# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195310
**Filing Date:** 2025-8
**Character Count:** 1313886
**Document Hash:** 8e556fbd0109e60797a4bff1c1a89240
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195310.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195310

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 251236688

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR Trend Total Return Fund (Series ID: S000074759)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000232926 | Class N      | QNZNX           |
| C000232927 | Class R6     | QNZRX           |
| C000232928 | Class I      | QNZIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

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

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

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

- **a. Name of Series:** AQR Trend Total Return Fund

- **b. EDGAR series identifier (if any):** S000074759

- **c. LEI of Series:** 549300860NJ8NN1SCS53

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $109688569.12

**Total Liabilities:** $50205992.13

**Net Assets:** $59482576.99

**Amount of Assets Invested in Other Investment Companies:** $13613316.26

**Cash Not Reported:** $875960.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 7.14760487 | **5-Year:** 163.10792131 | **10-Year:** -4404.05987097 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -5.81118663 | **5-Year:** -825.51996023 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232926 | -1.77%               | 2.63%                | 2.42%                |
| Class ID C000232928 | -1.84%               | 2.70%                | 2.41%                |
| Class ID C000232927 | -1.84%               | 2.69%                | 2.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1592103.04             | $2075448.09                                |
| Month 2  | $2339.78                 | $536922.76                                 |
| Month 3  | $-623647.65              | $599320.17                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                                 | CBRE Group, Inc., Class A                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       278 | NS      | $38953.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4080.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                                | MonotaRO Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $27560.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Crude Oil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-5628.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc.                                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |      -142 | NS      | $-32827.56    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $169.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2081.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        12 | NC      | $-5431.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $891.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                                    | Square Enix Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |      3600 | NS      | $269277.21    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                                          | WillScot Holdings Corp.                                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |     -2145 | NS      | $-58773.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Short            | EC               | CORP              | JP        |     -3300 | NS      | $-39785.56    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $185.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        20 | NC      | $-2894.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |      -110 | NS      | $-86639.30    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-282.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                              | Franco-Nevada Corp.                                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |      -226 | NS      | $-37104.33    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3793.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                          | COPT Defense Properties                                                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       558 | NS      | $15389.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-107.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                       | Umicore SA                                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Short            | EC               | CORP              | BE        |     -2792 | NS      | $-41203.56    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4 | NC      | $2920.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                     | Koito Manufacturing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -3900 | NS      | $-46616.80    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |      -517 | NS      | $-28998.53    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       133 | NS      | $29077.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Short            | EC               | CORP              | US        |      -681 | NS      | $-78859.80    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17359.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-778.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $999.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                | Canadian Pacific Kansas City Ltd.                                                      | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -343 | NS      | $-27248.57    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7270.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1061.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     10188 | NS      | $155144.79    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                          | Cooper Cos., Inc. (The)                                                                | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |      -143 | NS      | $-10175.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  80600000 | PA      | $83.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       547 | NS      | $195273.53    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                           | Monster Beverage Corp.                                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1113 | NS      | $69718.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co. Ltd.                                                  | Sanrio Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |      1900 | NS      | $91875.69     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                                       | Treasury Wine Estates Ltd.                                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Short            | EC               | CORP              | AU        |     -6124 | NS      | $-31508.91    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $170.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         6 | NC      | $-2558.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Milling Wheat No. 2                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $10575.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $118.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       532 | NS      | $35505.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26002.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |      -300 | NS      | $-21811.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-7480.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |     -2716 | NS      | $-188436.08   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1537.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1285 | NS      | $125081.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-182.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2672.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC Resources Ltd.                                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |      1952 | NS      | $41154.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1070.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories, Inc.                                         | Dolby Laboratories, Inc., Class A                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       141 | NS      | $10470.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                      | CH Robinson Worldwide, Inc.                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |      -294 | NS      | $-28209.30    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $406.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-705.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $78.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3615.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                                         | FirstCash Holdings, Inc.                                                               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $14324.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Short            | EC               | CORP              | ES        |     -4577 | NS      | $-70477.88    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                            | Hancock Whitney Corp.                                                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       804 | NS      | $46149.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   8235550 | PA      | $-12704.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1562.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1384.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/JSE Top 40 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |        14 | NC      | $7901.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $256.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                                  | Blackrock, Inc.                                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        44 | NS      | $46167.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 605000000 | PA      | $-2950.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp.                                       | Brookfield Renewable Corp.                                                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |      -370 | NS      | $-12126.38    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1900000 | PA      | $1649.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dutch Bros, Inc.                                                 | Dutch Bros, Inc., Class A                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -375 | NS      | $-25638.75    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1347.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $741.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-119.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $544.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1908.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                       | ASGN, Inc.                                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Short            | EC               | CORP              | US        |     -1099 | NS      | $-54873.07    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| AtkinsRealis Group, Inc.                                         | AtkinsRealis Group, Inc.                                                               | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      1224 | NS      | $85848.53     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Australia 3 Year Bond                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        26 | NC      | $7017.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1983.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       678 | NS      | $176835.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -172 | NS      | $-63062.08    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       267 | NS      | $47053.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                          | International Paper Co.                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |     -1862 | NS      | $-87197.46    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5925.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $-693.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $310.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5683.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                     | Experian plc                                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       305 | NS      | $15727.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                                      | Verallia SA                                                                            | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Short            | EC               | CORP              | FR        |      -216 | NS      | $-7181.84     | -0.01%            |  |  |  | Yes           |                  2 | On Loan: No      |
| SGH Ltd.                                                         | SGH Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Short            | EC               | CORP              | AU        |      -330 | NS      | $-11752.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                                        | CubeSmart                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1249 | NS      | $53082.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.                     | Expeditors International of Washington, Inc.                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       204 | NS      | $23307.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                 | Zions Bancorp NA                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1741 | NS      | $90427.54     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       620 | NS      | $170884.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6432.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Short            | EC               | CORP              | JP        |     -5500 | NS      | $-63979.65    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp.                                                 | Bio-Techne Corp.                                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |     -1435 | NS      | $-73830.75    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-151.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1904.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2903.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-170.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-428.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Crude Palm Oil                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         3 | NC      | $-1963.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                               | MP Materials Corp.                                                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |      -858 | NS      | $-28545.66    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                          | CRH plc                                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       455 | NS      | $41769.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                                    | Autoliv, Inc.                                                                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       797 | NS      | $89184.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                                  | Northwestern Energy Group, Inc.                                                        | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Short            | EC               | CORP              | US        |      -144 | NS      | $-7387.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $199.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       206 | NS      | $15309.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3689.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10400000 | PA      | $26.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1854.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1535 | NS      | $68123.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd.                                               | Qube Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |      2704 | NS      | $7622.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |      -244 | NS      | $-75188.60    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-147.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $924.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $289.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1428 | NS      | $44882.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $119.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                                       | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -287 | NS      | $-30267.02    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                                               | Oji Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |      7800 | NS      | $39266.62     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1332 | NS      | $131535.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Short            | EC               | CORP              | AU        |      -708 | NS      | $-5032.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1700000 | PA      | $3188.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       956 | NS      | $75928.48     | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sodexo SA                                                        | Sodexo SA                                                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Short            | EC               | CORP              | FR        |      -217 | NS      | $-13355.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                          | Robinhood Markets, Inc., Class A                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1137 | NS      | $106457.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                                        | Axfood AB                                                                              | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Short            | EC               | CORP              | SE        |      -558 | NS      | $-16496.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                       | Getinge AB, Class B                                                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |       320 | NS      | $6429.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        23 | NC      | $16191.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                 | Keisei Electric Railway Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Short            | EC               | CORP              | JP        |    -11000 | NS      | $-102849.21   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $-743.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $296.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4884.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    349000 | PA      | $-2351.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Short            | EC               | CORP              | FR        |      -253 | NS      | $-69471.92    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $290.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1089.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                               | T&D Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |      2800 | NS      | $61460.31     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3955.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                             | Tourmaline Oil Corp.                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       252 | NS      | $12158.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                                         | Warner Music Group Corp., Class A                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $29337.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                         | Wintrust Financial Corp.                                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Short            | EC               | CORP              | US        |      -335 | NS      | $-41533.30    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $556.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)                 | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       251 | NS      | $162982.95    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |     12699 | NS      | $63875.97     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                    | Volkswagen AG (Preference)                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Short            | EP               | CORP              | DE        |      -267 | NS      | $-28225.50    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $99.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2609.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $276.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       704 | NS      | $29539.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1204.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                                | Morningstar, Inc.                                                                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Short            | EC               | CORP              | US        |      -132 | NS      | $-41438.76    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6253.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd.                                                         | IGO Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Short            | EC               | CORP              | AU        |     -4779 | NS      | $-13166.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1290 | NS      | $21620.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        21 | NS      | $21405.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |      -167 | NS      | $-51185.50    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |     -1334 | NS      | $-39219.60    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc.                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |       -52 | NS      | $-17272.84    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1931.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | Cboe Global Markets, Inc.                                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |      -307 | NS      | $-71595.47    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1090.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1842 | NS      | $291017.58    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3201.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | Telenor ASA                                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     10037 | NS      | $156298.14    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |     -1601 | NS      | $-146699.63   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2200000 | PA      | $172.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |     -3096 | NS      | $-53932.32    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      1605 | NS      | $22373.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp.                                                 | MEG Energy Corp.                                                                       | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Short            | EC               | CORP              | CA        |      -460 | NS      | $-8691.61     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       718 | NS      | $157522.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Enterprises Ltd.                                  | Domino's Pizza Enterprises Ltd.                                                        | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Short            | EC               | CORP              | AU        |     -2402 | NS      | $-30479.74    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-63.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |     -1456 | NS      | $-63350.56    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                                    | Revvity, Inc.                                                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |      -685 | NS      | $-66253.20    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       731 | NS      | $40183.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $1369.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |      -154 | NS      | $-26551.14    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics, Inc.                                        | Viking Therapeutics, Inc.                                                              | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |     -1504 | NS      | $-39856.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1149 | NS      | $43719.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3659.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                        | NVR, Inc.                                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |        -5 | NS      | $-36928.30    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                | Equity LifeStyle Properties, Inc.                                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       968 | NS      | $59696.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                       | New Jersey Resources Corp.                                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1440 | NS      | $64540.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $209.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cotton No. 2                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-2198.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd.                                                        | Atco Ltd., Class I                                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Short            | EC               | CORP              | CA        |      -247 | NS      | $-9210.69     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $481.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2606 | NS      | $151825.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-751.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                  | Ingredion, Inc.                                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Short            | EC               | CORP              | US        |       -36 | NS      | $-4882.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       369 | NS      | $59017.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp.                                                     | Makita Corp.                                                                           | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-15398.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-1346.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                  | Advantest Corp.                                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      2100 | NS      | $155675.20    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                | Haemonetics Corp.                                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       473 | NS      | $35290.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2826.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $401.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd.                                                         | ALS Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Short            | EC               | CORP              | AU        |     -5091 | NS      | $-57347.59    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                 | Air Products and Chemicals, Inc.                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |      -672 | NS      | $-189544.32   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | EC               | CORP              | JP        |     -2000 | NS      | $-11020.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                      | Jabil, Inc.                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       295 | NS      | $64339.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc.                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Short            | EC               | CORP              | US        |     -1020 | NS      | $-66463.20    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $112.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $671.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2973.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10400000 | PA      | $26.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4500000 | PA      | $7161.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1667.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        12 | NC      | $-44.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                       | Essex Property Trust, Inc.                                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        69 | NS      | $19554.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-4115.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                          | Burlington Stores, Inc.                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -98 | NS      | $-22798.72    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        11 | NS      | $19855.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd.                                                   | TMX Group Ltd.                                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Short            | EC               | CORP              | CA        |      -121 | NS      | $-5128.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Short            | EC               | CORP              | FR        |      -240 | NS      | $-7402.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |      -924 | NS      | $-147211.68   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-735.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                          | ERG SpA                                                                                | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Short            | EC               | CORP              | IT        |      -312 | NS      | $-6822.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                    | Olympus Corp.                                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Short            | EC               | CORP              | JP        |     -4900 | NS      | $-58203.78    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                   | Ubiquiti, Inc.                                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $21405.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co.                                        | Central Japan Railway Co.                                                              | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Short            | EC               | CORP              | JP        |     -2900 | NS      | $-64828.30    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-564.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        69 | NS      | $7787.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 281200000 | PA      | $16.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |      -471 | NS      | $-125691.06   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-107.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3321.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |     -2405 | NS      | $-12987.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $605.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |      -486 | NS      | $-33524.28    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                               | CoStar Group, Inc.                                                                     | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |      -528 | NS      | $-42451.20    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $-317.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $213.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       846 | NS      | $31764.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                        | Consolidated Edison, Inc.                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |      -839 | NS      | $-84193.65    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | EC               | CORP              | US        |     -1144 | NS      | $-111860.32   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Short            | EC               | CORP              | US        |      -278 | NS      | $-23844.06    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc., Class A                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       185 | NS      | $5244.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                                           | Genting Singapore Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Short            | EC               | CORP              | SG        |    -49400 | NS      | $-27784.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP, Inc.                                                    | IDACORP, Inc.                                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Short            | EC               | CORP              | US        |      -757 | NS      | $-87395.65    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                  | Hilton Worldwide Holdings, Inc.                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       313 | NS      | $83364.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1218.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4874.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $544.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp.                                      | Lattice Semiconductor Corp.                                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |     -2427 | NS      | $-118898.73   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-282.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6357.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $329.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        23 | NC      | $8801.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $2620.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                               | Henry Schein, Inc.                                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |     -1054 | NS      | $-76994.70    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                   | Doximity, Inc., Class A                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $9998.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-5097.19     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Short            | EC               | CORP              | JP        |      -800 | NS      | $-20519.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                  | Norsk Hydro ASA                                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Short            | EC               | CORP              | NO        |     -1236 | NS      | $-7077.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5477.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                                  | Brookfield Infrastructure Corp., Class A                                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Short            | EC               | CORP              | CA        |      -134 | NS      | $-5575.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                       | Zalando SE                                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |      2513 | NS      | $82922.31     | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       192 | NS      | $171982.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                             | Curtiss-Wright Corp.                                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       220 | NS      | $107481.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-291.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SPI 200 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        13 | NC      | $1509.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $254.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $81.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                           | Brunello Cucinelli SpA                                                                 | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |       205 | NS      | $24887.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                          | Mid-America Apartment Communities, Inc.                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       193 | NS      | $28565.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                        | InPost SA                                                                              | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Short            | EC               | CORP              | LU        |      -598 | NS      | $-9951.75     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 100 oz Gold                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-12839.79    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      4500 | NS      | $78013.78     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                               | BJ's Wholesale Club Holdings, Inc.                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       226 | NS      | $24369.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-526.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies, Inc.                                         | Ormat Technologies, Inc.                                                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |      -529 | NS      | $-44309.04    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity plc                                              | TE Connectivity plc                                                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Short            | EC               | CORP              | IE        |      -164 | NS      | $-27661.88    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $559.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                          | Vestas Wind Systems A/S                                                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      2244 | NS      | $33707.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp.                                                      | Azbil Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6600 | NS      | $62585.38     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-638.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      3000 | NS      | $78000.98     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1858.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                       | Freenet AG                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |      1488 | NS      | $48508.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-4106.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $431.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17446.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                         | HP, Inc.                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |     -3060 | NS      | $-74847.60    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4269.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  16000000 | PA      | $6537.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                   | TechnipFMC plc                                                                         | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      2315 | NS      | $79728.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co. Ltd.                                                | Shiseido Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Short            | EC               | CORP              | JP        |     -2600 | NS      | $-46437.70    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        21 | NC      | $-3004.03     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                                     | Waters Corp.                                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        77 | NS      | $26876.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1122.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                                     | Masimo Corp.                                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |      -393 | NS      | $-66110.46    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       133 | NS      | $103677.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14698.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                    | Danaher Corp.                                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       275 | NS      | $54323.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                                    | Novanta, Inc.                                                                          | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -523 | NS      | $-67430.39    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $89.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                           | Toray Industries, Inc.                                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |      9000 | NS      | $61607.27     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $152.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1644.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-479.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG, Inc.                                                        | TPG, Inc.                                                                              | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |     -1761 | NS      | $-92364.45    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-694.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                                              | ManpowerGroup, Inc.                                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Short            | EC               | CORP              | US        |      -151 | NS      | $-6100.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    700000 | PA      | $-347.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       123 | NS      | $10372.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Short            | EC               | CORP              | NL        |     -2394 | NS      | $-57485.56    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4395.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $575.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-717.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $112.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $454.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                            | Deckers Outdoor Corp.                                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       438 | NS      | $45144.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         6 | NC      | $-14684.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-92.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                         | Adyen NV                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        34 | NS      | $62442.27     | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                            | Harley-Davidson, Inc.                                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       946 | NS      | $22325.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1414.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-257.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -6045 | NS      | $-45942.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       751 | NS      | $139783.63    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                  | D'ieteren Group                                                                        | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Short            | EC               | CORP              | BE        |      -191 | NS      | $-41131.71    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-150.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1177.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                        | Holmen AB, Class B                                                                     | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Short            | EC               | CORP              | SE        |      -719 | NS      | $-28481.12    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                             | Weir Group plc (The)                                                                   | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      2046 | NS      | $69972.60     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Industrial Corp. plc                                       | Gates Industrial Corp. plc                                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Short            | EC               | CORP              | GB        |     -1640 | NS      | $-37769.20    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Short            | EC               | CORP              | US        |      -263 | NS      | $-31704.65    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-5876.27     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2207.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-157.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  31900000 | PA      | $-113.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                           | Medpace Holdings, Inc.                                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       411 | NS      | $128996.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co. Ltd.                                                    | Rohm Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Short            | EC               | CORP              | JP        |     -9200 | NS      | $-117122.15   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4057.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1229.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11674.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1562.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1105.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corp.                                                      | Sharp Corp.                                                                            | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Short            | EC               | CORP              | JP        |     -5900 | NS      | $-28682.06    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd.                                            | Roivant Sciences Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Short            | EC               | CORP              | BM        |     -9292 | NS      | $-104720.84   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $806.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |      -935 | NS      | $-103617.29   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                     | Neurocrine Biosciences, Inc.                                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       268 | NS      | $33684.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       312 | NS      | $102180.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |        87 | NS      | $7511.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        43 | NC      | $-8248.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $276.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc., Class A                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |       -60 | NS      | $-14479.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-171.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1553.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $561.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                 | Clorox Co. (The)                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |      -280 | NS      | $-33619.60    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13735.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                       | Demant A/S                                                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |       214 | NS      | $8941.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-532.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                          | Boston Scientific Corp.                                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1915 | NS      | $205690.15    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-350.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-176.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-281.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1377.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       202 | NS      | $27779.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                       | Allegro MicroSystems, Inc.                                                             | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1976 | NS      | $-67559.44    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2526.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                            | Regency Centers Corp.                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               | CORP              | US        |       -90 | NS      | $-6410.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE/MIB Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         5 | NC      | $11246.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd.                                                | Imperial Oil Ltd.                                                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Short            | EC               | CORP              | CA        |      -842 | NS      | $-66890.08    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Short            | EC               | CORP              | US        |      -256 | NS      | $-16401.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Volatility Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2 | NC      | $427.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                | Mitsui & Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Short            | EC               | CORP              | JP        |     -3000 | NS      | $-61139.93    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |      -569 | NS      | $-75130.76    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |      -219 | NS      | $-24280.53    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                               | Nippon Telegraph & Telephone Corp.                                                     | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Short            | EC               | CORP              | JP        |    -20000 | NS      | $-21382.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank OZK                                                         | Bank OZK                                                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       122 | NS      | $5741.