd             | RenaissanceRe Holdings Ltd               | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     24757 | NS      | $4676844.87   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                     | Royalty Pharma PLC                       | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Short            | EC               | CORP              | US        |    -23632 | NS      | $-1039099.04  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                            | Pentair PLC                              | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Short            | EC               | CORP              | GB        |    -50930 | NS      | $-2331066.10  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P         | Sensata Technologies Holding PLC         | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | US        |     36564 | NS      | $1649036.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                         | Tecnoglass Inc                           | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Short            | EC               | CORP              | CO        |    -95551 | NS      | $-2770979.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd               | Triton International Ltd                 | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |    -33794 | NS      | $-2280081.18  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou         | White Mountains Insurance Group Ltd      | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | US        |      1005 | NS      | $1365654.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                              | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     26560 | NS      | $3525043.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                             | Cigna Corp                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10885 | NS      | $3579967.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                               | Angi Inc                                 | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Short            | EC               | CORP              | US        |   -490782 | NS      | $-1094443.86  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                               | ASGN Inc                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     24856 | NS      | $2251953.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                    | Abbott Laboratories                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9523 | NS      | $1024484.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                             | AbbVie Inc                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     73568 | NS      | $11857690.24  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                        | Antofagasta PLC                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | CL        |   -260211 | NS      | $-4502333.99  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                | Activision Blizzard Inc                  | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     81014 | NS      | $5990985.30   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc             | Advanced Micro Devices Inc               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     34141 | NS      | $2650365.83   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc          | Advanced Drainage Systems Inc            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     26864 | NS      | $2612792.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                      | AeroVironment Inc                        | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |    -34064 | NS      | $-3133547.36  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AFFIRM HOLDINGS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $173540.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                     | Albertsons Cos Inc                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    170541 | NS      | $3572833.95   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ALEXANDRIA REAL ESTATE EQUIT             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-55051.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings          | Allison Transmission Holdings Inc        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     61926 | NS      | $2774284.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc              | Allogene Therapeutics Inc                | CUSIP: 019770106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -71985 | NS      | $-709772.10   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                      | Allstate Corp/The                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     34233 | NS      | $4583798.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                           | Alphabet Inc                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21905 | NS      | $2212185.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                           | Amedisys Inc                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      5867 | NS      | $534425.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AMERCO                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-62539.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AMERCO-NON VOTING-W/I                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-179934.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AMERESCO INC-CL A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-109496.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc            | American Airlines Group Inc              | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -218078 | NS      | $-3146865.54  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc         | American Electric Power Co Inc           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     30718 | NS      | $2973502.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc             | Americold Realty Trust Inc               | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |    117224 | NS      | $3499136.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                 | AmerisourceBergen Corp                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3159 | NS      | $539209.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc               | Ameriprise Financial Inc                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     23830 | NS      | $7910368.50   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                             | AMETEK Inc                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     34885 | NS      | $4968321.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                              | Amgen Inc                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     28337 | NS      | $8115716.80   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                    | Elevance Health Inc                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     10414 | NS      | $5549828.88   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                           | Appfolio Inc                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |    -29037 | NS      | $-3312831.33  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                  | Applied Materials Inc                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     27603 | NS      | $3025288.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                         | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |    -18072 | NS      | $-1918162.08  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                 | Array Technologies Inc                   | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |   -164339 | NS      | $-3441258.66  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                  | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     18731 | NS      | $2036808.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                    | Ascendis Pharma A/S                      | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |     -8692 | NS      | $-1069637.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                         | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6145 | NS      | $761426.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                           | AutoZone Inc                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2379 | NS      | $6135441.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                            | Avantor Inc                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109199 | NS      | $2432953.