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  31600000 | PA      | $-170.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-530.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $1915.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2822.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       267 | NS      | $33532.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |       -42 | NS      | $-15879.36    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-282.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-198.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1259.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1389.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                        | Sampo OYJ, Class A                                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Short            | EC               | CORP              | FI        |    -11388 | NS      | $-122563.40   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       458 | NS      | $54639.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2427.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       282 | NS      | $17591.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambu A/S                                                         | Ambu A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Short            | EC               | CORP              | DK        |     -1129 | NS      | $-17756.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co.                                          | Abercrombie & Fitch Co., Class A                                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1023 | NS      | $84755.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Soybean Meal                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $63118.95     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Short            | EC               | CORP              | US        |      -620 | NS      | $-69867.80    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |      -914 | NS      | $-36962.72    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       314 | NS      | $70263.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Short            | EC               | CORP              | FR        |      -156 | NS      | $-20908.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                        | Danone SA                                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      1436 | NS      | $117498.31    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                        | Solvay SA                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |       806 | NS      | $27917.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Live                                 | Liberty Media Corp.-Liberty Live, Class C                                              | CUSIP: 531229722<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -93 | NS      | $-7547.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       738 | NS      | $173311.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $212.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-352.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Short            | EC               | CORP              | CH        |     -3791 | NS      | $-128711.16   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |     -1144 | NS      | $-80503.28    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $26071.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                     | Securitas AB, Class B                                                                  | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Short            | EC               | CORP              | SE        |      -349 | NS      | $-5225.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2274.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $704.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |     -1169 | NS      | $-170697.38   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1043.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd.                                               | Everest Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       216 | NS      | $73407.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9721 | NS      | $150129.14    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-228.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1414.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-171.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3190.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $58.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                               | Mettler-Toledo International, Inc.                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        23 | NS      | $27018.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      2100 | NS      | $54194.12     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-262.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-510.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-137.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $199.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                          | Japan Airlines Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      7600 | NS      | $155008.87    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        67 | NS      | $17286.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                                        | Elekta AB, Class B                                                                     | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Long             | EC               | CORP              | SE        |      2026 | NS      | $10451.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                            | Eagle Materials, Inc.                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Short            | EC               | CORP              | US        |      -151 | NS      | $-30518.61    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3000000 | PA      | $-1654.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                       | Tenaris SA                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Short            | EC               | CORP              | LU        |     -1273 | NS      | $-23861.98    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                        | Logitech International SA (Registered)                                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       339 | NS      | $30742.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $168.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                                   | Freshpet, Inc.                                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       529 | NS      | $35950.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       194 | NS      | $97308.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      1127 | NS      | $53584.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-643.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                  | thyssenkrupp AG                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |      9679 | NS      | $104322.21    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-62.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4527.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       246 | NS      | $75866.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       156 | NS      | $18242.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                  | Isetan Mitsukoshi Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |      2100 | NS      | $31975.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.                         | CCC Intelligent Solutions Holdings, Inc.                                               | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7080 | NS      | $-66622.80    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                       | Temenos AG (Registered)                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Short            | EC               | CORP              | CH        |      -874 | NS      | $-62783.89    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                             | FTI Consulting, Inc.                                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |      -116 | NS      | $-18734.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $108.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $94.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       813 | NS      | $200412.63    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7700000 | PA      | $5152.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3500.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3772.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                       | Merck KGaA                                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Short            | EC               | CORP              | DE        |      -546 | NS      | $-70793.45    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp                                             | Old National Bancorp                                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |     -5383 | NS      | $-114873.22   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4755.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc, Class A                                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      5382 | NS      | $193913.46    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-202.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-238.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2503 | NS      | $79620.43     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2120.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                    | Akzo Nobel NV                                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Short            | EC               | CORP              | NL        |      -572 | NS      | $-40133.62    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |     -1722 | NS      | $-93297.96    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1015.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17933.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $18065.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group plc                                                | Ashtead Group plc                                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Short            | EC               | CORP              | GB        |      -271 | NS      | $-17378.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                        | Recruit Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      1200 | NS      | $70567.97     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-100.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                          | Kirin Holdings Co. Ltd.                                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      2900 | NS      | $40639.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1837.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $363.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      2000 | NS      | $65987.08     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                          | MatsukiyoCocokara & Co.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $28798.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -738 | NS      | $-73143.18    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-329.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                        | adidas AG                                                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       100 | NS      | $23342.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |      4174 | NS      | $51697.61     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $523.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                     | VAT Group AG                                                                           | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Short            | EC               | CORP              | CH        |       -79 | NS      | $-33474.84    | -0.06%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Technology One Ltd.                                              | Technology One Ltd.                                                                    | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |      1777 | NS      | $47900.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2950.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       256 | NS      | $69653.49     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $362.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                    | Healthcare Realty Trust, Inc.                                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               | CORP              | US        |     -1427 | NS      | $-22632.22    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2571.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1689.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                              | Toll Brothers, Inc.                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       518 | NS      | $59119.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-115.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $590.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3515.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $999.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                              | NGK Insulators Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |      3700 | NS      | $46440.94     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $183.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3274.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $170.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                    | JB Hi-Fi Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      2116 | NS      | $153761.95    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                          | Ryohin Keikaku Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      2000 | NS      | $95917.50     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $224.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $168.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17357.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-157.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $-7181.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       427 | NS      | $7537.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                              | Hamilton Lane, Inc., Class A                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Short            | EC               | CORP              | US        |      -618 | NS      | $-87830.16    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                           | Stifel Financial Corp.                                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       154 | NS      | $15982.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toei Animation Co. Ltd.                                          | Toei Animation Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $6840.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22377.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                 | Loblaw Cos. Ltd.                                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Short            | EC               | CORP              | CA        |      -355 | NS      | $-58721.31    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -37 | NS      | $-5211.82     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $1735.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                                     | Amplifon SpA                                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Short            | EC               | CORP              | IT        |     -1379 | NS      | $-32386.93    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp.                                                                      | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      2300 | NS      | $44416.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |      -220 | NS      | $-38352.60    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $459.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -1603 | NS      | $-38792.60    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |     -1020 | NS      | $-31507.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2734.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                        | United Therapeutics Corp.                                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Short            | EC               | CORP              | US        |       -59 | NS      | $-16953.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        66 | NS      | $120645.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $119.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       274 | NS      | $110756.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $183.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                        | Wilmar International Ltd.                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Short            | EC               | CORP              | SG        |     -5200 | NS      | $-11737.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $730.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1879.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc., Class A                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |      -414 | NS      | $-113108.94   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $189.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                  | ASML Holding NV                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |      -104 | NS      | $-83339.03    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $349.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $291.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB, Class A                                              | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Short            | EC               | CORP              | SE        |     -7081 | NS      | $-123425.62   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $571.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2883.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1090.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20100000 | PA      | $-448.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        26 | NC      | $-3844.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                                    | Trimble, Inc.                                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       814 | NS      | $61847.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co. Ltd.                                                   | Nexon Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Short            | EC               | CORP              | JP        |      -800 | NS      | $-16113.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $884.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $5634.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo, Inc.                                                     | Saputo, Inc.                                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |       894 | NS      | $18296.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       175 | NS      | $42616.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Short            | EC               | CORP              | AU        |     -9247 | NS      | $-88265.98    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| AAON, Inc.                                                       | AAON, Inc.                                                                             | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1055 | NS      | $-77806.25    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1581.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                     | ROCKWOOL A/S, Class B                                                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Short            | EC               | CORP              | DK        |      -340 | NS      | $-15936.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                         | Lifco AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Short            | EC               | CORP              | SE        |     -1291 | NS      | $-52320.12    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3202.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc., Class A                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      1514 | NS      | $32566.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       868 | NS      | $87624.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $137.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc., Class B                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |      -159 | NS      | $-64937.19    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1414.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $785.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp.                                                        | UGI Corp.                                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1451 | NS      | $52845.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Unibrew A/S                                                | Royal Unibrew A/S                                                                      | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |       181 | NS      | $14788.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3310.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |      -208 | NS      | $-40349.92    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Yancoal Australia Ltd.                                           | Yancoal Australia Ltd.                                                                 | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |      1397 | NS      | $5308.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $2419.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS Holdings, Inc.                                               | TBS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $31554.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       609 | NS      | $56819.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeo SE                                                         | Valeo SE                                                                               | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      1950 | NS      | $21404.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Short            | EC               | CORP              | JP        |    -10000 | NS      | $-74830.75    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                           | Yangzijiang Shipbuilding Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Short            | EC               | CORP              | SG        |    -12300 | NS      | $-21464.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $159.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                            | TOPPAN Holdings, Inc.                                                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Short            | EC               | CORP              | JP        |      -600 | NS      | $-16300.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         5 | NC      | $159.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       264 | NS      | $53145.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                        | Argenx SE                                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        69 | NS      | $38197.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  81200000 | PA      | $4.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-67.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $290.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                     | Cameco Corp.                                                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -667 | NS      | $-49534.58    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                                    | Premier, Inc., Class A                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2889 | NS      | $-63355.77    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                 | NEXTracker, Inc., Class A                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $10547.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   1190100 | PA      | $-16980.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1181.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10100000 | PA      | $-6.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-1204.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                    | Obic Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -300 | NS      | $-11665.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4686.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                                         | Schneider National, Inc., Class B                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Short            | EC               | CORP              | US        |     -2522 | NS      | $-60906.30    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1161 | NS      | $59907.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                                        | Marks & Spencer Group plc                                                              | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |      2573 | NS      | $12522.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-94.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                | T-Mobile US, Inc.                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |      -294 | NS      | $-70048.44    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Short            | EC               | CORP              | US        |      -423 | NS      | $-35916.93    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5400000 | PA      | $39075.14     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                     | Indutrade AB                                                                           | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Short            | EC               | CORP              | SE        |      -287 | NS      | $-7836.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                            | MGIC Investment Corp.                                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       635 | NS      | $17678.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       448 | NS      | $68432.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $704.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                  | Regeneron Pharmaceuticals, Inc.                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |       -77 | NS      | $-40425.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-296.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7600000 | PA      | $6199.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $183.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                               | Tokyo Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      1500 | NS      | $49893.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  21000000 | PA      | $-147.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1368 | NS      | $108290.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $62.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc., Class A                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       292 | NS      | $164086.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                                         | Tyler Technologies, Inc.                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |      -284 | NS      | $-168366.56   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |      -289 | NS      | $-65692.59    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1629.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment plc                                        | Flutter Entertainment plc                                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       271 | NS      | $77440.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $151.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $416.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      9478 | NS      | $43795.66     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1118 | NS      | $57319.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12700000 | PA      | $40309.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    239000 | PA      | $2084.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1865 | NS      | $247037.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-67.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2364 | NS      | $68414.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                 | Mitsubishi Heavy Industries Ltd.                                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Short            | EC               | CORP              | JP        |     -3000 | NS      | $-75073.16    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital, Inc.                                           | Blue Owl Capital, Inc., Class A                                                        | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1322 | NS      | $-25395.62    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                            | American Homes 4 Rent, Class A                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       703 | NS      | $25357.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Russell 2000 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $19080.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-402.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S, Class B                                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Short            | EC               | CORP              | DK        |      -860 | NS      | $-59592.88    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $96.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Short            | EC               | CORP              | US        |      -869 | NS      | $-92409.46    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                                      | Graco, Inc.                                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Short            | EC               | CORP              | US        |      -430 | NS      | $-36967.10    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                                       | Sumitomo Forestry Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Short            | EC               | CORP              | JP        |     -7500 | NS      | $-75737.49    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                            | TransDigm Group, Inc.                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -34 | NS      | $-51701.76    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                               | 10X Genomics, Inc., Class A                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      2835 | NS      | $32829.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd.                                                    | Cochlear Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Short            | EC               | CORP              | AU        |      -127 | NS      | $-25117.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                      | Keppel Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Short            | EC               | CORP              | SG        |    -19600 | NS      | $-114455.67   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                          | Kite Realty Group Trust                                                                | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1387 | NS      | $-31415.55    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-150.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7056.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1501 | NS      | $134642.26    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-923.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $267.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $150.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $174.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | EC               | CORP              | US        |       -45 | NS      | $-11001.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       271 | NS      | $85077.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $561.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7056.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp.                                             | Sanwa Holdings Corp.                                                                   | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |      4700 | NS      | $155878.55    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |      -220 | NS      | $-89201.20    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-126.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                            | Paycom Software, Inc.                                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |      -206 | NS      | $-47668.40    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5200.63     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                       | Air Canada                                                                             | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Short            | EC               | CORP              | CA        |     -2308 | NS      | $-35711.08    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-505.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                                                | Medibank Pvt Ltd.                                                                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Short            | EC               | CORP              | AU        |     -4887 | NS      | $-16229.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $10069.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2423.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $61.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $454.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $-11063.57    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3822.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                           | BP plc                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Short            | EC               | CORP              | GB        |     -8476 | NS      | $-42229.95    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9800000 | PA      | $76.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3753.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc., Class A                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       461 | NS      | $53170.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $349.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       846 | NS      | $32951.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc., Class A                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |      -441 | NS      | $-108755.01   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5400000 | PA      | $39060.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $2247.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |     -1088 | NS      | $-81077.76    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc.                                                                 | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Short            | EC               | CORP              | US        |     -1146 | NS      | $-5661.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1283.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7600000 | PA      | $10243.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5627.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                           | Bright Horizons Family Solutions, Inc.                                                 | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $45233.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                      | Pentair plc                                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       637 | NS      | $65394.42     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2687.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                   | Fortescue Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Short            | EC               | CORP              | AU        |     -3163 | NS      | $-31795.21    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-177.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                      | Nippon Sanso Holdings Corp.                                                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Short            | EC               | CORP              | JP        |     -4900 | NS      | $-185423.40   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $11020.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                                  | Insperity, Inc.                                                                        | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Short            | EC               | CORP              | US        |      -262 | NS      | $-15751.44    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $785.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                        | Extra Space Storage, Inc.                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -448 | NS      | $-66053.12    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1404.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $3086.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1090.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3636.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                                     | Daiwa Securities Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Short            | EC               | CORP              | JP        |    -15500 | NS      | $-110081.43   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |      -196 | NS      | $-22871.24    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $233.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |      -535 | NS      | $-75900.45    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                       | TransUnion                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |      -191 | NS      | $-16808.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1444.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1181.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7600000 | PA      | $10102.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                                | Bachem Holding AG, Class B                                                             | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Short            | EC               | CORP              | CH        |      -666 | NS      | $-48851.66    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        92 | NS      | $13248.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                                   | Nomura Research Institute Ltd.                                                         | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-19998.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3311.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                       | Taylor Morrison Home Corp., Class A                                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       877 | NS      | $53865.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                | Sumitomo Mitsui Trust Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      1200 | NS      | $31916.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3517.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1246.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1689.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |     -1911 | NS      | $-158956.98   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                       | ZOZO, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       900 | NS      | $9724.24      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1034.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4500000 | PA      | $650.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        94 | NS      | $16562.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    600000 | PA      | $-182.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                                              | IPG Photonics Corp.                                                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       479 | NS      | $32883.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                                     | DiaSorin SpA                                                                           | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Short            | EC               | CORP              | IT        |      -532 | NS      | $-56939.98    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1051.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                                         | Ensign Group, Inc. (The)                                                               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Short            | EC               | CORP              | US        |       -55 | NS      | $-8484.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $499.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-716.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                         | Mueller Industries, Inc.                                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1148 | NS      | $91231.56     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Copper                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-43205.62    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $422.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $908.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azenta, Inc.                                                     | Azenta, Inc.                                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |     -1818 | NS      | $-55958.04    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9000000 | PA      | $875.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5683.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |      -355 | NS      | $-33746.30    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1853.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                                     | Howard Hughes Holdings, Inc.                                                           | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Short            | EC               | CORP              | US        |       -76 | NS      | $-5130.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       292 | NS      | $45000.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-887.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3063 | NS      | $72041.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       583 | NS      | $23710.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                              | Gaming and Leisure Properties, Inc.                                                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Short            | EC               | CORP              | US        |      -681 | NS      | $-31789.08    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                              | Banca Monte dei Paschi di Siena SpA                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      5904 | NS      | $50075.11     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $44.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-961.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                        | Lululemon Athletica, Inc.                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        46 | NS      | $10928.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        99 | NC      | $988977.00    | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3822.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Short            | EC               | CORP              | JP        |      -800 | NS      | $-8733.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $476.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                    | Shimizu Corp.                                                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      8500 | NS      | $94942.99     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                          | Canadian Utilities Ltd., Class A                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Short            | EC               | CORP              | CA        |      -904 | NS      | $-25013.93    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  31500000 | PA      | $1820.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-561.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                         | Ipsen SA                                                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       166 | NS      | $19773.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enovis Corp.                                                     | Enovis Corp.                                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |      -431 | NS      | $-13516.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $22.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-211.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    600000 | PA      | $-294.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd.                                            | Assured Guaranty Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       194 | NS      | $16897.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                       | Ferrari NV                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |      -244 | NS      | $-119538.26   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  81200000 | PA      | $4.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-329.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4040.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2026.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $84.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   7400000 | PA      | $-119.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                                 | MSA Safety, Inc.                                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Short            | EC               | CORP              | US        |      -210 | NS      | $-35181.30    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-337.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                            | Arista Networks, Inc.                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2682 | NS      | $274395.42    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |      -446 | NS      | $-64250.76    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      6100 | NS      | $58821.41     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                     | Dai Nippon Printing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |      2300 | NS      | $34913.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1644.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA/NV                                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       462 | NS      | $31253.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $1581.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Short            | EC               | CORP              | NL        |      -785 | NS      | $-52233.19    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                                        | ExlService Holdings, Inc.                                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Short            | EC               | CORP              | US        |      -836 | NS      | $-36608.44    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                            | Swiss Life Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Short            | EC               | CORP              | CH        |      -127 | NS      | $-128570.27   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2281.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                                        | Orion OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        68 | NS      | $5115.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                             | Rentokil Initial plc                                                                   | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Short            | EC               | CORP              | GB        |     -5930 | NS      | $-28610.89    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $6172.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1111.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $110.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $4078.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $787.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                           | RWE AG                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Short            | EC               | CORP              | DE        |      -664 | NS      | $-27747.37    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Natural Gas                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $28031.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   7300000 | PA      | $130.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $265.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-402.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp.                                                                 | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      1738 | NS      | $8220.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1389.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education, Inc.                                     | Grand Canyon Education, Inc.                                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       580 | NS      | $109620.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7004.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $122.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-427.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                                         | Fabrinet                                                                               | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |       278 | NS      | $81921.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                             | MS&AD Insurance Group Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      1700 | NS      | $38004.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  21000000 | PA      | $-147.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                        | Thales SA                                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        53 | NS      | $15649.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                         | Tryg A/S                                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Short            | EC               | CORP              | DK        |      -461 | NS      | $-11917.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-817.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                      | Kirby Corp.                                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        61 | NS      | $6918.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |      -292 | NS      | $-15969.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $92.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2687.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       518 | NS      | $62838.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                                | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Short            | EC               | CORP              | NL        |      -491 | NS      | $-66037.23    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       275 | NS      | $21285.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1095.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Short            | EC               | CORP              | DE        |      -528 | NS      | $-214280.11   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Short            | EC               | CORP              | FI        |      -104 | NS      | $-6851.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                       | Simon Property Group, Inc.                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       565 | NS      | $90829.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-13833.39    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                       | Hexagon AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |      4877 | NS      | $49158.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |       -41 | NS      | $-4904.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6614.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $22.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -500 | NS      | $-67030.34    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-983.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Ltd.                                                        | SEEK Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Short            | EC               | CORP              | AU        |      -445 | NS      | $-7042.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                   | Jyske Bank A/S (Registered)                                                            | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Short            | EC               | CORP              | DK        |      -194 | NS      | $-19631.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove plc                                                    | Rightmove plc                                                                          | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |      1023 | NS      | $11072.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -293 | NS      | $-93461.14    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $130.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $910.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                       | Knight-Swift Transportation Holdings, Inc., Class A                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1402 | NS      | $62010.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2264 | NS      | $82975.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $822.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $100.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                           | US Foods Holding Corp.                                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       932 | NS      | $71773.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                                   | First American Financial Corp.                                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |      -622 | NS      | $-38184.58    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2752.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-157.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $3173.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                        | APA Group                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -9441 | NS      | $-50762.05    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      2625 | NS      | $277252.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Cocoa                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-2413.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19607.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4686.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $185.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $1937.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                                     | Bruker Corp.                                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2617 | NS      | $107820.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2772.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        62 | NS      | $18469.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      2216 | NS      | $95044.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-250.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                | Pegasystems, Inc.                                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       944 | NS      | $51098.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                 | Globe Life, Inc.                                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       204 | NS      | $25355.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                | Essent Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      1261 | NS      | $76580.53     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |      -189 | NS      | $-44985.78    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2300000 | PA      | $-5367.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                        | CDW Corp.                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |      -139 | NS      | $-24824.01    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-818.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2957.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      1151 | NS      | $62381.53     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1439 | NS      | $59114.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                          | Credit Acceptance Corp.                                                                | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $5094.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  31900000 | PA      | $-113.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                          | KB Home                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | EC               | CORP              | US        |      -119 | NS      | $-6303.43     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-352.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18135.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Short            | EC               | CORP              | CA        |     -1707 | NS      | $-99467.93    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2359.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $744.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Short            | EC               | CORP              | AU        |     -1135 | NS      | $-16125.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-643.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       147 | NS      | $4856.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group, Inc.                                               | Markel Group, Inc.                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Short            | EC               | CORP              | US        |       -24 | NS      | $-47936.64    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                                      | Toast, Inc., Class A                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |      -250 | NS      | $-11072.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-889.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd.                                                 | Pro Medicus Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       738 | NS      | $138105.40    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2104.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd.                                           | CK Asset Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      9000 | NS      | $39769.42     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                        | Mapfre SA                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |     12324 | NS      | $50481.57     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                | QuidelOrtho Corp.                                                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       171 | NS      | $4928.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $209.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-401.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $8.95         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2959.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                                          | Paylocity Holding Corp.                                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       147 | NS      | $26634.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                             | Schindler Holding AG                                                                   | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |        41 | NS      | $15267.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-564.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       590 | NS      | $123516.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                                | Choice Hotels International, Inc.                                                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |      -175 | NS      | $-22204.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                           | Trade Desk, Inc. (The), Class A                                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       254 | NS      | $18285.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | White Sugar                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-22.03       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1069.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-752.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    203000 | PA      | $2364.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4044.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |      -105 | NS      | $-13441.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1136.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |     -1073 | NS      | $-38166.61    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $823.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-61129.04    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp. Japan                                               | Oracle Corp. Japan                                                                     | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       600 | NS      | $71514.37     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                  | Mitsubishi Chemical Group Corp.                                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Short            | EC               | CORP              | JP        |     -6100 | NS      | $-32061.75    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2225.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd.                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      4591 | NS      | $70697.39     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |       -98 | NS      | $-9935.24     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp., Inc.                                         | iA Financial Corp., Inc.                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       542 | NS      | $59420.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       368 | NS      | $76985.88     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3719.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                          | Siemens Healthineers AG                                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Short            | EC               | CORP              | DE        |      -635 | NS      | $-35251.63    | -0.06%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-121.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                     | Sartorius AG (Preference)                                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Short            | EP               | CORP              | DE        |       -20 | NS      | $-5093.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                          | Daiichi Sankyo Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      2800 | NS      | $64870.70     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       289 | NS      | $27573.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 200000000 | PA      | $579.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       123 | NS      | $8827.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5627.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2104.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1268.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $3651.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $3714.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co. Ltd.                                     | Iida Group Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Short            | EC               | CORP              | JP        |     -1600 | NS      | $-22538.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $879.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc. (Non-Voting)                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       464 | NS      | $35180.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |      -978 | NS      | $-73017.48    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   7400000 | PA      | $-119.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1585 | NS      | $92342.10     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3625.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                         | Sartorius Stedim Biotech                                                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Short            | EC               | CORP              | FR        |      -109 | NS      | $-26079.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                               | EPAM Systems, Inc.                                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       352 | NS      | $62240.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-355.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               | CORP              | US        |      -235 | NS      | $-36925.55    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2883.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5339.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                                   | FactSet Research Systems, Inc.                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |      -158 | NS      | $-70670.24    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                | Pinnacle Financial Partners, Inc.                                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       116 | NS      | $12807.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                                   | Exelixis, Inc.                                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2382 | NS      | $104986.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1705.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  80600000 | PA      | $83.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-262.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Class B                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Short            | EC               | CORP              | CA        |     -2796 | NS      | $-82930.38    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | White Sugar                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $226.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2614.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                | Taylor Wimpey plc                                                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Short            | EC               | CORP              | GB        |    -21041 | NS      | $-34311.84    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $914.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | Ono Pharmaceutical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Short            | EC               | CORP              | JP        |    -12000 | NS      | $-130053.32   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  29600000 | PA      | $-56.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                             | Barrick Mining Corp.                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      2250 | NS      | $46842.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1450.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       322 | NS      | $11431.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1928.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       347 | NS      | $36351.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                              | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1884 | NS      | $76923.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                                      | Greif, Inc., Class A                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        90 | NS      | $5849.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-779.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Short            | EC               | CORP              | US        |      -487 | NS      | $-73892.51    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $330.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                              | Tokyo Electron Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       300 | NS      | $57452.84     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                    | Popular, Inc.                                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       839 | NS      | $92466.19     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-95.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-10240.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                           | Trane Technologies plc                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       580 | NS      | $253697.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd.                                                       | Ampol Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Short            | EC               | CORP              | AU        |     -1760 | NS      | $-29828.40    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                            | DENTSPLY SIRONA, Inc.                                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2823 | NS      | $44829.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        27 | NC      | $12699.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |      -215 | NS      | $-109325.35   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1258.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $506.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc., Class A                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |     -2090 | NS      | $-14274.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                     | Target Corp.                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |      -319 | NS      | $-31469.35    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $854.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8366.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $187.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $143.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $335.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                         | Franklin Resources, Inc.                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |     -2185 | NS      | $-52112.25    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1882 | NS      | $261805.02    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               | CORP              | US        |      -385 | NS      | $-40363.40    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                   | Rheinmetall AG                                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       139 | NS      | $294360.12    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                                     | Yamaha Corp.                                                                           | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Short            | EC               | CORP              | JP        |     -9500 | NS      | $-68656.05    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                           | Lincoln National Corp.                                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       688 | NS      | $23804.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3287.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                       | Scout24 SE                                                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |       546 | NS      | $75374.66     | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                            | EMS-Chemie Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |       -60 | NS      | $-45360.22    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       954 | NS      | $275515.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1444.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                   | SiteOne Landscape Supply, Inc.                                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |      -114 | NS      | $-13787.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-150.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                      | James Hardie Industries plc                                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Short            | EC               | CORP              | IE        |      -589 | NS      | $-15816.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $3601.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                    | Hankyu Hanshin Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -1500 | NS      | $-40775.49    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                 | Old Republic International Corp.                                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      2386 | NS      | $91717.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       235 | NS      | $43808.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1323.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                         | Hermes International SCA                                                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        46 | NS      | $124699.82    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global Ltd.                                              | Liberty Global Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Short            | EC               | CORP              | BM        |      -991 | NS      | $-9919.91     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                                                 | Weyerhaeuser Co.                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1156 | NS      | $29697.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -47 | NC      | $531.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $289.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1069.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                               | Smith & Nephew plc                                                                     | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Short            | EC               | CORP              | GB        |     -3064 | NS      | $-46922.85    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                       | Cincinnati Financial Corp.                                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        59 | NS      | $8786.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      4672 | NS      | $39923.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |      2700 | NS      | $24936.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-528.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-260.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-94.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $909.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                                     | CarMax, Inc.                                                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       821 | NS      | $55179.41     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3203.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1034.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                        | Amundi SA                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       323 | NS      | $26181.02     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                | WW Grainger, Inc.                                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        54 | NS      | $56172.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                                     | Cognex Corp.                                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               | CORP              | US        |     -1130 | NS      | $-35843.60    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      9793 | NS      | $81094.64     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       629 | NS      | $168282.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                     | Fastenal Co.                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |     -2289 | NS      | $-96138.00    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Short            | EC               | CORP              | US        |       -76 | NS      | $-60455.72    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     28931 | NS      | $274575.61    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $487.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Singapore Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        20 | NC      | $7359.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                                     | Genpact Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       272 | NS      | $11970.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                            | Glacier Bancorp, Inc.                                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |      -589 | NS      | $-25374.12    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                                          | ANZ Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Short            | EC               | CORP              | AU        |     -2617 | NS      | $-50185.65    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |     -2149 | NS      | $-162829.73   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1115.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4684.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group, Inc.                                        | MDU Resources Group, Inc.                                                              | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1544 | NS      | $-25738.48    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                         | Western Alliance Bancorp                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |      -690 | NS      | $-53806.20    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       275 | NS      | $38641.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $143.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2707.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |     -1578 | NS      | $-144907.74   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                | Asahi Kasei Corp.                                                                      | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Short            | EC               | CORP              | JP        |     -5100 | NS      | $-36305.71    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |      -556 | NS      | $-15091.08    | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                        | Church & Dwight Co., Inc.                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       240 | NS      | $23066.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                     | Chipotle Mexican Grill, Inc., Class A                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $18473.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                      | Adobe, Inc.                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       227 | NS      | $87821.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3973.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       144 | NS      | $29692.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |     -6316 | NS      | $-214049.24   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                       | Woodside Energy Group Ltd.                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |     -9720 | NS      | $-150143.97   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $986.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                | Remy Cointreau SA                                                                      | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Short            | EC               | CORP              | FR        |      -474 | NS      | $-24228.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $462.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                          | Toyota Industries Corp.                                                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Short            | EC               | CORP              | JP        |      -600 | NS      | $-67717.63    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                               | West Pharmaceutical Services, Inc.                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |      -177 | NS      | $-38727.60    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   7300000 | PA      | $130.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $107.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                              | Imperial Brands plc                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      1483 | NS      | $58593.58     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-776.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $208.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  93700000 | PA      | $-165.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-1134.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $391.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1500000 | PA      | $855.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $242.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                  | NewMarket Corp.                                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        84 | NS      | $58032.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-779.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |     -5295 | NS      | $-133519.29   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                       | Chubb Ltd.                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Short            | EC               | CORP              | CH        |       -69 | NS      | $-19990.68    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3898.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3413.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1251.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5000000 | PA      | $212.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |       -96 | NS      | $-49181.76    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $681.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $100.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4874.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                      | Aflac, Inc.                                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |      -769 | NS      | $-81098.74    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                   | Kawasaki Heavy Industries Ltd.                                                         | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |      1000 | NS      | $75597.59     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1247.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                                     | Grocery Outlet Holding Corp.                                                           | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2359 | NS      | $-29298.78    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                                                      | Acerinox SA                                                                            | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |      3016 | NS      | $38506.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                     | Qualys, Inc.                                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       887 | NS      | $126725.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                                         | Texas Pacific Land Corp.                                                               | CUSIP: 88262P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -19 | NS      | $-20071.41    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $144.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                  | Adecco Group AG (Registered)                                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Short            | EC               | CORP              | CH        |      -352 | NS      | $-10488.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-7466.87     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                                              | Veeva Systems, Inc., Class A                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       461 | NS      | $132758.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                   | Santen Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |      2900 | NS      | $33278.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co., Class A                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1025 | NS      | $131620.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2036.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8311.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                                      | ZoomInfo Technologies, Inc., Class A                                                   | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |      3694 | NS      | $37383.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-95.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Campbell's Co.                                               | The Campbell's Co.                                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |      -451 | NS      | $-13823.15    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                              | LVMH Moet Hennessy Louis Vuitton SE                                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Short            | EC               | CORP              | FR        |      -100 | NS      | $-52338.00    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-505.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5400000 | PA      | $-51749.04    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2200000 | PA      | $172.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $120.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                       | Lennox International, Inc.                                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        25 | NS      | $14331.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                     | ROBLOX Corp., Class A                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $55335.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                          | Aristocrat Leisure Ltd.                                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      2347 | NS      | $100556.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1837.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $546.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1905.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3713.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3000000 | PA      | $-763.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                          | Toyo Suisan Kaisha Ltd.                                                                | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $73113.83     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                              | Shionogi & Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      4200 | NS      | $75609.58     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5290.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $15359.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-463.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                  | Seagate Technology Holdings plc                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Short            | EC               | CORP              | IE        |      -201 | NS      | $-29010.33    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         5 | NC      | $365.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-1437.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $92.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                                    | Electrolux AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |      3217 | NS      | $22877.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                               | Ralph Lauren Corp., Class A                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       439 | NS      | $120408.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                     | GEA Group AG                                                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       997 | NS      | $69889.80     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $312.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp.                                                     | Sysmex Corp.                                                                           | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Short            | EC               | CORP              | JP        |     -2800 | NS      | $-48740.20    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                   | Autodesk, Inc.                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       143 | NS      | $44268.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $849.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |      -471 | NS      | $-118145.64   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2422.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3546.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Short            | EC               | CORP              | JP        |     -5400 | NS      | $-102124.46   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5134.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-359.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Short            | EC               | CORP              | CA        |     -2292 | NS      | $-40714.87    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                   | Huntsman Corp.                                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      4168 | NS      | $43430.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-86.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc., Class B                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       196 | NS      | $35505.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                                      | Swissquote Group Holding SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |        82 | NS      | $46603.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                                    | Shimano, Inc.                                                                          | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-101486.31   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      6442 | NS      | $101525.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                    | Alfa Laval AB                                                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |      1832 | NS      | $77161.33     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                     | Ventas, Inc.                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1427 | NS      | $90115.05     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                 | Pernod Ricard SA                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |     -1521 | NS      | $-151721.80   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5045.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2454.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Short            | EC               | CORP              | NL        |     -4198 | NS      | $-128719.06   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2823.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial, Inc.                                              | IGM Financial, Inc.                                                                    | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       276 | NS      | $8719.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      6919 | NS      | $38148.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                       | Axis Capital Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      1036 | NS      | $107557.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2932.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                     | Prysmian SpA                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Short            | EC               | CORP              | IT        |      -830 | NS      | $-58763.36    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                     | Iberdrola SA                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      1714 | NS      | $32973.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-10274.63    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-116.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                         | M3, Inc.                                                                               | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Short            | EC               | CORP              | JP        |     -3400 | NS      | $-46704.82    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        19 | NC      | $-764.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                       | AddTech AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      1228 | NS      | $41864.43     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-946.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                  | Lincoln Electric Holdings, Inc.                                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       245 | NS      | $50793.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2741.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1015.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    900000 | PA      | $2511.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-918.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                      | Dick's Sporting Goods, Inc.                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |      -111 | NS      | $-21956.91    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                                              | CNA Financial Corp.                                                                    | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       155 | NS      | $7212.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2534.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2823.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-804.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3605.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                                            | GLOBALFOUNDRIES, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Short            | EC               | CORP              | KY        |      -909 | NS      | $-34723.80    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $94.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       474 | NS      | $20547.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |     -1637 | NS      | $-18743.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -420 | NS      | $-30891.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                     | Natera, Inc.                                                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $63014.62     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp. Ltd.                                              | New Hope Corp. Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Short            | EC               | CORP              | AU        |     -8033 | NS      | $-19562.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                                      | Italgas SpA                                                                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     13972 | NS      | $118520.53    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-347.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                               | Tractor Supply Co.                                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |      -626 | NS      | $-33034.02    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc., Class A                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       279 | NS      | $160910.46    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       126 | NS      | $43263.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                             | Koninklijke Vopak NV                                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |       630 | NS      | $31291.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       863 | NS      | $17018.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-238.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      3947 | NS      | $124381.91    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-206.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Short            | EC               | CORP              | GB        |      -124 | NS      | $-7567.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $-150.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3792.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1835.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $391.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15000000 | PA      | $1838.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2436 | NS      | $207352.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-961.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2198.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        30 | NC      | $41393.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                                      | Kinsale Capital Group, Inc.                                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |       -42 | NS      | $-20323.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3858.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                              | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Short            | EC               | CORP              | JP        |     -4500 | NS      | $-55671.44    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co.                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |     -2212 | NS      | $-116749.36   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                        | Orkla ASA                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      4136 | NS      | $45047.21     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5652.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $63.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $130.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $232.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc., Class A                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       346 | NS      | $45789.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1223.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SharkNinja, Inc.                                                 | SharkNinja, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |       -83 | NS      | $-8216.17     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Short            | EC               | CORP              | NO        |     -1574 | NS      | $-43528.31    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-382.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $168.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                        | Gjensidige Forsikring ASA                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Short            | EC               | CORP              | NO        |      -330 | NS      | $-8365.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                         | Cousins Properties, Inc.                                                               | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       274 | NS      | $8228.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5192.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3273.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         7 | NC      | $-5837.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         9 | NC      | $-3109.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-886.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $739.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                                              | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-250853.70   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |      -562 | NS      | $-116682.44   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-638.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                  | Valvoline, Inc.                                                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |     -1625 | NS      | $-61538.75    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |     -2196 | NS      | $-66494.88    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $1078.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $1894.