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                    | Avery Dennison Corp                      | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     19891 | NS      | $3845527.03   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                          | B&G Foods Inc                            | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Short            | EC               | CORP              | US        |    -80256 | NS      | $-1065799.68  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                  | B Riley Financial Inc                    | CUSIP: 05580M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -71412 | NS      | $-3136415.04  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                   | BWX Technologies Inc                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     46302 | NS      | $2819328.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                        | Baker Hughes Co                          | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -64274 | NS      | $-1865231.48  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                              | Ball Corp                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |    -27444 | NS      | $-1539059.52  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                   | Bank of America Corp                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    256273 | NS      | $9699933.05   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BANK OF HAWAII CORP                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-19981.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                       | W R Berkley Corp                         | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     56981 | NS      | $4346510.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                 | Berkshire Hathaway Inc                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     13893 | NS      | $4426309.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                        | Beyond Meat Inc                          | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Short            | EC               | CORP              | US        |    -73668 | NS      | $-1074816.12  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                           | Big Lots Inc                             | CUSIP: 089302103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -35428 | NS      | $-690846.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackBerry Ltd                         | BlackBerry Ltd                           | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Short            | EC               | CORP              | CA        |   -424024 | NS      | $-2064996.88  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BLACKLINE INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-77984.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                          | Boeing Co/The                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      5276 | NS      | $943770.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                   | Booking Holdings Inc                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2782 | NS      | $5785029.90   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                        | AstraZeneca PLC                          | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     20566 | NS      | $2783427.25   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                 | Boston Scientific Corp                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     49946 | NS      | $2261055.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                | Bristol-Myers Squibb Co                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     92520 | NS      | $7427505.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC           | British American Tobacco PLC             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    217108 | NS      | $8960047.16   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                           | Broadcom Inc                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11642 | NS      | $6415091.26   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CREDIT ACCEPTANCE CORP                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $136579.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CULLEN/FROST BANKERS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4599.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                    | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     16496 | NS      | $2914018.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                             | Deere & Co                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5265 | NS      | $2321865.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DEFINITIVE HEALTHCARE CORP               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $18863.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                      | Devon Energy Corp                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     81632 | NS      | $5593424.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                 | Diamondback Energy Inc                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     18654 | NS      | $2761165.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc              | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |    -24796 | NS      | $-2965105.68  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services            | Discover Financial Services              | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     21535 | NS      | $2333532.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                    | Dollar General Corp                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     23589 | NS      | $6031235.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                             | Dover Corp                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     21242 | NS      | $3015301.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                 | Grupo Mexico SAB de CV                   | CUSIP: P49538112<br>LEI: 529900JWLZAYET2ZGW20 | Short            | EC               | CORP              | MX        |   -453600 | NS      | $-1845527.11  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                  | DuPont de Nemours Inc                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     29981 | NS      | $2113960.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                           | Doximity Inc                             | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -38397 | NS      | $-1305114.03  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                               | EQT Corp                                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |    -85971 | NS      | $-3646030.11  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                  | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105546 | NS      | $7410384.66   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                             | Enviva Inc                               | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Short            | EC               | CORP              | US        |    -21774 | NS      | $-1235674.50  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                  | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     48191 | NS      | $1644276.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In         | Equity LifeStyle Properties Inc          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     24066 | NS      | $1598463.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc               | Essex Property Trust Inc                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      8825 | NS      | $1944853.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                               | Etsy Inc                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |    -11017 | NS      | $-1455235.53  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                    | Exact Sciences Corp                      | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |    -11247 | NS      | $-505552.65   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EXTRA SPACE STORAGE INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-49908.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                               | FMC Corp                                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     20773 | NS      | $2713784.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                      | Lam Research Corp                        | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6459 | NS      | $3051102.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                   | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     27708 | NS      | $2774679.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                    | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     14315 | NS      | $2476208.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NOVANTA INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $85380.