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                               | Ryder System, Inc.                                                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       204 | NS      | $32436.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2454.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                         | Zensho Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |      1000 | NS      | $60526.34     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                             | Cenovus Energy, Inc.                                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      2732 | NS      | $37175.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                 | Royal Gold, Inc.                                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       558 | NS      | $99234.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |     -1218 | NS      | $-80794.52    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |      2057 | NS      | $94920.26     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-129.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                          | ISS A/S                                                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |      2159 | NS      | $60259.44     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                             | ASM International NV                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       215 | NS      | $137917.70    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $-17523.02    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                    | Beijer Ref AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Short            | EC               | CORP              | SE        |     -2610 | NS      | $-41188.45    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                        | Enagas SA                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |      5156 | NS      | $86813.84     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2108.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |      6000 | NS      | $68553.07     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $532.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                           | SKF AB, Class B                                                                        | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Short            | EC               | CORP              | SE        |     -7795 | NS      | $-179053.50   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                    | Corteva, Inc.                                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       323 | NS      | $24073.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin, Inc.                                             | Hikari Tsushin, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |       300 | NS      | $88579.92     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $744.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        96 | NS      | $5101.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                       | News Corp., Class A                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       943 | NS      | $28025.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                                      | Hiscox Ltd.                                                                            | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |       328 | NS      | $5661.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                            | Williams-Sonoma, Inc.                                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       185 | NS      | $30223.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       678 | NS      | $15356.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3297.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |      -648 | NS      | $-80358.48    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                       | Acciona SA                                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Short            | EC               | CORP              | ES        |       -90 | NS      | $-16232.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-733.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2634.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |      -312 | NS      | $-40223.04    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2104.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Short            | EC               | CORP              | AU        |     -4360 | NS      | $-14612.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Short            | EC               | CORP              | JP        |     -3500 | NS      | $-75288.26    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Short            | EC               | CORP              | GB        |      -216 | NS      | $-7536.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Short            | EC               | CORP              | US        |      -552 | NS      | $-53461.20    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1612.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $741.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1931.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1061.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-260.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                               | Kimco Realty Corp.                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Short            | EC               | CORP              | US        |     -2108 | NS      | $-44310.16    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co. AB                                                     | Telia Co. AB                                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      7046 | NS      | $25343.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | Anglo American plc                                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Short            | EC               | CORP              | GB        |     -2650 | NS      | $-78128.05    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                      | HEICO Corp.                                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |       -82 | NS      | $-26896.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-250.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                               | Computershare Ltd.                                                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |      3199 | NS      | $83922.83     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $198.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $10024.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc.                                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |     -2144 | NS      | $-30616.32    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Short            | EC               | CORP              | US        |      -802 | NS      | $-63863.26    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -405 | NS      | $-43659.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                                   | Teradata Corp.                                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Short            | EC               | CORP              | US        |      -776 | NS      | $-17312.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1854.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                                    | Jack Henry & Associates, Inc.                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |      -783 | NS      | $-141073.11   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-347.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -678 | NS      | $-42585.18    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd.                                          | Ramsay Health Care Ltd.                                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Short            | EC               | CORP              | AU        |     -2820 | NS      | $-68126.59    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |      -841 | NS      | $-87629.51    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       126 | NS      | $66438.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4353.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp.                                                      | Omron Corp.                                                                            | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Short            | EC               | CORP              | JP        |     -1800 | NS      | $-48521.61    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       465 | NS      | $57022.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                                     | Hilton Grand Vacations, Inc.                                                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |     -1713 | NS      | $-71140.89    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-551.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp. SA                                                  | Redeia Corp. SA                                                                        | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Short            | EC               | CORP              | ES        |      -353 | NS      | $-7553.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-176.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $37.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6368.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                                      | Prosperity Bancshares, Inc.                                                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $22266.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                             | Vornado Realty Trust                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1799 | NS      | $-68793.76    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                        | Fresenius Medical Care AG                                                              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       492 | NS      | $28267.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                          | Gildan Activewear, Inc.                                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       117 | NS      | $5765.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp.                                                       | SCSK Corp.                                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       900 | NS      | $27114.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                         | Tele2 AB, Class B                                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Short            | EC               | CORP              | SE        |     -1554 | NS      | $-22684.39    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |      -712 | NS      | $-118156.40   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd.                                            | Pilbara Minerals Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Short            | EC               | CORP              | AU        |    -50858 | NS      | $-44801.58    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3175.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $310.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       874 | NS      | $55603.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                                | Lotus Bakeries NV                                                                      | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Short            | EC               | CORP              | BE        |        -4 | NS      | $-38543.71    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $454.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                               | Intertek Group plc                                                                     | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      1254 | NS      | $81683.78     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                  | Wesfarmers Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       278 | NS      | $15514.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-118.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       382 | NS      | $34158.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |      -245 | NS      | $-138875.80   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        31 | NS      | $115079.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                                   | Air France-KLM                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EC               | CORP              | FR        |      1035 | NS      | $11329.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1397.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                            | JD Sports Fashion plc                                                                  | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Short            | EC               | CORP              | GB        |    -35902 | NS      | $-43781.59    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4691.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $56.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $11963.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp.                                            | Capstone Copper Corp.                                                                  | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Short            | EC               | CORP              | CA        |     -5510 | NS      | $-33826.77    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                            | Mitsui OSK Lines Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Short            | EC               | CORP              | JP        |     -1400 | NS      | $-46759.63    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Short            | EC               | CORP              | NO        |      -872 | NS      | $-22021.54    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3689.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-183.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-547.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $788.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                         | Nexi SpA                                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      2720 | NS      | $16244.68     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $641.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $282.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       547 | NS      | $54163.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -723 | NS      | $-40863.96    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1394000 | PA      | $1374399.84   | 2.31%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |       -41 | NS      | $-80215.27    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co. Ltd.                                        | Open House Group Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-31655.57    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |      -798 | NS      | $-50010.66    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $623.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3691.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1046.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |      -709 | NS      | $-71609.00    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                                     | Neogen Corp.                                                                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |     -5755 | NS      | $-27508.90    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Short            | EC               | CORP              | US        |      -595 | NS      | $-121082.50   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $120.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |      -488 | NS      | $-49424.64    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                                     | Kajima Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $52163.43     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-11294.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                       | NIKE, Inc., Class B                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |     -3635 | NS      | $-258230.40   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2489.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                         | Nitori Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -1400 | NS      | $-134750.45   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Short            | EC               | CORP              | US        |      -131 | NS      | $-60671.34    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $107.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                          | Lantheus Holdings, Inc.                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |      -386 | NS      | $-31597.96    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp.                                           | Intact Financial Corp.                                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        86 | NS      | $19997.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                                  | Dillard's, Inc., Class A                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Short            | EC               | CORP              | US        |       -45 | NS      | $-18802.35    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -9 | NC      | $-5834.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1241.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $348.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    685000 | PA      | $-3650.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                  | Bunge Global SA                                                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Short            | EC               | CORP              | CH        |      -455 | NS      | $-36527.40    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1028 | NS      | $57999.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                    | Fortive Corp.                                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       576 | NS      | $30026.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class C                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       266 | NS      | $18633.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                                       | Hoya Corp.                                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       400 | NS      | $47504.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                                                  | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Short            | EC               | CORP              | JP        |     -6100 | NS      | $-56374.55    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       687 | NS      | $189371.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $325.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       131 | NS      | $95994.18     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       200 | NS      | $26866.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3191.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        26 | NC      | $-1855.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-63.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT, Inc.                                                        | ADT, Inc.                                                                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $22513.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                                          | SSE plc                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Short            | EC               | CORP              | GB        |     -1280 | NS      | $-32230.58    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5299.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                                   | American Financial Group, Inc.                                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Short            | EC               | CORP              | US        |      -398 | NS      | $-50231.58    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       426 | NS      | $9291.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                             | First Hawaiian, Inc.                                                                   | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Short            | EC               | CORP              | US        |     -3260 | NS      | $-81369.60    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |    326061 | NS      | $326061.43    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $3486.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                 | DSM-Firmenich AG                                                                       | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       696 | NS      | $74044.08     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                        | T. Rowe Price Group, Inc.                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -1090 | NS      | $-105185.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |     -2119 | NS      | $-43375.93    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                         | Daimler Truck Holding AG                                                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Short            | EC               | CORP              | DE        |     -2179 | NS      | $-103380.40   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       537 | NS      | $9182.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                                              | Kilroy Realty Corp.                                                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       975 | NS      | $33452.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      2747 | NS      | $157139.97    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                      | Amdocs Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       671 | NS      | $61222.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-157.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings, Inc.                                               | RBC Bearings, Inc.                                                                     | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -41 | NS      | $-15776.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $192.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Short            | EC               | CORP              | DE        |     -2206 | NS      | $-109107.70   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                        | CNO Financial Group, Inc.                                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1251 | NS      | $48263.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1280.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visteon Corp.                                                    | Visteon Corp.                                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |      -102 | NS      | $-9516.60     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group plc                                                | Admiral Group plc                                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Short            | EC               | CORP              | GB        |      -232 | NS      | $-10418.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Short            | EC               | CORP              | CA        |      -180 | NS      | $-24505.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | Sumitomo Electric Industries Ltd.                                                      | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      1700 | NS      | $36453.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Rapeseed                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-3919.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $183.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                         | ABB Ltd. (Registered)                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       179 | NS      | $10727.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                                 | Littelfuse, Inc.                                                                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       111 | NS      | $25167.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       255 | NS      | $10415.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                                  | Pirelli & C SpA                                                                        | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |     12924 | NS      | $89086.12     | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                      | Warner Bros Discovery, Inc.                                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -8625 | NS      | $-98842.50    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-12408.39    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                             | Kobe Bussan Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |       300 | NS      | $9316.68      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International plc                                    | Weatherford International plc                                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Short            | EC               | CORP              | IE        |      -792 | NS      | $-39845.52    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $65.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3328.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                     | Northern Star Resources Ltd.                                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      5520 | NS      | $68183.78     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $806.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                           | Alaska Air Group, Inc.                                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1012 | NS      | $50073.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1549 | NS      | $210679.49    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-843.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $818.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                    | Trelleborg AB, Class B                                                                 | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Short            | EC               | CORP              | SE        |      -196 | NS      | $-7301.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp.                                                                              | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      2000 | NS      | $89611.21     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                    | Fukuoka Financial Group, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $24045.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      1227 | NS      | $106957.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1979.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       881 | NS      | $36796.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EAFE Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $2848.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-967.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                          | Saab AB, Class B                                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      4730 | NS      | $264469.93    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       637 | NS      | $135528.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                           | Costco Wholesale Corp.                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        72 | NS      | $71275.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |     -2337 | NS      | $-72517.11    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                               | Publicis Groupe SA                                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Short            | EC               | CORP              | FR        |       -49 | NS      | $-5534.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         8 | NC      | $3345.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |      -473 | NS      | $-48591.29    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IBEX 35 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         4 | NC      | $3020.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $89.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-671.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                                    | Clarivate plc                                                                          | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Short            | EC               | CORP              | JE        |    -11756 | NS      | $-50550.80    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                                 | elf Beauty, Inc.                                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       101 | NS      | $12568.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Short            | EC               | CORP              | JP        |     -4800 | NS      | $-60806.11    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power, Inc.                                                 | Plug Power, Inc.                                                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |    -14262 | NS      | $-21250.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp., Class A                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Short            | EC               | CORP              | US        |       -54 | NS      | $-10966.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 605000000 | PA      | $-2950.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Appfolio, Inc.                                                   | Appfolio, Inc., Class A                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |       -36 | NS      | $-8290.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                        | Essity AB, Class B                                                                     | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Short            | EC               | CORP              | SE        |     -1579 | NS      | $-43720.73    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |     -1022 | NS      | $-70947.24    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10100000 | PA      | $-6.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                  | Old Dominion Freight Line, Inc.                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |      -133 | NS      | $-21585.90    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.                                 | Reynolds Consumer Products, Inc.                                                       | CUSIP: 76171L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2339 | NS      | $-50101.38    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |      -556 | NS      | $-70217.24    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Short            | EC               | CORP              | AU        |     -5802 | NS      | $-150375.04   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                                          | Brother Industries Ltd.                                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       800 | NS      | $13800.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3426.79     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold, Inc.                                                | Alamos Gold, Inc., Class A                                                             | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2370 | NS      | $63037.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                               | Hormel Foods Corp.                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |     -1525 | NS      | $-46131.25    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -440 | NS      | $-48360.40    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                                   | BE Semiconductor Industries NV                                                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Short            | EC               | CORP              | NL        |       -65 | NS      | $-9720.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $181.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1588.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $115.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                    | HubSpot, Inc.                                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        80 | NS      | $44530.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                                 | Concentrix Corp.                                                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       787 | NS      | $41596.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                                      | FANUC Corp.                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Short            | EC               | CORP              | JP        |     -1500 | NS      | $-40720.93    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                        | BCE, Inc.                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |     -2103 | NS      | $-46638.96    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                                      | DoubleVerify Holdings, Inc.                                                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1117 | NS      | $16721.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     13354 | NS      | $69288.95     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2902.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6357.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                     | RS GROUP plc                                                                           | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Short            | EC               | CORP              | GB        |     -4093 | NS      | $-32310.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4600000 | PA      | $3526.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        33 | NC      | $22125.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Canola                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $62.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-887.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1706.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       211 | NS      | $34574.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                                     | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       753 | NS      | $12231.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                          | Aon plc, Class A                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       127 | NS      | $45308.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $181.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1474 | NS      | $268459.62    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                                     | LivaNova plc                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      1059 | NS      | $47676.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     10307 | NS      | $72814.55     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                                   | Quebecor, Inc., Class B                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       225 | NS      | $6848.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3000000 | PA      | $-849.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                     | Leonardo SpA                                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      3094 | NS      | $174584.76    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -1784 | NS      | $-32486.64    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2273.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |      -572 | NS      | $-45622.72    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  16000000 | PA      | $6537.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3176.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      1529 | NS      | $42995.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Short            | EC               | CORP              | CA        |      -381 | NS      | $-14727.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc., Class A                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       257 | NS      | $25692.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-983.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       147 | NS      | $6403.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4469.67     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $291.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $13528.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                                                | Robert Half, Inc.                                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       610 | NS      | $25040.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                    | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        21 | NS      | $6847.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | UK Allowances Carbon Dioxide Emissions                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-472.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $63.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                      | Clariant AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Short            | EC               | CORP              | CH        |     -7767 | NS      | $-82735.81    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp.                                          | Mitsubishi Motors Corp.                                                                | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |      6500 | NS      | $18378.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Brent Crude Oil                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-35802.80    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                                    | Avantor, Inc.                                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3530 | NS      | $-47513.80    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                      | Palantir Technologies, Inc., Class A                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       679 | NS      | $92561.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RBOB Gasoline                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $-25949.93    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5442.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp.                                                  | A O Smith Corp.                                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |      -571 | NS      | $-37440.47    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2023.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2961.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       200 | NS      | $10473.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4549 | NS      | $150389.94    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |     -1339 | NS      | $-43437.16    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-177.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-125.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1218.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-94.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                            | Home BancShares, Inc.                                                                  | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1514 | NS      | $-43088.44    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    600000 | PA      | $3682.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $112.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                    | GoDaddy, Inc., Class A                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       464 | NS      | $83547.84     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                           | Federated Hermes, Inc., Class B                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       976 | NS      | $43256.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $44.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |      -193 | NS      | $-30737.18    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $110.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                   | Insurance Australia Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |      5757 | NS      | $34225.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1223 | NS      | $129295.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2012 | NS      | $137017.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13736.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4612.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Short            | EC               | CORP              | CH        |      -310 | NS      | $-92449.90    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4600000 | PA      | $7299.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Short            | EC               | CORP              | US        |     -1466 | NS      | $-82242.60    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                                 | Timken Co. (The)                                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Short            | EC               | CORP              | US        |      -497 | NS      | $-36057.35    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                                   | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Short            | EC               | CORP              | IT        |     -5422 | NS      | $-66299.99    | -0.11%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3158.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1858.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-293.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-415.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HSCEI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         2 | NC      | $-813.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1297.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | EC               | CORP              | CA        |      -579 | NS      | $-16918.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                       | Symrise AG, Class A                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Short            | EC               | CORP              | DE        |      -316 | NS      | $-33137.15    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -121 | NS      | $-5930.21     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                                                   | Secom Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-17962.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block, Inc.                                                  | H&R Block, Inc.                                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |      -227 | NS      | $-12460.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Silver                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-4727.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp.                                                     | Otsuka Corp.                                                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |       700 | NS      | $14259.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3490.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                         | Darden Restaurants, Inc.                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Short            | EC               | CORP              | US        |       -80 | NS      | $-17437.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                                 | Spirax Group plc                                                                       | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Short            | EC               | CORP              | GB        |      -505 | NS      | $-41294.98    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       800 | NS      | $20144.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $781.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-843.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8403.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 606600000 | PA      | $26.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                                     | Gentex Corp.                                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |     -5717 | NS      | $-125716.83   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4099.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4171.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                            | Kansai Electric Power Co., Inc. (The)                                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       900 | NS      | $10673.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Angi, Inc.                                                       | Angi, Inc.                                                                             | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       323 | NS      | $4928.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3.47        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rotork plc                                                       | Rotork plc                                                                             | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |      3950 | NS      | $17426.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         5 | NC      | $3236.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  69900000 | PA      | $38745.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -730 | NS      | $-104528.70   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2425.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                         | Infineon Technologies AG                                                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |      -486 | NS      | $-20738.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |      -991 | NS      | $-109872.17   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-16546.59    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group, Inc.                                               | Dentsu Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Short            | EC               | CORP              | JP        |     -3700 | NS      | $-81984.42    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                | Mazda Motor Corp.                                                                      | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      6000 | NS      | $36091.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                               | Shimamura Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $98232.49     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2822.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                              | GXO Logistics, Inc.                                                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |      -321 | NS      | $-15632.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |      -186 | NS      | $-15142.26    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    410000 | PA      | $9126.63      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co., Inc.                                                   | Trex Co., Inc.                                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -702 | NS      | $-38174.76    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |      -225 | NS      | $-58358.25    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5138.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1415.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                           | Invitation Homes, Inc.                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -441 | NS      | $-14464.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P Midcap 400 E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $11280.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Nikkei 225 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -4 | NC      | $-62188.32    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc., Class A                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |      -229 | NS      | $-92568.67    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                | Ulta Beauty, Inc.                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        71 | NS      | $33215.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-1463.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $1396.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       251 | NS      | $42168.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3720.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   5365714 | PA      | $-1369.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1212.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -387 | NS      | $-58545.36    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                                   | Shimadzu Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -4300 | NS      | $-106308.92   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       245 | NS      | $9868.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    203000 | PA      | $2364.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5598.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp. Ltd.                                             | Lendlease Corp. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Short            | EC               | CORP              | AU        |     -1404 | NS      | $-4975.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                         | F5, Inc.                                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               | CORP              | US        |       -87 | NS      | $-25605.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2585.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $180.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                           | SAP SE                                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       493 | NS      | $150749.27    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |      -787 | NS      | $-70412.89    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                         | LY Corp.                                                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Short            | EC               | CORP              | JP        |     -9500 | NS      | $-34984.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Short            | EC               | CORP              | US        |      -908 | NS      | $-22146.12    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Short            | EC               | CORP              | DE        |       -82 | NS      | $-7953.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $22097.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $416.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                      | Worley Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       586 | NS      | $5046.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1610.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1800000 | PA      | $-8182.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        68 | NS      | $91060.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-137.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $15285.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3123.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co.                                              | SEI Investments Co.                                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |     -1490 | NS      | $-133891.40   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $137.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $144.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                         | Davide Campari-Milano NV                                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Short            | EC               | CORP              | NL        |    -11382 | NS      | $-76627.69    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |      -196 | NS      | $-61375.44    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3100000 | PA      | $19848.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Palladium                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $4316.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                                                  | API Group Corp.                                                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |       141 | NS      | $7198.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3254.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                   | Chubu Electric Power Co., Inc.                                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      4400 | NS      | $54447.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $61.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       319 | NS      | $56144.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |     -1379 | NS      | $-72273.39    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortis, Inc.                                                     | Fortis, Inc.                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Short            | EC               | CORP              | CA        |      -835 | NS      | $-39869.07    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       370 | NS      | $32297.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                          | United Bankshares, Inc.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |     -1491 | NS      | $-54317.13    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2964.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Short            | EC               | CORP              | US        |     -1225 | NS      | $-86975.00    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |     -1758 | NS      | $-74029.38    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |      -494 | NS      | $-53860.82    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $65.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |      -574 | NS      | $-183748.88   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |        -7 | NS      | $-5795.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $475.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                       | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Short            | EC               | CORP              | AU        |     -8607 | NS      | $-79192.68    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |     -3304 | NS      | $-122710.56   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-778.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                | Yum! Brands, Inc.                                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Short            | EC               | CORP              | US        |      -143 | NS      | $-21189.74    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1125.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       402 | NS      | $32208.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |     -2868 | NS      | $-234114.84   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                                    | Ryan Specialty Holdings, Inc., Class A                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1159 | NS      | $-78800.41    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                          | Synovus Financial Corp.                                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1007 | NS      | $52112.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                                  | SBM Offshore NV                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |       478 | NS      | $12637.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-335.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                  | Brunswick Corp.                                                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Short            | EC               | CORP              | US        |      -193 | NS      | $-10661.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BayCurrent, Inc.                                                 | BayCurrent, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $102888.90    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IE        |      -171 | NS      | $-12525.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                            | Deutsche Lufthansa AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |       970 | NS      | $8234.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $284.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    239000 | PA      | $2084.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10000000 | PA      | $-127.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $522.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                               | Banca Generali SpA                                                                     | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |       712 | NS      | $39559.01     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $2090.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                     | Taisei Corp.                                                                           | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       800 | NS      | $46592.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                                     | Cadence Bank                                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       960 | NS      | $30700.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $924.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |      -199 | NS      | $-18150.79    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-37.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                    | Maximus, Inc.                                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |      -809 | NS      | $-56791.80    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Bechtle AG                                                       | Bechtle AG                                                                             | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Short            | EC               | CORP              | DE        |      -681 | NS      | $-31968.43    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                        | Talanx AG                                                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |        96 | NS      | $12445.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-228.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |      -188 | NS      | $-93513.08    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                       | Bollore SE                                                                             | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Short            | EC               | CORP              | FR        |     -5271 | NS      | $-33130.34    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                      | Boston Beer Co., Inc. (The), Class A                                                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Short            | EC               | CORP              | US        |       -35 | NS      | $-6678.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DAX Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $14014.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1243.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  93700000 | PA      | $-165.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1113 | NS      | $80837.19     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1104.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-292.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                | W R Berkley Corp.                                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       416 | NS      | $30563.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1979.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -16 | NC      | $-12877.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      7300 | NS      | $99525.22     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5594.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                            | BellRing Brands, Inc.                                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       900 | NS      | $52137.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                             | Travel + Leisure Co.                                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2038 | NS      | $105181.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                           | Dr Ing hc F Porsche AG (Preference)                                                    | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Short            | EP               | CORP              | DE        |     -2236 | NS      | $-110511.86   | -0.19%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2668.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1971.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2537.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $215.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2445.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                     | Macy's, Inc.                                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               | CORP              | US        |     -1529 | NS      | $-17828.14    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       430 | NS      | $20519.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-380.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4079.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4307.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $312.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22382.20    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $182.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $4833.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                       | MarketAxess Holdings, Inc.                                                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Short            | EC               | CORP              | US        |       -87 | NS      | $-19430.58    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3555.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | EC               | CORP              | US        |      -232 | NS      | $-72377.04    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4563.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $201.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                 | Wartsila OYJ Abp                                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      1621 | NS      | $38311.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                                 | Niterra Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      2100 | NS      | $69821.49     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       786 | NS      | $8150.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      3600 | NS      | $65198.46     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $789.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                     | AMETEK, Inc.                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Short            | EC               | CORP              | US        |      -213 | NS      | $-38544.48    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $273.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $457.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                      | Bandai Namco Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |      5600 | NS      | $200699.61    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-202.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                    | Corning, Inc.                                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2198 | NS      | $115592.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $-4748.74     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $750.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |      -898 | NS      | $-262368.66   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $242.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8366.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $143.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3767.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1049 | NS      | $43145.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                     | Coca-Cola Consolidated, Inc.                                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       353 | NS      | $39412.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                      | Asics Corp.                                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      3300 | NS      | $84151.27     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $292.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |     -3101 | NS      | $-178648.61   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                              | YETI Holdings, Inc.                                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       364 | NS      | $11473.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                                | Galderma Group AG                                                                      | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        39 | NS      | $5668.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  29600000 | PA      | $-56.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                                    | Toho Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-5899.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5268.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Watsco, Inc.                                                     | Watsco, Inc.                                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |       -41 | NS      | $-18106.42    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Short            | EC               | CORP              | IT        |     -2035 | NS      | $-18470.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1376.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       110 | NS      | $31890.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-33311.91    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $849.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAC, Inc.                                                        | IAC, Inc.                                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |      -460 | NS      | $-17176.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1467.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-176.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $733.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-308.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                    | Oshkosh Corp.                                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       305 | NS      | $34629.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3655.11     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1996.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                            | Woolworths Group Ltd.                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Short            | EC               | CORP              | AU        |     -3871 | NS      | $-79292.83    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4289.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX Iron Ore                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |       -18 | NC      | $-2297.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |      -479 | NS      | $-106275.73   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |     -1762 | NS      | $-90707.76    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5554.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-531.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                      | Randstad NV                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Short            | EC               | CORP              | NL        |     -1836 | NS      | $-84861.67    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                                 | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |     -1537 | NS      | $-51560.22    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Group Corp.                                             | NTT Data Group Corp.                                                                   | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |      3100 | NS      | $86108.12     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                              | Hanover Insurance Group, Inc. (The)                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       451 | NS      | $76611.37     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Ltd.                                               | IDP Education Ltd.                                                                     | CUSIP: N/A<br>LEI: 98450014FAFE73Q0A257       | Short            | EC               | CORP              | AU        |    -11675 | NS      | $-28268.60    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2308 | NS      | $93104.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                 | JB Hunt Transport Services, Inc.                                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       505 | NS      | $72518.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-123.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-282.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                             | Light & Wonder, Inc.                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        58 | NS      | $5583.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |     13700 | NS      | $90278.92     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-97.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                          | Arch Capital Group Ltd.                                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Short            | EC               | CORP              | BM        |      -886 | NS      | $-80670.30    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10500000 | PA      | $-90.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1995.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Short            | EC               | CORP              | US        |      -300 | NS      | $-13494.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc., Class A                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $50679.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19013.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                        | Mondi plc                                                                              | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Short            | EC               | CORP              | GB        |     -2181 | NS      | $-35638.66    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2029.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-245.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corpay, Inc.                                                     | Corpay, Inc.                                                                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        35 | NS      | $11613.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-5756.06     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                             | Sompo Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Short            | EC               | CORP              | JP        |     -1400 | NS      | $-42188.72    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $9506.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1297.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                                   | Evercore, Inc., Class A                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       430 | NS      | $116108.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      1702 | NS      | $50532.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $168.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                         | CSL Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Short            | EC               | CORP              | AU        |     -1214 | NS      | $-191764.22   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                       | Coty, Inc., Class A                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |     -5781 | NS      | $-26881.65    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $330.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-256.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |      -134 | NS      | $-18012.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                                     | Advanced Micro Devices, Inc.                                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       211 | NS      | $29940.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $16659.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Group plc                                               | Aberdeen Group plc                                                                     | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Short            | EC               | CORP              | GB        |     -5302 | NS      | $-13651.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust, Inc.                                  | Independence Realty Trust, Inc.                                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               | CORP              | US        |     -2992 | NS      | $-52928.48    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd.                                   | Concordia Financial Group Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $12330.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                             | Northern Trust Corp.                                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Short            | EC               | CORP              | US        |      -150 | NS      | $-19018.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $800.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                    | Assa Abloy AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Short            | EC               | CORP              | SE        |      -441 | NS      | $-13787.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                               | George Weston Ltd.                                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       687 | NS      | $137783.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class A                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |      -592 | NS      | $-33175.68    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4005.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                            | Nissan Chemical Corp.                                                                  | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Short            | EC               | CORP              | JP        |     -2100 | NS      | $-64044.89    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3490.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $330.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      2272 | NS      | $168716.77    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         5 | NC      | $-267.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                                        | NOV, Inc.                                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      1909 | NS      | $23728.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc.                                                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |      -750 | NS      | $-50812.50    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-847.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust, Inc.                              | First Industrial Realty Trust, Inc.                                                    | CUSIP: 32054K103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -445 | NS      | $-21417.85    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    118000 | PA      | $117092.65    | 0.20%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Short            | EC               | CORP              | US        |      -527 | NS      | $-17027.37    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                   | Recordati Industria Chimica e Farmaceutica SpA                                         | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Short            | EC               | CORP              | IT        |      -483 | NS      | $-30358.96    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                 | Murphy USA, Inc.                                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Short            | EC               | CORP              | US        |      -126 | NS      | $-51256.80    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7994.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1997.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                  | Primerica, Inc.                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       236 | NS      | $64586.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |       -87 | NS      | $-32485.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-10036.66    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                                     | UiPath, Inc., Class A                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      2989 | NS      | $38259.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2924.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                    | Fujikura Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      2200 | NS      | $115731.97    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                               | MISUMI Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |      3800 | NS      | $50762.25     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |       -17 | NS      | $-5011.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $291.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 606600000 | PA      | $26.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ECX Emission                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-7305.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |      -834 | NS      | $-194221.92   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1223.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18133.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                      | Host Hotels & Resorts, Inc.                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |     -4495 | NS      | $-69043.20    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       866 | NS      | $78719.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $997.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2684.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       255 | NS      | $46682.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |      -591 | NS      | $-106161.33   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KC HRW Wheat                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $14703.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2023.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Short            | EC               | CORP              | ES        |     -1756 | NS      | $-21426.66    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               | CORP              | US        |      -817 | NS      | $-125597.41   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp., Class A                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |      -909 | NS      | $-100544.49   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    600000 | PA      | $11597.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       453 | NS      | $147868.21    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $576.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey, Inc.                                             | Houlihan Lokey, Inc., Class A                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Short            | EC               | CORP              | US        |      -419 | NS      | $-75399.05    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $360.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-847.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                                           | Envista Holdings Corp.                                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |     -1288 | NS      | $-25167.52    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                               | Agree Realty Corp.                                                                     | CUSIP: 008492100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1350 | NS      | $-98631.00    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5352.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway plc                                                      | Bellway plc                                                                            | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Short            | EC               | CORP              | GB        |      -161 | NS      | $-6378.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $182.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                     | Sabra Health Care REIT, Inc.                                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      1567 | NS      | $28895.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-289.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5612.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                                   | Penumbra, Inc.                                                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       169 | NS      | $43370.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 150000000 | PA      | $-122.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                       | Manhattan Associates, Inc.                                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       632 | NS      | $124801.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-269.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7784.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2200000 | PA      | $27231.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 281200000 | PA      | $16.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Coffee 'C'                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-86214.05    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $914.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-463.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-587.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                        | Kesko OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Short            | EC               | CORP              | FI        |     -1081 | NS      | $-26661.97    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                                           | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Short            | EC               | CORP              | JP        |    -12400 | NS      | $-139833.59   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $289.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2563.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |      3100 | NS      | $60698.18     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       296 | NS      | $17262.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                      | Mitsubishi HC Capital, Inc.                                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Short            | EC               | CORP              | JP        |    -19700 | NS      | $-145045.73   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4268.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $789.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-488.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-150.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-486.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1246.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $1977.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       410 | PA      | $-2.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp.                                          | Yokogawa Electric Corp.                                                                | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      2800 | NS      | $74798.81     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $230.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $2726.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                     | Southwest Gas Holdings, Inc.                                                           | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Short            | EC               | CORP              | US        |     -1149 | NS      | $-85474.11    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2750.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsara, Inc.                                                    | Samsara, Inc., Class A                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $40257.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-166.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-350.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1000000 | PA      | $50.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2274.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                        | Reply SpA                                                                              | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Short            | EC               | CORP              | IT        |      -126 | NS      | $-21775.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1283.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2348.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-194.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Short            | EC               | CORP              | GB        |     -1420 | NS      | $-82649.85    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       234 | NS      | $77355.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOITEC                                                           | SOITEC                                                                                 | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Short            | EC               | CORP              | FR        |      -777 | NS      | $-42845.21    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corp.                                   | International Bancshares Corp.                                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Short            | EC               | CORP              | US        |      -304 | NS      | $-20234.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BT Group plc                                                     | BT Group plc                                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Short            | EC               | CORP              | GB        |     -5445 | NS      | $-14498.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Exponent, Inc.                                                   | Exponent, Inc.                                                                         | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Short            | EC               | CORP              | US        |      -192 | NS      | $-14344.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinden Corp.                                                     | Kinden Corp.                                                                           | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |      2900 | NS      | $85197.60     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-3650.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $254.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Short            | EC               | CORP              | NL        |      -221 | NS      | $-19280.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Low Sulphur Gasoil                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        32 | NC      | $98895.53     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                     | Vertex Pharmaceuticals, Inc.                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |      -250 | NS      | $-111300.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2572.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $4331.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| White Mountains Insurance Group Ltd.                             | White Mountains Insurance Group Ltd.                                                   | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Short            | EC               | CORP              | BM        |       -56 | NS      | $-100560.32   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Short            | EC               | CORP              | US        |      -265 | NS      | $-10054.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $65.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $1846.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-106.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc.                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |      -743 | NS      | $-93982.07    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd.                                             | Whitehaven Coal Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |      5474 | NS      | $19540.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                      | Ebara Corp.                                                                            | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |      2500 | NS      | $47944.19     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-363.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                            | Aurizon Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      5221 | NS      | $10414.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2200000 | PA      | $-5131.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    685000 | PA      | $-3650.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4245.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |     -2795 | NS      | $-120939.65   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                                   | Wingstop, Inc.                                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       122 | NS      | $41082.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                         | Japan Post Bank Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Short            | EC               | CORP              | JP        |     -6900 | NS      | $-74385.65    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                     | Ferrovial SE                                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Short            | EC               | CORP              | NL        |     -1214 | NS      | $-64758.04    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-122.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1284.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1384.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2833.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-38199.69    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                                   | Rayonier, Inc.                                                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Short            | EC               | CORP              | US        |     -1386 | NS      | $-30741.48    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1816.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                                 | Brookfield Corp., Class A                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       563 | NS      | $34844.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                          | MEIJI Holdings Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Short            | EC               | CORP              | JP        |     -1000 | NS      | $-22113.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Five Below, Inc.                                                 | Five Below, Inc.                                                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |      -257 | NS      | $-33713.26    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17445.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc., Class A                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       692 | NS      | $86057.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                                          | RPM International, Inc.                                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |      -357 | NS      | $-39212.88    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3691.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp.                                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        61 | NS      | $19164.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $842.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-580.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cava Group, Inc.                                                 | Cava Group, Inc.                                                                       | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -94 | NS      | $-7917.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2954 | NS      | $145277.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5476.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Short            | EC               | CORP              | US        |     -7074 | NS      | $-148058.82   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |     -1232 | NS      | $-127832.32   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4377.11     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |      -260 | NS      | $-45648.20    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  41623933 | NS      | $41611446.19  | 69.96%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |     -1042 | NS      | $-33844.16    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BRP, Inc.                                                        | BRP, Inc.                                                                              | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Short            | EC               | CORP              | CA        |      -984 | NS      | $-47763.83    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2736.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-259.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4306.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |      -259 | NS      | $-66296.23    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-583.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1800000 | PA      | $27374.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOK Financial Corp.                                              | BOK Financial Corp.                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       518 | NS      | $50572.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-547.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                   | Public Storage                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |      -253 | NS      | $-74235.26    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                            | Landstar System, Inc.                                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |      -433 | NS      | $-60195.66    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3769.87     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3157.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                    | Vontier Corp.                                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       433 | NS      | $15977.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $89.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2260.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $119.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                         | Generali                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Short            | EC               | CORP              | IT        |     -3518 | NS      | $-125140.61   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |      -383 | NS      | $-22845.95    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |      -192 | NS      | $-46360.32    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1394.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |      -481 | NS      | $-21524.75    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2446.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3032 | NS      | $55866.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                               | DXC Technology Co.                                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Short            | EC               | CORP              | US        |     -2891 | NS      | $-44203.39    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                     | Sojitz Corp.                                                                           | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |      1500 | NS      | $36860.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2273.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                             | Broadridge Financial Solutions, Inc.                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       413 | NS      | $100371.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2613.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                            | VICI Properties, Inc., Class A                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               | CORP              | US        |     -5145 | NS      | $-167727.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $9938.03      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       864 | NS      | $78831.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                   | Chugai Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      1200 | NS      | $62661.39     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4099.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                               | Telecom Italia SpA                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Short            | EC               | CORP              | IT        |    -10509 | NS      | $-5192.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                                      | Berkeley Group Holdings plc                                                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Short            | EC               | CORP              | GB        |      -445 | NS      | $-23578.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1925.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                       | Cullen/Frost Bankers, Inc.                                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       330 | NS      | $42418.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-5500.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Short            | EC               | CORP              | IE        |      -258 | NS      | $-27378.96    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $1121.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                               | Pure Storage, Inc., Class A                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       515 | NS      | $29653.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-150.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1200.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                           | Yakult Honsha Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Short            | EC               | CORP              | JP        |     -3900 | NS      | $-73448.78    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         6 | NC      | $145.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       385 | NS      | $31265.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -1332 | NS      | $-71888.04    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc.                                                               | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1079 | NS      | $-19281.73    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |      -230 | NS      | $-117916.40   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Feeder Cattle                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $6393.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                               | Telstra Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Short            | EC               | CORP              | AU        |     -4537 | NS      | $-14466.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25997.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc., Class A                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1073 | NS      | $60023.62     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $213.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3518.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                  | Nippon Yusen KK                                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      2700 | NS      | $97132.40     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL, Inc.                                                      | GRAIL, Inc.                                                                            | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       489 | NS      | $25144.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-38.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-586.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp.                                              | Lundin Mining Corp.                                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Short            | EC               | CORP              | CA        |     -6948 | NS      | $-73064.34    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2559.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |     -1096 | NS      | $-229644.88   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                       | Edwards Lifesciences Corp.                                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       784 | NS      | $61316.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       307 | NS      | $59499.67     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-886.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro STOXX 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        10 | NC      | $4061.04      | 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        |     -6552 | NS      | $-73513.44    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                                   | Dayforce, Inc.                                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |      -654 | NS      | $-36225.06    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -1439 | NS      | $-66568.14    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1946.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1394.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19011.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                                            | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |      3100 | NS      | $39656.46     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -181 | NS      | $-24078.43    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB, Class A                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Short            | EC               | CORP              | SE        |     -1332 | NS      | $-17831.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $99.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -1628 | NS      | $-43109.44    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-551.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1069.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6170.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                                                   | Marubeni Corp.                                                                         | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      2600 | NS      | $52411.44     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3954.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |     -2298 | NS      | $-74983.74    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-260.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $113.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $156.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       542 | NS      | $66801.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-428.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $542.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      1605 | NS      | $43826.04     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2361.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3176.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -404 | NS      | $-46403.44    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $174.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $641.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       638 | NS      | $22777.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        34 | NC      | $27919.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1811.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $174.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc., Class A                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       183 | NS      | $57004.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3321.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  28400000 | PA      | $1517.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2032.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                           | Eurofins Scientific SE                                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Short            | EC               | CORP              | LU        |      -843 | NS      | $-60076.64    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $37.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                                  | Tohoku Electric Power Co., Inc.                                                        | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |       300 | NS      | $2190.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                     | Dai-ichi Life Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Short            | EC               | CORP              | JP        |      -800 | NS      | $-6082.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5598.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | Tokio Marine Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      1400 | NS      | $59333.47     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                           | Washington H Soul Pattinson & Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Short            | EC               | CORP              | AU        |      -638 | NS      | $-17637.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                   | Duolingo, Inc., Class A                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $47152.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       372 | NS      | $53612.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                         | Jeronimo Martins SGPS SA                                                               | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Short            | EC               | CORP              | PT        |     -2106 | NS      | $-53319.46    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2098.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | Hannover Rueck SE                                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Short            | EC               | CORP              | DE        |       -90 | NS      | $-28360.21    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Short            | EC               | CORP              | US        |     -1521 | NS      | $-89176.23    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                         | IDEXX Laboratories, Inc.                                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       220 | NS      | $117994.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                               | Barry Callebaut AG (Registered)                                                        | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Short            | EC               | CORP              | CH        |      -155 | NS      | $-169425.70   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6377.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2400000 | PA      | $684.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $2090.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |     -1382 | NS      | $-67593.62    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                                | First Solar, Inc.                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |      -381 | NS      | $-63070.74    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $155.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8404.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4041.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       349 | NS      | $82172.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |     -2442 | NS      | $-89719.08    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2486.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       583 | NS      | $65651.63     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Short            | EC               | CORP              | US        |     -2818 | NS      | $-121145.82   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Short            | EC               | CORP              | US        |      -873 | NS      | $-70206.66    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $462.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  69900000 | PA      | $38745.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $733.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                     | Carrefour SA                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      4517 | NS      | $63717.85     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1190 | NS      | $81622.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $437.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-4138.66     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       598 | NS      | $41429.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $-6108.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $437.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                               | Equity Residential                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Short            | EC               | CORP              | US        |     -2319 | NS      | $-156509.31   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                                   | Watts Water Technologies, Inc., Class A                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Short            | EC               | CORP              | US        |      -147 | NS      | $-36145.83    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd.                                         | Toromont Industries Ltd.                                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Short            | EC               | CORP              | CA        |       -80 | NS      | $-7190.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-85.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2742.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-641.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       140 | NS      | $29073.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                                          | ITV plc                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |     12998 | NS      | $14725.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                      | West Fraser Timber Co. Ltd.                                                            | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Short            | EC               | CORP              | CA        |      -145 | NS      | $-10633.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp., Class A                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       134 | NS      | $41320.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $187.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                    | WH Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     20500 | NS      | $19757.74     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      2127 | NS      | $176115.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3625.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                                     | Husqvarna AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Short            | EC               | CORP              | SE        |     -3299 | NS      | $-17389.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-587.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                               | Hyatt Hotels Corp., Class A                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -963 | NS      | $-134482.95   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       320 | NS      | $69964.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Short            | EC               | CORP              | US        |      -120 | NS      | $-9634.80     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | EC               | CORP              | US        |      -102 | NS      | $-12997.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $228.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $151.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Short            | EC               | CORP              | US        |      -544 | NS      | $-116617.28   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       383 | NS      | $47296.67     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $228.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $476.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       571 | NS      | $11471.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co. Ltd.                                                     | USS Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |      8600 | NS      | $94780.01     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                       | Skanska AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Short            | EC               | CORP              | SE        |      -999 | NS      | $-23271.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp., Class A                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       146 | NS      | $51111.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                       | Highwoods Properties, Inc.                                                             | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Short            | EC               | CORP              | US        |      -627 | NS      | $-19493.43    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $908.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       768 | NS      | $19491.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                             | WiseTech Global Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |       342 | NS      | $24526.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                | Bureau Veritas SA                                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Short            | EC               | CORP              | FR        |     -2354 | NS      | $-80347.40    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-308.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                                          | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Short            | EC               | CORP              | CH        |     -1148 | NS      | $-93957.77    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                                        | Neste OYJ                                                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Short            | EC               | CORP              | FI        |     -2806 | NS      | $-38027.34    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2639.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-157.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-643.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-281.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $400.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                    | Penske Automotive Group, Inc.                                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        92 | NS      | $15806.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                 | ServiceNow, Inc.                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       146 | NS      | $150099.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       216 | NS      | $15765.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5553.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $532.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |      -671 | NS      | $-66670.56    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-75.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |      -576 | NS      | $-73486.08    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NY Harbor ULSD                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        18 | NC      | $-17995.38    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Short            | EC               | CORP              | GB        |      -804 | NS      | $-10063.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                        | Buzzi SpA                                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |       235 | NS      | $13033.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Short            | EC               | CORP              | AU        |      -270 | NS      | $-40609.53    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1500000 | PA      | $855.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Short            | EC               | CORP              | ES        |     -3720 | NS      | $-32233.09    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc.                                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       291 | NS      | $155315.43    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      8300 | NS      | $256245.94    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         5 | NC      | $3676.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $290.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                    | Wheaton Precious Metals Corp.                                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       751 | NS      | $67536.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $267.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Short            | EC               | CORP              | US        |      -578 | NS      | $-26986.82    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2722.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-5122.91     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | EC               | CORP              | US        |     -1440 | NS      | $-101880.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                      | Xylem, Inc.                                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |      -492 | NS      | $-63645.12    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        37 | NS      | $29139.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5056.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc., Class A                                                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $31275.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp.                                                                      | CUSIP: 498894104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1177 | NS      | $-96090.28    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1629.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OMXS30 Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $2134.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $671.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                                      | Galenica AG                                                                            | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Short            | EC               | CORP              | CH        |       -96 | NS      | $-10505.60    | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Planet Fitness, Inc.                                             | Planet Fitness, Inc., Class A                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |      -704 | NS      | $-76771.20    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-643.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7515.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                               | Swire Pacific Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      2500 | NS      | $21430.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-412.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $174.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $721.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1243.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2898.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $611.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                               | ConvaTec Group plc                                                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |      2487 | NS      | $9851.12      | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |      -442 | NS      | $-22900.02    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      1148 | NS      | $36705.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $226.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $226.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                             | Straumann Holding AG (Registered)                                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |       546 | NS      | $71465.79     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-289.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                             | IQVIA Holdings, Inc.                                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       403 | NS      | $63508.77     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       347 | NS      | $242803.94    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1537.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                                   | ABC-Mart, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |       600 | NS      | $12326.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                          | Fast Retailing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Short            | EC               | CORP              | JP        |      -400 | NS      | $-137145.65   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      5500 | NS      | $146815.79    | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      2354 | NS      | $157914.28    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |    -30300 | NS      | $-73313.25    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                | TOMRA Systems ASA                                                                      | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Short            | EC               | CORP              | NO        |      -349 | NS      | $-5447.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                          | Tokyo Electric Power Co. Holdings, Inc.                                                | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Short            | EC               | CORP              | JP        |     -7700 | NS      | $-25631.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6377.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-183.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-75.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        20 | NC      | $-17220.41    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Valmet OYJ                                                       | Valmet OYJ                                                                             | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Short            | EC               | CORP              | FI        |      -239 | NS      | $-7407.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                     | Americold Realty Trust, Inc.                                                           | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |       775 | NS      | $12888.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1398.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       458 | NS      | $54048.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | EC               | CORP              | CA        |     -1698 | NS      | $-93893.45    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $556.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2150.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6300000 | PA      | $-447.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $422.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                   | BHP Group Ltd.                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Short            | EC               | CORP              | AU        |     -2388 | NS      | $-57449.54    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                      | Swisscom AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Short            | EC               | CORP              | CH        |      -182 | NS      | $-129236.10   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      6516 | NS      | $59882.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |     -1064 | NS      | $-29281.28    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                                  | Perrigo Co. plc                                                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Short            | EC               | CORP              | IE        |     -1427 | NS      | $-38129.44    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                 | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |      -639 | NS      | $-15086.79    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |      -661 | NS      | $-48618.15    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  27000000 | PA      | $3197.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Platinum                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-21810.59    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-548.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-121.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |      -456 | NS      | $-60798.48    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4058.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $251.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |     -1628 | NS      | $-70687.76    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $454.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $34479.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-65.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Red Wheat                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $105.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $73.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                       | Signify NV                                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |      2016 | NS      | $54739.42     | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5869.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                   | Nippon Paint Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-5629.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                                        | Commerce Bancshares, Inc.                                                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $58564.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2885.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                             | Domino's Pizza, Inc.                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       123 | NS      | $55423.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $34.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               | CORP              | US        |      -472 | NS      | $-32379.20    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-2992.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI Crude Oil                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        24 | NC      | $-2545.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                         | Yamato Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -400 | NS      | $-5353.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $6934.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $296.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2661.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3250.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE 100 Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         7 | NC      | $-1221.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |     -1489 | NS      | $-27233.81    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $369.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $459.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1983.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $169.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1811.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9800000 | PA      | $76.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3158.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                        | Endesa SA                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       945 | NS      | $29932.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |      3200 | NS      | $38067.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3829.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                                         | Flagstar Financial, Inc.                                                               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |     -3320 | NS      | $-35192.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $364.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  31500000 | PA      | $1820.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $254.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group, Inc. (The)                              | Descartes Systems Group, Inc. (The)                                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       137 | NS      | $13916.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                                    | Persimmon plc                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       273 | NS      | $4856.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                                | SentinelOne, Inc., Class A                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |       648 | NS      | $11845.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                        | CTS Eventim AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Short            | EC               | CORP              | DE        |       -41 | NS      | $-5098.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    349000 | PA      | $-2351.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                          | Valley National Bancorp                                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |     -2878 | NS      | $-25700.54    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                      | Cie Financiere Richemont SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Short            | EC               | CORP              | CH        |      -157 | NS      | $-29709.56    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |      -302 | NS      | $-61961.34    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                                   | Obayashi Corp.                                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      3000 | NS      | $45455.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                      | Avnet, Inc.                                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Short            | EC               | CORP              | US        |     -2807 | NS      | $-148995.56   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $1721.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                                  | Dollarama, Inc.                                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        61 | NS      | $8594.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma, Inc.                                            | Astellas Pharma, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      5400 | NS      | $52871.16     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $523.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1323.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                          | SCOR SE                                                                                | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |      1354 | NS      | $44969.14     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                               | Azimut Holding SpA                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |      1446 | NS      | $46389.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3556.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-543.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                                  | Capcom Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |      2400 | NS      | $81963.58     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $230.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2750.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-773.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU Aero Engines AG                                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Short            | EC               | CORP              | DE        |       -78 | NS      | $-34651.78    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $480.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Short            | EC               | CORP              | AU        |      -959 | NS      | $-13149.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $1571.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |     -1827 | NS      | $-51868.53    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                           | BKW AG                                                                                 | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Short            | EC               | CORP              | CH        |      -126 | NS      | $-27625.46    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3123.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1104.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9000000 | PA      | $875.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                          | Western Union Co. (The)                                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1349 | NS      | $11358.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                  | Kyushu Electric Power Co., Inc.                                                        | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |      6300 | NS      | $56327.28     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2080.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $52.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                   | Alimentation Couche-Tard, Inc.                                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |      -726 | NS      | $-36088.08    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |       818 | NS      | $25975.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $499.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                  | Federal Realty Investment Trust                                                        | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               | CORP              | US        |      -335 | NS      | $-31821.65    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Short            | EC               | CORP              | JP        |     -6400 | NS      | $-110227.14   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        40 | NS      | $14019.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| easyJet plc                                                      | easyJet plc                                                                            | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |     14285 | NS      | $104542.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                       | Siemens AG (Registered)                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       346 | NS      | $88872.94     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-641.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                             | Endeavour Mining plc                                                                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       161 | NS      | $4945.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        11 | NC      | $-4819.59     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3256.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy, Inc.                                            | Clearway Energy, Inc., Class C                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |      -642 | NS      | $-20544.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2100000 | PA      | $25272.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |      -396 | NS      | $-28405.08    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      8815 | NS      | $189397.87    | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       121 | NS      | $85637.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-583.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $81.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2044.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $787.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-548.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      2327 | NS      | $100479.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-206.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                                            | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Short            | EC               | CORP              | NL        |      -591 | NS      | $-21464.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3899.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1258.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                               | Ypsomed Holding AG (Registered)                                                        | CUSIP: N/A<br>LEI: 391200QLIOTTBNPNSI14       | Long             | EC               | CORP              | CH        |        60 | NS      | $32031.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $226.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KOSPI 200 Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |        15 | NC      | $65065.94     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |      -172 | NS      | $-17444.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $730.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $73.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc., Class A                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |      -866 | NS      | $-21589.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1670 | NS      | $57431.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1598.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |     -2517 | NS      | $-270426.48   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $282.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $75.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Short            | EC               | CORP              | JP        |     -5900 | NS      | $-117893.11   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Short            | EC               | CORP              | GB        |     -2780 | NS      | $-33627.41    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5652.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                   | REA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |       125 | NS      | $19794.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $199.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21885.47    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                     | Cie Generale des Etablissements Michelin SCA                                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Short            | EC               | CORP              | FR        |      -295 | NS      | $-10972.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co.                                               | U-Haul Holding Co.                                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |       -65 | NS      | $-3936.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $753.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    800000 | PA      | $1138.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-508.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                   | ACS Actividades de Construccion y Servicios SA                                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       445 | NS      | $30930.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co., Class A                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1275 | NS      | $-48883.50    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-89.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $2687.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $18474.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                           | Julius Baer Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Short            | EC               | CORP              | CH        |      -915 | NS      | $-62068.88    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                   | Ralliant Corp.                                                                         | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $9310.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp.                                                        | TDK Corp.                                                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      3100 | NS      | $36184.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                             | ENEOS Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Short            | EC               | CORP              | JP        |    -15100 | NS      | $-74848.18    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $4810.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       159 | NS      | $44394.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1000000 | PA      | $50.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1229.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2735.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $65.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Short            | EC               | CORP              | US        |      -280 | NS      | $-15696.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $213.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                           | Valterra Platinum Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Short            | EC               | CORP              | ZA        |        -1 | NS      | $-52.09       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                         | Otsuka Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $34705.51     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1136.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3000000 | PA      | $-1654.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -1 | NC      | $-3804.21     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  35600000 | PA      | $-127.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2678.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                        | Comfort Systems USA, Inc.                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       249 | NS      | $133516.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2036.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp.                                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      2100 | NS      | $47390.02     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                                      | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |     -2141 | NS      | $-12247.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                              | Helvetia Holding AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Short            | EC               | CORP              | CH        |      -175 | NS      | $-41085.84    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                   | Tecan Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Short            | EC               | CORP              | CH        |      -174 | NS      | $-35608.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $180.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |      -309 | NS      | $-35148.75    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                                 | Elia Group SA/NV                                                                       | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Short            | EC               | CORP              | BE        |      -382 | NS      | $-44118.85    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                 | WSP Global, Inc.                                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Short            | EC               | CORP              | CA        |      -148 | NS      | $-30189.07    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                                    | Graphic Packaging Holding Co.                                                          | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5226 | NS      | $-110111.82   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                                 | Armstrong World Industries, Inc.                                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       200 | NS      | $32488.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries, Inc.                                             | CCL Industries, Inc., Class B                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       324 | NS      | $18893.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5494.49     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $376.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |      -288 | NS      | $-44225.28    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, Inc.                                    | NIPPON EXPRESS HOLDINGS, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8600 | NS      | $172519.58    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $348.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co. Ltd.                                 | Kintetsu Group Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -2500 | NS      | $-47337.27    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp.                                                      | Alcoa Corp.                                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1165 | NS      | $34379.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $1915.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1349 | NS      | $63834.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17931.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-19.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $292.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6368.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                 | BorgWarner, Inc.                                                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               | CORP              | US        |     -2794 | NS      | $-93543.12    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc.                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        83 | NS      | $7636.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $781.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-875.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp.                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      3800 | NS      | $53341.24     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    600000 | PA      | $-182.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $150.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $226.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                          | Rivian Automotive, Inc., Class A                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      4077 | NS      | $56017.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3411 | NS      | $235120.23    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-14532.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1622 | NS      | $123985.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2030.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       519 | NS      | $54557.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    900000 | PA      | $-9300.07     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                            | MINEBEA MITSUMI, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Short            | EC               | CORP              | JP        |     -8500 | NS      | $-124301.77   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  28400000 | PA      | $1517.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-211.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $721.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5644.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                  | Selective Insurance Group, Inc.                                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       463 | NS      | $40118.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1621 | NS      | $84324.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Crude Oil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-240.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $-2452.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                                                   | Hydro One Ltd.                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Short            | EC               | CORP              | CA        |     -1266 | NS      | $-45619.70    | -0.08%            |  |  |  | Yes           |                  1 | On Loan: No      |