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                  | Oak Street Health Inc                    | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |    -38359 | NS      | $-829321.58   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                      | Chord Energy Corp                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     27984 | NS      | $4268399.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Oatly Group AB                         | Oatly Group AB                           | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Short            | EC               | CORP              | SE        |   -524659 | NS      | $-855194.17   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd             | Samsung Electronics Co Ltd               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     42977 | NS      | $2064999.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SDI CORPORATION                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-22515.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                            | Shimano Inc                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |     -8200 | NS      | $-1416436.79  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corp                              | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     71329 | NS      | $4064326.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                            | Oracle Corp                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     43592 | NS      | $3619443.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Yuden Co Ltd                     | Taiyo Yuden Co Ltd                       | CUSIP: N/A<br>LEI: 353800V9G3X5PLB9AD43       | Short            | EC               | CORP              | JP        |    -60300 | NS      | $-1947794.33  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                    | Otis Worldwide Corp                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     48733 | NS      | $3805559.97   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd               | United Overseas Bank Ltd                 | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |    138500 | NS      | $3193460.99   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc              | Palantir Technologies Inc                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |   -224413 | NS      | $-1683097.50  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                   | Parker-Hannifin Corp                     | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     16344 | NS      | $4885875.36   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                 | Permian Resources Corp                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |   -410750 | NS      | $-4173220.00  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                             | Pfizer Inc                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     14295 | NS      | $716608.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                 | Credit Suisse Group AG                   | CUSIP: H3698D419<br>LEI: 549300506SI9CRFV9Z86 | Short            | EC               | CORP              | CH        |   -186053 | NS      | $-569092.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CREDIT SUISSE GROUP AG-REG               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1050016.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In         | Philip Morris International Inc          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     59804 | NS      | $5960664.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                           | Phreesia Inc                             | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Short            | EC               | CORP              | US        |    -23255 | NS      | $-646954.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co           | Pioneer Natural Resources Co             | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     16737 | NS      | $3949764.63   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                            | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     11104 | NS      | $1266522.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                         | Portillo's Inc                           | CUSIP: 73642K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -36334 | NS      | $-733583.46   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Melexis NV                             | Melexis NV                               | CUSIP: N/A<br>LEI: 549300QRPSGOJRPUFO80       | Short            | EC               | CORP              | BE        |    -25974 | NS      | $-2288539.93  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                 | T Rowe Price Group Inc                   | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |    -26729 | NS      | $-3338719.39  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc               | Procore Technologies Inc                 | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |    -56598 | NS      | $-2771604.06  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                         | Proto Labs Inc                           | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Short            | EC               | CORP              | US        |    -55761 | NS      | $-1478781.72  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc             | PureCycle Technologies Inc               | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -134515 | NS      | $-933534.10   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                              | Qorvo Inc                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     32420 | NS      | $3217685.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                           | QUALCOMM Inc                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     42791 | NS      | $5412633.59   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                      | QuantumScape Corp                        | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -202266 | NS      | $-1514972.34  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | RLI CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-284529.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| RH                                     | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -2822 | NS      | $-809434.26   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                  | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |    -11339 | NS      | $-1174947.18  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                           | Klepierre SA                             | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     43473 | NS      | $1007371.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                   | Regency Centers Corp                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     32931 | NS      | $2187606.33   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                 | Regions Financial Corp                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    159109 | NS      | $3692919.89   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc               | Resideo Technologies Inc                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     80395 | NS      | $1302399.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands Internationa         | Restaurant Brands International Inc      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     71362 | NS      | $4734868.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc          | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |    -22822 | NS      | $-1261828.38  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                  | EMS-Chemie Holding AG                    | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |     -2714 | NS      | $-1890992.14  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | RITE AID CORP                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $81653.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                            | ROBLOX Corp                              | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -31785 | NS      | $-1009809.45  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ROCKET COS INC-CLASS A                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $12757.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ROCKWELL AUTOMATION INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $37529.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                             | R1 RCM Inc                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43431 | NS      | $393050.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                        | Ross Stores Inc                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     42133 | NS      | $4957790.11   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                         | S&P Global Inc                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4975 | NS      | $1755180.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                   | SL Green Realty Corp                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |    -36963 | NS      | $-1550967.48  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                               | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117423 | NS      | $2050205.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc         | SS&C Technologies Holdings Inc           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     83963 | NS      | $4513850.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                               | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |    -20233 | NS      | $-4928556.47  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                       | Schlumberger Ltd                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    163699 | NS      | $8438683.45   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                | Charles Schwab Corp/The                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     71100 | NS      | $5868594.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati         | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     68733 | NS      | $7568190.63   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc          | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |     -8725 | NS      | $-838647.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                        | Shake Shack Inc                          | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |    -10478 | NS      | $-551142.80   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                  | SoFi Technologies Inc                    | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |   -418030 | NS      | $-2019084.90  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                       | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152568 | NS      | $1272417.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                   | Southern Copper Corp                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | PE        |    -45926 | NS      | $-2802404.52  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc             | Zimmer Biomet Holdings Inc               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     25537 | NS      | $3066993.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                          | Proximus SADP                            | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Short            | EC               | CORP              | BE        |    -56562 | NS      | $-591687.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SUZANO SA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $202329.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ARCELIK AS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-198659.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc               | Hana Financial Group Inc                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     59498 | NS      | $2034953.59   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                        | Norsk Hydro ASA                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    771662 | NS      | $5810710.54   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group PLC                      | Ashmore Group PLC                        | CUSIP: N/A<br>LEI: 549300U3L59WB4YI2X12       | Short            | EC               | CORP              | GB        |   -818211 | NS      | $-2243468.10  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                          | Whitbread PLC                            | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Short            | EC               | CORP              | GB        |    -44046 | NS      | $-1390949.06  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | WHITBREAD PLC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3731.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd                         | Wynn Macau Ltd                           | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | MO        |   2082500 | NS      | $1595195.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                           | Glencore PLC                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |   1099856 | NS      | $7505575.36   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp                        | MEG Energy Corp                          | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    307687 | NS      | $4380333.83   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                            | Brenntag SE                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     46326 | NS      | $2945463.08   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                     | Cenovus Energy Inc                       | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    407399 | NS      | $8101641.64   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp                          | Enerplus Corp                            | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    241024 | NS      | $4481292.23   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                             | Entain PLC                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |    249827 | NS      | $4276987.96   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paper Industries Co Ltd         | Nippon Paper Industries Co Ltd           | CUSIP: N/A<br>LEI: 3538007UWR5N9X8B8S30       | Short            | EC               | CORP              | JP        |   -465000 | NS      | $-3268655.36  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambu A/S                               | Ambu A/S                                 | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Short            | EC               | CORP              | DK        |    -28450 | NS      | $-360930.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                  | TFI International Inc                    | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |    -37860 | NS      | $-4109251.76  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd                            | Idorsia Ltd                              | CUSIP: N/A<br>LEI: 506700XOVZUB107S5720       | Short            | EC               | CORP              | CH        |    -47421 | NS      | $-703101.31   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | UMICORE                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $35928.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV                 | Vista Energy SAB de CV                   | CUSIP: P9799N132<br>LEI: 549300UDOHP7958KNS89 | N/A              | DE               | CORP              | MX        |        26 | NS      | $4.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield              | Unibail-Rodamco-Westfield                | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | FR        |    -21833 | NS      | $-1176824.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                              | Elkem ASA                                | CUSIP: N/A<br>LEI: 549300CVBE06T0SH6T76       | Long             | EC               | CORP              | NO        |    415343 | NS      | $1538072.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                            | Moncler SpA                              | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Short            | EC               | CORP              | IT        |    -23791 | NS      | $-1240088.11  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                       | Novo Nordisk A/S                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     23626 | NS      | $2963601.26   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KLABIN SA - UNIT                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $146776.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BOYD GROUP SERVICES INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-354440.03   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                      | NatWest Group PLC                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    623670 | NS      | $1983472.80   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRAFTON INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-65732.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                              | InPost SA                                | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Short            | EC               | CORP              | PL        |   -329654 | NS      | $-2440465.63  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                 | Credit Suisse Group AG                   | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Short            | EC               | CORP              | CH        |   -186053 | NS      | $-17302.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CREDIT SUISSE GROUP AG-RTS               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-63287.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KAKAOBANK CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $313982.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Nanopore Technologies P         | Oxford Nanopore Technologies PLC         | CUSIP: N/A<br>LEI: 213800IRWQ2Q6M2CDW55       | Short            | EC               | CORP              | GB        |   -152884 | NS      | $-470394.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC              | Flutter Entertainment PLC                | CUSIP: G3643J108<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |     38871 | NS      | $5787820.64   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PL         | Direct Line Insurance Group PLC          | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |    611273 | NS      | $1546906.74   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund         | Nomura Real Estate Master Fund Inc       | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Short            | EC               | CORP              | JP        |     -1112 | NS      | $-1394352.35  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SHENZHEN GOODIX TECHNOLOGY-A             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $30036.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                        | Nordea Bank Abp                          | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    288758 | NS      | $3034560.91   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | VAT GROUP AG                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $196778.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                           | ING Groep NV                             | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    128805 | NS      | $1562002.36   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | WISETECH GLOBAL LTD                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $31914.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ConocoPhillips                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -175 | NC      | $-60375.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                              | Chubb Ltd                                | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     10401 | NS      | $2283955.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                             | Garmin Ltd                               | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     33665 | NS      | $3130508.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                           | UBS Group AG                             | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     76745 | NS      | $1415177.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Halliburton Co                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1500 | NC      | $-280500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog         | Check Point Software Technologies Ltd    | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |     43038 | NS      | $5716737.54   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kornit Digital Ltd                     | Kornit Digital Ltd                       | CUSIP: N/A<br>LEI: 5299006DPCQWP3VTFK34       | Short            | EC               | CORP              | IL        |    -48081 | NS      | $-1232796.84  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Marathon Petroleum Corp                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -250 | NC      | $-313750.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CureVac NV                             | CureVac NV                               | CUSIP: N/A<br>LEI: 724500BUT8GAG9LMYN56       | Short            | EC               | CORP              | DE        |    -68162 | NS      | $-494174.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                  | NXP Semiconductors NV                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     15932 | NS      | $2801482.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Schlumberger Ltd                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -500 | NC      | $-125000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                               | Flex Ltd                                 | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | US        |    281065 | NS      | $6177808.70   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Lithium Ltd                   | Standard Lithium Ltd                     | CUSIP: 853606101<br>LEI: 549300LA4BSHAKT4SL33 | Short            | EC               | CORP              | CA        |   -337335 | NS      | $-1484274.00  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                       | StoneX Group Inc                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     44114 | NS      | $4476247.58   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                             | Stride Inc                               | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    104000 | NS      | $3682640.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                           | Stryker Corp                             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      7644 | NS      | $1787855.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                    | Synchrony Financial                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     20102 | NS      | $755433.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                      | Syneos Health Inc                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      6727 | NS      | $237328.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                        | TJX Cos Inc/The                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     47628 | NS      | $3812621.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                        | T-Mobile US Inc                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     35391 | NS      | $5360320.86   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc               | Tandem Diabetes Care Inc                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |    -17828 | NS      | $-749667.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                              | TEGNA Inc                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    222579 | NS      | $4393709.46   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                     | Teladoc Health Inc                       | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |    -45844 | NS      | $-1307012.44  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc         | Tempur Sealy International Inc           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     84258 | NS      | $2676876.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                    | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Short            | EC               | CORP              | US        |    -18251 | NS      | $-1812689.32  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                            | Textron Inc                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     15292 | NS      | $1091542.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc           | Thermo Fisher Scientific Inc             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     10092 | NS      | $5653740.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                             | TransUnion                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     35460 | NS      | $2236816.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                          | Trupanion Inc                            | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Short            | EC               | CORP              | US        |    -10926 | NS      | $-571102.02   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                  | Truist Financial Corp                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     86898 | NS      | $4067695.38   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank Money Market Deposit Account | U.S. Bank Money Market Deposit Account   | CUSIP: 8AMMF0A92<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  65910412 | NS      | $65910411.70  | 7.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                  | Twist Bioscience Corp                    | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Short            | EC               | CORP              | US        |    -14944 | NS      | $-408718.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                     | Union Pacific Corp                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1402 | NS      | $304836.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV               | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |   -108501 | NS      | $-4653607.89  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc           | United Airlines Holdings Inc             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Short            | EC               | CORP              | US        |    -31046 | NS      | $-1371301.82  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                  | US Foods Holding Corp                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    118555 | NS      | $4336741.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                 | UnitedHealth Group Inc                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     17941 | NS      | $9827362.16   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                     | Unity Software Inc                       | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |    -38803 | NS      | $-1533106.53  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc          | Universal Health Services Inc            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3277 | NS      | $428795.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                          | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    140429 | NS      | $4631348.42   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                             | Ventas Inc                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     60566 | NS      | $2818135.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                 | Ventyx Biosciences Inc                   | CUSIP: 92332V107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20475 | NS      | $-593570.25   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                     | Vertiv Holdings Co                       | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |   -221267 | NS      | $-3064547.95  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                       | Paramount Global                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |   -153152 | NS      | $-3075292.16  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy SAB de CV                 | Vista Energy SAB de CV                   | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WD-40 CO                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $99982.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol         | Westinghouse Air Brake Technologies Corp | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     22073 | NS      | $2231359.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                            | Walmart Inc                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     40776 | NS      | $6215077.92   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                       | Warby Parker Inc                         | CUSIP: 93403J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34654 | NS      | $-590157.62   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                | Warner Music Group Corp                  | CUSIP: 934550203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -80227 | NS      | $-2749379.29  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                             | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |     -9176 | NS      | $-2468160.48  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WAYFAIR INC- CLASS A                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $111901.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                       | Wells Fargo & Co                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    255683 | NS      | $12259999.85  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                | WESCO International Inc                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     39182 | NS      | $5051343.44   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I         | West Pharmaceutical Services Inc         | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |     -3033 | NS      | $-711723.78   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WESTAMERICA BANCORPORATION               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-36544.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                   | Western Digital Corp                     | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     15275 | NS      | $561356.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                            | Westrock Co                              | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     73811 | NS      | $2798913.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WeWork Inc                             | WeWork Inc                               | CUSIP: 96209A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -866710 | NS      | $-2392119.60  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                         | Whirlpool Corp                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      9349 | NS      | $1369908.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                    | Williams-Sonoma Inc                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |    -20014 | NS      | $-2339636.60  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                           | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |     -9979 | NS      | $-1651624.29  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                         | WisdomTree Inc                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |   -325601 | NS      | $-1813597.57  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WOLFSPEED INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $50323.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc           | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     53087 | NS      | $3892338.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                 | Yum China Holdings Inc                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Short            | EC               | CORP              | CN        |    -18831 | NS      | $-1037964.72  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                             | Adient PLC                               | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Short            | EC               | CORP              | US        |    -98265 | NS      | $-3826439.10  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                           | Allegion plc                             | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     27532 | NS      | $3129011.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                             | Amdocs Ltd                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | US        |     41802 | NS      | $3714525.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                | Aon PLC                                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |     13682 | NS      | $4217886.96   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd             | Axalta Coating Systems Ltd               | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | US        |    140072 | NS      | $3759532.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners         | Coca-Cola Europacific Partners PLC       | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |     37610 | NS      | $1996714.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                         | Eaton Corp PLC                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |     21925 | NS      | $3583641.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                   | Everest Re Group Ltd                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     12912 | NS      | $4363481.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                         | Ferroglobe PLC                           | CUSIP: N/A<br>LEI: 2138005GCFJACFTZUD90       | Long             | EC               | CORP              | GB        |    243786 | NS      | $1128729.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                           | Ferguson PLC                             | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | GB        |     22206 | NS      | $2603209.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                      | Genius Sports Ltd                        | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | GB        |   -168461 | NS      | $-862520.32   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                               | ICON PLC                                 | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      9717 | NS      | $2093430.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | INTERNATIONAL GAME TECHNOLOG SWAP        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-20018.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                          | Medtronic PLC                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     46221 | NS      | $3653307.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NU HOLDINGS LTD/CAYMAN ISL-A             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $96134.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** RBB Fund, Inc.

**Signature:** /s/ James G. Shaw

**Name of Signer:** RBB Fund, Inc.

**Title:** CFO COO Treasurer