| BioMerieux                                                       | BioMerieux                                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Short            | EC               | CORP              | FR        |      -148 | NS      | $-20470.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                 | AptarGroup, Inc.                                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |      -191 | NS      | $-29878.13    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd.                                             | Endeavour Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Short            | EC               | CORP              | AU        |    -23687 | NS      | $-62525.07    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-380.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                     | Copart, Inc.                                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |      -667 | NS      | $-32729.69    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                            | Asahi Intecc Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |      2100 | NS      | $33222.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd.                                            | Tabcorp Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800OCCFUN67NEY278       | Long             | EC               | CORP              | AU        |      6264 | NS      | $2945.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                        | Safran SA                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       308 | NS      | $100446.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                     | Glencore plc                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Short            | EC               | CORP              | JE        |     -9581 | NS      | $-37333.73    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $616.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Short            | EC               | CORP              | IT        |     -1288 | NS      | $-20806.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                     | Centrica plc                                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     25658 | NS      | $56929.29     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                                      | Tosoh Corp.                                                                            | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Short            | EC               | CORP              | JP        |     -1800 | NS      | $-26340.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                                  | Simpson Manufacturing Co., Inc.                                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |      -245 | NS      | $-38050.95    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                                 | Sensata Technologies Holding plc                                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Short            | EC               | CORP              | GB        |     -2788 | NS      | $-83946.68    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $265.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Short            | EC               | CORP              | FR        |     -1448 | NS      | $-27393.69    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5612.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       400 | NS      | $27666.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-25374.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $439.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10000000 | PA      | $-127.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-264.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2950.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2239.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7004.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $244.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                               | Nibe Industrier AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Short            | EC               | CORP              | SE        |     -3127 | NS      | $-13351.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14697.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $788.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $10044.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       499 | NS      | $45463.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                                      | Rational AG                                                                            | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |         6 | NS      | $5041.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |      -706 | NS      | $-102694.76   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                                    | Inspire Medical Systems, Inc.                                                          | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |        37 | NS      | $4801.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-363.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                   | Sumitomo Metal Mining Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Short            | EC               | CORP              | JP        |     -2700 | NS      | $-66541.44    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |      -301 | NS      | $-6829.69     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                                 | SouthState Corp.                                                                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Short            | EC               | CORP              | US        |      -842 | NS      | $-77489.26    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |      -498 | NS      | $-71318.58    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                      | Bayerische Motoren Werke AG                                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |     -1810 | NS      | $-161197.44   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       261 | NS      | $48733.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources, Inc.                                         | Whitecap Resources, Inc.                                                               | CUSIP: 96467A200<br>LEI: 894500O7XZ1G8OL9CB28 | Short            | EC               | CORP              | CA        |     -1584 | NS      | $-10643.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    144200 | NS      | $223358.82    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                              | First Horizon Corp.                                                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       641 | NS      | $13589.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7514.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                           | Celsius Holdings, Inc.                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1099 | NS      | $50982.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                         | Volvo AB, Class B                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      1615 | NS      | $45442.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4527.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4500000 | PA      | $3408.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                       | Ferguson Enterprises, Inc.                                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       401 | NS      | $87317.75     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-528.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $90.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Short            | EC               | CORP              | BE        |      -845 | NS      | $-87212.13    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class A                                                                     | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Short            | EC               | CORP              | SE        |     -1042 | NS      | $-22673.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2632.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $818.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                    | Snap-on, Inc.                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Short            | EC               | CORP              | US        |       -77 | NS      | $-23960.86    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-97.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3308.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                   | AIA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      3600 | NS      | $32610.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4006.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       799 | NS      | $121639.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |      -451 | NS      | $-61967.40    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-431.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6430.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc., Class A                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |     -1461 | NS      | $-98529.84    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                     | LyondellBasell Industries NV, Class A                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Short            | EC               | CORP              | NL        |      -969 | NS      | $-56066.34    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                                    | Carlsberg A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1177 | NS      | $166761.35    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                   | Tapestry, Inc.                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1034 | NS      | $90795.54     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                                        | ITT, Inc.                                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        75 | NS      | $11762.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                   | Texas Capital Bancshares, Inc.                                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1686 | NS      | $133868.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-94.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                     | Keyera Corp.                                                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |      -310 | NS      | $-10139.45    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Short            | EC               | CORP              | IT        |      -786 | NS      | $-32707.30    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3190.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $619.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |     -4306 | NS      | $-104377.44   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1323.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4693.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6872.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                   | Shizuoka Financial Group, Inc.                                                         | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      5300 | NS      | $61665.93     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                   | Reliance, Inc.                                                                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Short            | EC               | CORP              | US        |      -123 | NS      | $-38609.70    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5645.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $739.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10500000 | PA      | $-90.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                    | Beiersdorf AG                                                                          | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Short            | EC               | CORP              | DE        |      -113 | NS      | $-14203.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1241.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3903.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2737.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                       | Edenred SE                                                                             | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Short            | EC               | CORP              | FR        |     -2699 | NS      | $-83832.32    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3308.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-106.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co.                                          | Columbia Sportswear Co.                                                                | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Short            | EC               | CORP              | US        |      -653 | NS      | $-39885.24    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        93 | NS      | $66510.20     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $100803.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                               | MercadoLibre, Inc.                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        11 | NS      | $28749.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -3078 | NS      | $-150266.52   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-736.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3942.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1162.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                                 | Blackstone, Inc.                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |     -1104 | NS      | $-165136.32   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                               | Marriott Vacations Worldwide Corp.                                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |      -443 | NS      | $-32033.33    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                        | Nestle SA (Registered)                                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |     -1296 | NS      | $-128856.58   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-716.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-488.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        10 | NC      | $5781.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-918.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Short            | EC               | CORP              | FR        |     -1840 | NS      | $-90353.28    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-125.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2589.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        51 | NC      | $7188.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $567.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp.                                                      | Loews Corp.                                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Short            | EC               | CORP              | US        |     -1093 | NS      | $-100184.38   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5594.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $52.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                            | NXP Semiconductors NV                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Short            | EC               | CORP              | NL        |      -263 | NS      | $-57462.87    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                                           | OneMain Holdings, Inc.                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       231 | NS      | $13167.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $335.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-147.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                                              | Tokyo Century Corp.                                                                    | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Short            | EC               | CORP              | JP        |     -1100 | NS      | $-12384.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1100000 | PA      | $210.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      3850 | NS      | $149291.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-355.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $184.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2924.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3203.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $605.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Short            | EC               | CORP              | NL        |      -155 | NS      | $-7467.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |     -2845 | NS      | $-63728.00    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                       | STERIS plc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       269 | NS      | $64619.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $208.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $282.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      5388 | NS      | $106708.10    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                                         | Power Integrations, Inc.                                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |      -799 | NS      | $-44664.10    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Short            | EC               | CORP              | JP        |     -3600 | NS      | $-33974.65    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Short            | EC               | CORP              | US        |      -234 | NS      | $-20893.86    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Short            | EC               | CORP              | PT        |     -3714 | NS      | $-16134.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                             | HCA Healthcare, Inc.                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       353 | NS      | $135234.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                       | Unum Group                                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       345 | NS      | $27862.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                                     | Gaztransport Et Technigaz SA                                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       251 | NS      | $49653.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       205 | NS      | $55235.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |      -177 | NS      | $-11473.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                                    | Ashland, Inc.                                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               | CORP              | US        |      -212 | NS      | $-10659.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.                               | McDonald's Holdings Co. Japan Ltd.                                                     | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |       200 | NS      | $8272.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $3833.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Short            | EC               | CORP              | IT        |     -9576 | NS      | $-55161.69    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-479.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2668.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $506.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                                        | IHI Corp.                                                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |      2200 | NS      | $237960.29    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                         | Hirose Electric Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $36209.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                           | West Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Short            | EC               | CORP              | JP        |     -2600 | NS      | $-59438.79    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        26 | NC      | $-1789.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $242.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                             | Dassault Aviation SA                                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       199 | NS      | $70360.85     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $-3220.17     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $232.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        82 | NS      | $31894.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-335.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       691 | NS      | $44472.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                         | Intuitive Surgical, Inc.                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       168 | NS      | $91292.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                       | Crowdstrike Holdings, Inc., Class A                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |       -33 | NS      | $-16807.23    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         7 | NC      | $21199.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2489.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5500000 | PA      | $-53359.19    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-81.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp., Class A                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |     -2056 | NS      | $-56951.20    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $457.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC, Inc.                                                        | AGC, Inc.                                                                              | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |       600 | NS      | $17601.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE Taiwan Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         3 | NC      | $135.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                                | Wendy's Co. (The)                                                                      | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       926 | NS      | $10574.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11675.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp, Inc.                                          | East West Bancorp, Inc.                                                                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $28375.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-311.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       219 | NS      | $40650.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1916.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      3631 | NS      | $164651.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2064.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                                  | RB Global, Inc.                                                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -110 | NS      | $-11686.21    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                                           | Lancaster Colony Corp.                                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        29 | NS      | $5010.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                               | RH                                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -159 | NS      | $-30052.59    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Cattle                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $20807.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1879.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                      | BOC Hong Kong Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     19000 | NS      | $82711.61     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Wheat                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $-3969.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1927.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $-155.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow plc                                               | Barratt Redrow plc                                                                     | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Short            | EC               | CORP              | GB        |    -10405 | NS      | $-65156.03    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $40941.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |      -609 | NS      | $-31576.65    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $1571.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                  | AGL Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Short            | EC               | CORP              | AU        |      -769 | NS      | $-4931.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $189.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-558.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                           | Cie de Saint-Gobain SA                                                                 | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Short            | EC               | CORP              | FR        |      -487 | NS      | $-57210.44    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $1000.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Short            | EC               | CORP              | DE        |     -1524 | NS      | $-100964.96   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $218.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    800000 | PA      | $1138.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        70 | NS      | $16105.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $99.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corn                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $6311.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       728 | NS      | $72101.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1639 | NS      | $170783.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $119.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-776.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                               | Reinsurance Group of America, Inc.                                                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       201 | NS      | $39870.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |      -108 | NS      | $-53997.84    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-561.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4686.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       186 | NS      | $30896.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                | Lucid Group, Inc.                                                                      | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |      4311 | NS      | $9096.21      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1797.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-1012.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5626.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2413.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1589.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |      -415 | NS      | $-227818.40   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3466.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $967.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                       | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Short            | EC               | CORP              | GB        |     -2838 | NS      | $-106629.88   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1284.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                      | Pearson plc                                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |      5567 | NS      | $82007.51     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                     | South32 Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     20891 | NS      | $39920.54     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $439.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares, Inc.                                 | First Financial Bankshares, Inc.                                                       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |     -1123 | NS      | $-40405.54    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-92.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                                     | PACCAR, Inc.                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       550 | NS      | $52283.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Donaldson Co., Inc.                                              | Donaldson Co., Inc.                                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       583 | NS      | $40431.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       314 | NS      | $20092.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-38.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $56.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1570.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2683.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                        | WESCO International, Inc.                                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       508 | NS      | $94081.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International, Inc.                                      | Finning International, Inc.                                                            | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       978 | NS      | $41813.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        23 | NS      | $133152.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-41.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |     -1111 | NS      | $-46673.11    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-540.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       323 | NS      | $34415.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $113.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       220 | NS      | $8566.42      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                                                      | NIDEC Corp.                                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Short            | EC               | CORP              | JP        |     -2700 | NS      | $-52469.37    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                             | United Rentals, Inc.                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         8 | NS      | $6027.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $523.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4500000 | PA      | $649.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |      -250 | NS      | $-45867.50    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1926.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $542.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2534.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1124.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $192.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-6394.91     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                              | Allison Transmission Holdings, Inc.                                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       985 | NS      | $93565.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 200000000 | PA      | $579.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2958.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co. Ltd.                                                | Nintendo Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-67220.89    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2758.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                        | PTC, Inc.                                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |      -573 | NS      | $-98750.82    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Short            | EC               | CORP              | DE        |     -3980 | NS      | $-145682.33   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |      -107 | NS      | $-18430.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        18 | NC      | $7395.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-86.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Lean Hogs                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $-11306.51    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-312.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc., Class A                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |      -145 | NS      | $-48983.90    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co. Ltd.                                         | Yamazaki Baking Co. Ltd.                                                               | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $58201.14     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-412.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-100.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $785.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                       | Kawasaki Kisen Kaisha Ltd.                                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Short            | EC               | CORP              | JP        |     -1400 | NS      | $-19826.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5269.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-945.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $559.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                 | Deutsche Post AG                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Short            | EC               | CORP              | DE        |     -1616 | NS      | $-74852.89    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $364.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6044.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1200 | NS      | $29111.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | EC               | CORP              | US        |     -1967 | NS      | $-41287.33    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                        | Partners Group Holding AG                                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Short            | EC               | CORP              | CH        |       -65 | NS      | $-85041.21    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |       563 | NS      | $16343.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2183 | NS      | $186842.97    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1110.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-245.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Everus Construction Group, Inc.                                  | Everus Construction Group, Inc.                                                        | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       824 | NS      | $52348.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG                                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       385 | NS      | $90666.27     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |       -78 | NS      | $-57571.02    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3149.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-875.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1753 | NS      | $206854.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  27000000 | PA      | $3196.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co., Class A                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -55 | NS      | $-18532.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                               | Teleperformance SE                                                                     | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Short            | EC               | CORP              | FR        |      -285 | NS      | $-27681.29    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $789.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3474.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                        | Zoom Communications, Inc., Class A                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       829 | NS      | $64645.42     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                                          | Croda International plc                                                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Short            | EC               | CORP              | GB        |      -987 | NS      | $-39626.09    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $60101.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $198.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $547.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                           | Yaskawa Electric Corp.                                                                 | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Short            | EC               | CORP              | JP        |     -9800 | NS      | $-221609.44   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                           | Jacobs Solutions, Inc.                                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       299 | NS      | $39303.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Short            | EC               | CORP              | US        |      -211 | NS      | $-41670.39    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3590 | NS      | $176663.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    900000 | PA      | $490.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       117 | NS      | $32336.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-264.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                      | Givaudan SA (Registered)                                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        22 | NS      | $106689.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-486.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $400.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4395.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1211.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-182.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                    | Moderna, Inc.                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |     -2725 | NS      | $-75182.75    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Elisa OYJ                                                        | Elisa OYJ                                                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Short            | EC               | CORP              | FI        |       -91 | NS      | $-5057.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation, Inc.                                            | Onto Innovation, Inc.                                                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Short            | EC               | CORP              | US        |      -224 | NS      | $-22608.32    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16400.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc., Class A                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        65 | NS      | $30985.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAK AB                                                           | AAK AB                                                                                 | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |      1700 | NS      | $44667.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |     -1259 | NS      | $-104648.08   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co. Ltd.                                                  | Empire Co. Ltd., Class A                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       618 | NS      | $25645.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |      -124 | NS      | $-40143.76    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $785.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-508.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Hang Seng Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        10 | NC      | $-11543.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-194.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5442.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-57074.34    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $251.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-530.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $184.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $75.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $122.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |     -3246 | NS      | $-196285.62   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-129.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3157.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2961.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                             | Kimberly-Clark Corp.                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |      -481 | NS      | $-62010.52    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $120.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-876.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                       | Salmar ASA                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Short            | EC               | CORP              | NO        |      -654 | NS      | $-28341.69    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $115.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $243.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       718 | NS      | $36718.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1043.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $891.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                          | Commvault Systems, Inc.                                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       467 | NS      | $81412.11     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Short            | EC               | CORP              | CA        |      -338 | NS      | $-34878.47    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Short            | EC               | CORP              | JP        |     -8700 | NS      | $-128592.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean Oil                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $24754.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                      | Novartis AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      2316 | NS      | $281109.38    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       663 | NS      | $59756.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                                      | Dover Corp.                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       751 | NS      | $137605.73    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-103108.81   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                    | Industria de Diseno Textil SA                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Short            | EC               | CORP              | ES        |      -271 | NS      | $-14137.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-32860.28    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $842.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                    | Apellis Pharmaceuticals, Inc.                                                          | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      1354 | NS      | $23437.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Short            | EC               | CORP              | CA        |     -1265 | NS      | $-132849.38   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1200.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp., Class A                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |      -925 | NS      | $-72177.75    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      1139 | NS      | $63905.31     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1815.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       764 | NS      | $41080.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $64695.01     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |     -1511 | NS      | $-121862.15   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-37.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        | 832300000 | PA      | $47344.10     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                                          | TFI International, Inc.                                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |      -159 | NS      | $-14272.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                     | Incyte Corp.                                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       543 | NS      | $36978.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                                    | MongoDB, Inc., Class A                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       116 | NS      | $24358.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                        | RLI Corp.                                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |      -547 | NS      | $-39504.34    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                                   | Medical Properties Trust, Inc.                                                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      7089 | NS      | $30553.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                      | Amrize Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      2272 | NS      | $113335.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co. Ltd.                                           | Oriental Land Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Short            | EC               | CORP              | JP        |     -9400 | NS      | $-216498.69   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                      | Swedish Orphan Biovitrum AB                                                            | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |       508 | NS      | $15461.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1105.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -4 | NC      | $-19364.19    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       355 | NS      | $126042.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DJIA CBOT E-Mini Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $14635.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Short            | EC               | CORP              | JE        |     -9180 | NS      | $-64636.29    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |      -257 | NS      | $-11947.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                              | Amadeus IT Group SA                                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Short            | EC               | CORP              | ES        |      -831 | NS      | $-70205.41    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-62.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        23 | NS      | $16064.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $143.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                             | BlueScope Steel Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |       950 | NS      | $14476.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3474.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                             | Crown Holdings, Inc.                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1476 | NS      | $151998.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes                                              | Novonesis Novozymes, Class B                                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Short            | EC               | CORP              | DK        |      -249 | NS      | $-17877.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                             | Hartford Insurance Group, Inc. (The)                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Short            | EC               | CORP              | US        |      -393 | NS      | $-49859.91    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                                    | Kyocera Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -2100 | NS      | $-25221.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Short            | EC               | CORP              | JP        |     -3500 | NS      | $-77032.70    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |      -432 | NS      | $-12355.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc.                                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2745 | NS      | $99588.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2834.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-41.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                    | Keyence Corp.                                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       100 | NS      | $39982.83     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | Eisai Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Short            | EC               | CORP              | JP        |     -4000 | NS      | $-114881.67   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |      -262 | NS      | $-33939.48    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $616.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1667.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |      -919 | NS      | $-77361.42    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                          | Permian Resources Corp., Class A                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |     -7523 | NS      | $-102463.26   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2224.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                  | Hoshizaki Corp.                                                                        | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Short            | EC               | CORP              | JP        |      -600 | NS      | $-20674.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2458.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                      | Tesla, Inc.                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -224 | NS      | $-71155.84    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software, Inc.                                     | Constellation Software, Inc.                                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        14 | NS      | $51334.53     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-21369.07    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CAE, Inc.                                                        | CAE, Inc.                                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |      -646 | NS      | $-18932.89    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1700000 | PA      | $-7727.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       364 | NS      | $93689.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |     -1655 | NS      | $-121129.45   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $96.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA (Preference)                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Short            | EP               | CORP              | DE        |     -1302 | NS      | $-102315.83   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                               | Cirrus Logic, Inc.                                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        50 | NS      | $5212.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1064.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-431.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1612 | NS      | $47392.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6613.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $398.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-427.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2834.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                            | Texas Roadhouse, Inc., Class A                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       792 | NS      | $148428.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                                    | Certara, Inc.                                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1001 | NS      | $-11711.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $-6870.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $228.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                                    | Japan Post Insurance Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Short            | EC               | CORP              | JP        |     -1100 | NS      | $-24904.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                         | Alcon AG                                                                               | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Short            | EC               | CORP              | CH        |      -328 | NS      | $-29088.02    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       222 | NS      | $35022.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                       | Anheuser-Busch InBev SA/NV                                                             | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       380 | NS      | $26144.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $233.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2197.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |     -1831 | NS      | $-47276.42    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                                   | Toro Co. (The)                                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       716 | NS      | $50606.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                                     | SIG Group AG                                                                           | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Short            | EC               | CORP              | CH        |     -6890 | NS      | $-127444.64   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                      | Ionis Pharmaceuticals, Inc.                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |     -3408 | NS      | $-134650.08   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                     | Terumo Corp.                                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Short            | EC               | CORP              | JP        |     -4600 | NS      | $-84418.65    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  35600000 | PA      | $-127.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                    | Portland General Electric Co.                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2622 | NS      | $106531.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                                       | Saia, Inc.                                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |      -136 | NS      | $-37262.64    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1095.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                   | Atlas Copco AB, Class A                                                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |     -4674 | NS      | $-75559.93    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $228.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1600000 | PA      | $1121.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                      | Healthpeak Properties, Inc.                                                            | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      1353 | NS      | $23691.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                                     | LPL Financial Holdings, Inc.                                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |      -283 | NS      | $-106116.51   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                                    | ONE Gas, Inc.                                                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       630 | NS      | $45271.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $800.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2046.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $434.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                            | Aeroports de Paris SA                                                                  | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Short            | EC               | CORP              | FR        |      -443 | NS      | $-55539.92    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |      -861 | NS      | $-197014.02   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG (The)                                            | Swatch Group AG (The)                                                                  | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Short            | EC               | CORP              | CH        |      -562 | NS      | $-91752.65    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Laboratories, Inc.                                       | Silicon Laboratories, Inc.                                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Short            | EC               | CORP              | US        |       -34 | NS      | $-5010.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IFSC NIFTY 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |        12 | NC      | $6806.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-111.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $476.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $879.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Display Corp.                                          | Universal Display Corp.                                                                | CUSIP: 91347P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -77 | NS      | $-11893.42    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-1012.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                             | Galp Energia SGPS SA                                                                   | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Short            | EC               | CORP              | PT        |      -634 | NS      | $-11605.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |      -689 | NS      | $-117981.88   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $62.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $5149.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-62741.50    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2098.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                                   | Kikkoman Corp.                                                                         | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |     -5100 | NS      | $-47306.79    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       243 | NS      | $42301.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1290.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-558.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-126.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                      | RenaissanceRe Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Short            | EC               | CORP              | BM        |      -591 | NS      | $-143553.90   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $224.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Co.                                                        | Crane Co.                                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |        48 | NS      | $9114.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2517.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                            | Thor Industries, Inc.                                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |      -168 | NS      | $-14920.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1595 | NS      | $47786.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | EC               | CORP              | CA        |      -854 | NS      | $-112551.78   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $5935.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2459.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                        | Asahi Group Holdings Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      8800 | NS      | $117630.83    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $256.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2400000 | PA      | $578.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       577 | NS      | $39362.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                     | Sprouts Farmers Market, Inc.                                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       418 | NS      | $68819.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX FTSE China A50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       132 | NC      | $-11712.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortum OYJ                                                       | Fortum OYJ                                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      1914 | NS      | $35890.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Short            | EC               | CORP              | US        |     -1411 | NS      | $-63847.75    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |      -411 | NS      | $-30442.77    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $291.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-411.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20800000 | PA      | $6824.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $1468.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd.                                                        | TOTO Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-30217.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                    | Schroders plc                                                                          | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Short            | EC               | CORP              | GB        |     -4692 | NS      | $-23333.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-716.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5133.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $377.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $547.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-498.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        98 | NS      | $13960.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4414.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3629.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |     -1118 | NS      | $-44328.70    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Skylark Holdings Co. Ltd.                                        | Skylark Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |      3000 | NS      | $62809.65     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1700000 | PA      | $3837.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                       | Orica Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2057 | NS      | $26412.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-773.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  31700000 | PA      | $-172.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                            | Evolution Mining Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |     26571 | NS      | $138336.49    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $431.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-30211.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $90.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $447.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                             | SG Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -3900 | NS      | $-43438.18    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                      | FinecoBank Banca Fineco SpA                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       911 | NS      | $20209.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp.                                                       | Pool Corp.                                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -213 | NS      | $-62085.24    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-211.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                          | Dell Technologies, Inc., Class C                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1058 | NS      | $129710.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                                       | AGCO Corp.                                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | EC               | CORP              | US        |      -555 | NS      | $-57253.80    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-211.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                           | Fuji Electric Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-55262.29    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |      -224 | NS      | $-88621.12    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $99.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                         | New York Times Co. (The), Class A                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2265 | NS      | $126794.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                            | Electronic Arts, Inc.                                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       471 | NS      | $75218.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp.                                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      3215 | NS      | $50240.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                                   | Westlake Corp.                                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |     -1044 | NS      | $-79270.92    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5188.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |      -146 | NS      | $-61387.16    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1316 | NS      | $54943.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                  | Schlumberger NV                                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -619 | NS      | $-20922.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4074.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                               | Brown-Forman Corp., Class B                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -3777 | NS      | $-101639.07   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-337.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       404 | NS      | $68853.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                                       | Haleon plc                                                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Short            | EC               | CORP              | GB        |    -19293 | NS      | $-99158.92    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                           | Daikin Industries Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Short            | EC               | CORP              | JP        |     -1000 | NS      | $-117383.76   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Short            | EC               | CORP              | FR        |      -768 | NS      | $-17925.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Short            | EC               | CORP              | SG        |     -2400 | NS      | $-84724.99    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Sugar No. 11                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        37 | NC      | $-25635.10    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19609.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                          | Webster Financial Corp.                                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2354 | NS      | $128528.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                                 | ASR Nederland NV                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Short            | EC               | CORP              | NL        |      -335 | NS      | $-22259.27    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3100000 | PA      | $19865.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                                             | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Short            | EC               | CORP              | JP        |    -10200 | NS      | $-175139.98   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |      -462 | NS      | $-66971.52    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                                   | Teleflex, Inc.                                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Short            | EC               | CORP              | US        |      -241 | NS      | $-28524.76    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1450.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                         | SCREEN Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       400 | NS      | $32524.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-90.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                        | TIS, Inc.                                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-23456.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1349.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1177.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         7 | NC      | $-560.93      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                        | Kering SA                                                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Short            | EC               | CORP              | FR        |      -561 | NS      | $-122217.01   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        11 | NC      | $1389.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-269.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                 | Wacker Chemie AG                                                                       | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Short            | EC               | CORP              | DE        |      -364 | NS      | $-26692.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $749.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp.                                                   | Celanese Corp., Class A                                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               | CORP              | US        |     -1233 | NS      | $-68221.89    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group plc                                       | United Utilities Group plc                                                             | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Short            | EC               | CORP              | GB        |     -5460 | NS      | $-85737.09    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                   | Woodward, Inc.                                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       230 | NS      | $56370.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                                         | Sirius XM Holdings, Inc.                                                               | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $53749.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-5002.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $312.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1114.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                        | Molson Coors Beverage Co., Class B                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Short            | EC               | CORP              | US        |      -412 | NS      | $-19813.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3772.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $21753.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-267.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1554.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-586.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |      -174 | NS      | $-81637.32    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                                           | Labcorp Holdings, Inc.                                                                 | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -181 | NS      | $-47514.31    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $290.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      6070 | NS      | $90064.90     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |     -1265 | NS      | $-50928.90    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-296.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-170.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                           | UCB SA                                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |       208 | NS      | $40925.62     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2901 | NS      | $30518.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-85.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                       | L'Oreal SA                                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        27 | NS      | $11565.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $289.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                     | Rambus, Inc.                                                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       167 | NS      | $10691.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |      -278 | NS      | $-107922.38   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1046.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $213.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                  | TD SYNNEX Corp.                                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               | CORP              | US        |      -260 | NS      | $-35282.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $682.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                          | Hitachi Construction Machinery Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-5959.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-967.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1135 | NS      | $41404.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20100000 | PA      | $-448.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                                         | CVC Capital Partners plc                                                               | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |       459 | NS      | $9437.70      | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1958 | NS      | $106280.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd.                                                       | Reece Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -1245 | NS      | $-11764.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       306 | NS      | $67632.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |      -819 | NS      | $-78656.76    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                        | Pan American Silver Corp.                                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      2142 | NS      | $60779.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12600000 | PA      | $40205.33     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |     -4605 | NS      | $-94172.25    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                        | Bunzl plc                                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Short            | EC               | CORP              | GB        |     -1369 | NS      | $-43625.22    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-81.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |      -285 | NS      | $-85183.65    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5626.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                           | Mitsui Chemicals, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Short            | EC               | CORP              | JP        |      -400 | NS      | $-9248.28     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                          | Agnico Eagle Mines Ltd.                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       712 | NS      | $84828.26     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       342 | NS      | $102548.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $1166.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2562.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       611 | NS      | $40301.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         7 | NC      | $3316.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1467.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co.                                               | Erie Indemnity Co., Class A                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |      -283 | NS      | $-98141.57    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| RENK Group AG                                                    | RENK Group AG                                                                          | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |       109 | NS      | $8718.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets, Inc.                                           | Tradeweb Markets, Inc., Class A                                                        | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -165 | NS      | $-24156.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Metro, Inc.                                                      | Metro, Inc., Class A                                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1094 | NS      | $85937.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $377.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-510.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $3217.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16402.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $89.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Short            | EC               | CORP              | JP        |     -5500 | NS      | $-74224.09    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $4200.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $-241.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackbaud, Inc.                                                  | Blackbaud, Inc.                                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Short            | EC               | CORP              | US        |      -554 | NS      | $-35572.34    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $78.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit, Inc.                                                     | Reddit, Inc., Class A                                                                  | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $57367.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                        | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -36 | NS      | $-5158.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       459 | NS      | $24028.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc.                                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       289 | NS      | $13238.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                             | UFP Industries, Inc.                                                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Short            | EC               | CORP              | US        |      -471 | NS      | $-46798.56    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd.                                  | Cleanaway Waste Management Ltd.                                                        | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Short            | EC               | CORP              | AU        |    -10801 | NS      | $-19354.47    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $3042.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Short            | EC               | CORP              | US        |      -916 | NS      | $-42401.64    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       680 | NS      | $30752.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-580.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3413.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                    | Estee Lauder Cos., Inc. (The), Class A                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |      -623 | NS      | $-50338.40    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                             | Kyowa Kirin Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Short            | EC               | CORP              | JP        |     -2600 | NS      | $-44504.93    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                         | Jones Lang LaSalle, Inc.                                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |      -140 | NS      | $-35809.20    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power, Inc.                                            | Northland Power, Inc.                                                                  | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Short            | EC               | CORP              | CA        |      -838 | NS      | $-13150.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-526.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1900000 | PA      | $28028.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $402.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                     | Brixmor Property Group, Inc.                                                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1938 | NS      | $50465.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co. Ltd.                                                    | Aeon Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Short            | EC               | CORP              | JP        |     -3100 | NS      | $-95023.68    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                  | MSC Industrial Direct Co., Inc., Class A                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Short            | EC               | CORP              | US        |      -333 | NS      | $-28311.66    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       100 | NS      | $18845.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                       | Boliden AB                                                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       760 | NS      | $23749.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-803.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-65.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $571.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $273.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     11324 | NS      | $79527.94     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                          | IMI plc                                                                                | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |       875 | NS      | $25178.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                  | Kuehne + Nagel International AG (Registered)                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Short            | EC               | CORP              | CH        |      -116 | NS      | $-25118.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                       | Fluidra SA                                                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Short            | EC               | CORP              | ES        |      -290 | NS      | $-7270.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Short            | EC               | CORP              | GB        |     -1932 | NS      | $-28359.18    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Docusign, Inc.                                                   | Docusign, Inc., Class A                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |      -638 | NS      | $-49693.82    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        56 | NS      | $15966.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        75 | NS      | $40116.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                            | Ollie's Bargain Outlet Holdings, Inc.                                                  | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               | CORP              | US        |      -434 | NS      | $-57192.52    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                                | Lundin Gold, Inc.                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       948 | NS      | $50054.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                | Booz Allen Hamilton Holding Corp., Class A                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       291 | NS      | $30301.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |      -331 | NS      | $-29528.51    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $854.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2280.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | GB        |     -3878 | NS      | $-96418.29    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3122.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                      | Swiss Re AG                                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        48 | NS      | $8303.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $407.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                     | Floor & Decor Holdings, Inc., Class A                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |      -604 | NS      | $-45879.84    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5000000 | PA      | $212.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $7877.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300000 | PA      | $-192.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                                | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Short            | EC               | CORP              | JP        |     -5200 | NS      | $-112609.06   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3273.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                                       | CapitaLand Investment Ltd.                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Short            | EC               | CORP              | SG        |    -55300 | NS      | $-115281.82   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                             | Globus Medical, Inc., Class A                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Short            | EC               | CORP              | US        |      -302 | NS      | $-17824.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                           | SGS SA (Registered)                                                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Short            | EC               | CORP              | CH        |      -383 | NS      | $-38888.16    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                             | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | EC               | CORP              | DK        |     -2783 | NS      | $-119887.81   | -0.20%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       129 | NS      | $35177.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4075.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                | TripAdvisor, Inc.                                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |     -1300 | NS      | $-16965.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                | InterContinental Hotels Group plc                                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |        97 | NS      | $11090.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                         | Rolls-Royce Holdings plc                                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     12936 | NS      | $171436.26    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $201.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1265 | NS      | $41479.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                  | Air Lease Corp., Class A                                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       177 | NS      | $10352.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1689.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-565.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                        | Dow, Inc.                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |     -3070 | NS      | $-81293.60    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $218.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chewy, Inc.                                                      | Chewy, Inc., Class A                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       974 | NS      | $41511.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                        | Mitsubishi Electric Corp.                                                              | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      2400 | NS      | $51621.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5868.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                      | Garmin Ltd.                                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       176 | NS      | $36734.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1908.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Short            | EC               | CORP              | CA        |      -399 | NS      | $-9994.41     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $884.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $363.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                          | DSV A/S                                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Short            | EC               | CORP              | DK        |      -452 | NS      | $-108414.16   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $399.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust                                | National Storage Affiliates Trust                                                      | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |     -2500 | NS      | $-79975.00    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $568.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3121.07     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc., Class A                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       197 | NS      | $47280.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                                        | Xero Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |       166 | NS      | $19642.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                           | Align Technology, Inc.                                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       259 | NS      | $49036.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Short            | EC               | CORP              | GB        |     -8731 | NS      | $-30549.23    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech, Inc.                                                 | Tetra Tech, Inc.                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |      -921 | NS      | $-33119.16    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                   | Nissin Foods Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Short            | EC               | CORP              | JP        |     -6100 | NS      | $-126728.43   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                         | Panasonic Holdings Corp.                                                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Short            | EC               | CORP              | JP        |     -5000 | NS      | $-53496.61    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                                       | Globant SA                                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Short            | EC               | CORP              | LU        |      -196 | NS      | $-17804.64    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15000000 | PA      | $1838.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Short            | EC               | CORP              | US        |      -307 | NS      | $-23282.88    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $482.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       391 | NS      | $33121.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $406.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $174.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $643.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene OYJ                                                  | UPM-Kymmene OYJ                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Short            | EC               | CORP              | FI        |     -1541 | NS      | $-42081.66    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                                       | Performance Food Group Co.                                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |      -124 | NS      | $-10846.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                                            | Lamar Advertising Co., Class A                                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1287 | NS      | $156190.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $34.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                       | Aegon Ltd.                                                                             | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Short            | EC               | CORP              | BM        |     -2886 | NS      | $-20914.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                              | Graham Holdings Co., Class B                                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        14 | NS      | $13246.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-267.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $290.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5175.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20800000 | PA      | $6824.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       580 | NS      | $47212.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                                         | Valmont Industries, Inc.                                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       129 | NS      | $42127.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                                  | Dynatrace, Inc.                                                                        | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Short            | EC               | CORP              | US        |     -1059 | NS      | $-58467.39    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                                   | Teradyne, Inc.                                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |      -640 | NS      | $-57548.80    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $446.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |      -422 | NS      | $-23674.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                    | Viatris, Inc.                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Short            | EC               | CORP              | US        |     -3056 | NS      | $-27290.08    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                                      | nCino, Inc.                                                                            | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Short            | EC               | CORP              | US        |     -1931 | NS      | $-54010.07    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                                    | Crane NXT Co.                                                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |      -600 | NS      | $-32340.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                                     | Iridium Communications, Inc.                                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       387 | NS      | $11675.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-3842.02     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4315.18     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-109.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-923.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer SE                                                    | TeamViewer SE                                                                          | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Long             | EC               | CORP              | DE        |      2713 | NS      | $30617.29     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cabot Corp.                                                      | Cabot Corp.                                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       519 | NS      | $38925.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6300000 | PA      | $-447.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roku, Inc.                                                       | Roku, Inc., Class A                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       393 | NS      | $34540.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $619.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       916 | NS      | $7960.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $152.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       308 | NS      | $60315.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., Class A                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       249 | NS      | $16914.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        22 | NS      | $16090.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $84.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                          | Idemitsu Kosan Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Short            | EC               | CORP              | JP        |    -11900 | NS      | $-72166.16    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc., Class A                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       915 | NS      | $142694.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $244.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $908.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Short            | EC               | CORP              | US        |     -1572 | NS      | $-15216.96    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $753.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                             | PotlatchDeltic Corp.                                                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1541 | NS      | $59128.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    410000 | PA      | $9126.63      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $-1617.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $254.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                            | Thomson Reuters Corp.                                                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |      -464 | NS      | $-93307.70    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                            | Applied Industrial Technologies, Inc.                                                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       119 | NS      | $27661.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4884.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |      -193 | NS      | $-14617.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21880.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                       | eBay, Inc.                                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       665 | NS      | $49515.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica, Inc.                                                  | Celestica, Inc.                                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       992 | NS      | $154990.21    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                                                | Sotera Health Co.                                                                      | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $6994.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $-693.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                     | Cintas Corp.                                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $11589.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                                   | Unicharm Corp.                                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Short            | EC               | CORP              | JP        |     -5900 | NS      | $-42602.65    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                            | Virtu Financial, Inc., Class A                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       420 | NS      | $18811.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        46 | NC      | $-8469.14     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |     -8793 | NS      | $-88071.87    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4731.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Short            | EC               | CORP              | GB        |      -327 | NS      | $-45508.32    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $986.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3754.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7785.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $6167.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -1185 | NS      | $-43856.85    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $4412.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, Inc.                                                        | BXP, Inc.                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |      -503 | NS      | $-33937.41    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-498.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB, Class A                                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Short            | EC               | CORP              | SE        |      -558 | NS      | $-14779.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 150000000 | PA      | $-122.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1280.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |      -125 | NS      | $-21933.75    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer